CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 03-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
0.9002 |
0.9001 |
-0.0001 |
0.0% |
0.8907 |
High |
0.9012 |
0.9069 |
0.0057 |
0.6% |
0.9069 |
Low |
0.8950 |
0.8961 |
0.0011 |
0.1% |
0.8752 |
Close |
0.9001 |
0.9059 |
0.0058 |
0.6% |
0.9059 |
Range |
0.0062 |
0.0108 |
0.0046 |
74.2% |
0.0317 |
ATR |
0.0112 |
0.0112 |
0.0000 |
-0.2% |
0.0000 |
Volume |
3,041 |
4,244 |
1,203 |
39.6% |
8,741 |
|
Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9354 |
0.9314 |
0.9118 |
|
R3 |
0.9246 |
0.9206 |
0.9089 |
|
R2 |
0.9138 |
0.9138 |
0.9079 |
|
R1 |
0.9098 |
0.9098 |
0.9069 |
0.9118 |
PP |
0.9030 |
0.9030 |
0.9030 |
0.9040 |
S1 |
0.8990 |
0.8990 |
0.9049 |
0.9010 |
S2 |
0.8922 |
0.8922 |
0.9039 |
|
S3 |
0.8814 |
0.8882 |
0.9029 |
|
S4 |
0.8706 |
0.8774 |
0.9000 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9911 |
0.9802 |
0.9233 |
|
R3 |
0.9594 |
0.9485 |
0.9146 |
|
R2 |
0.9277 |
0.9277 |
0.9117 |
|
R1 |
0.9168 |
0.9168 |
0.9088 |
0.9223 |
PP |
0.8960 |
0.8960 |
0.8960 |
0.8987 |
S1 |
0.8851 |
0.8851 |
0.9030 |
0.8906 |
S2 |
0.8643 |
0.8643 |
0.9001 |
|
S3 |
0.8326 |
0.8534 |
0.8972 |
|
S4 |
0.8009 |
0.8217 |
0.8885 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9069 |
0.8752 |
0.0317 |
3.5% |
0.0114 |
1.3% |
97% |
True |
False |
1,748 |
10 |
0.9069 |
0.8655 |
0.0414 |
4.6% |
0.0113 |
1.2% |
98% |
True |
False |
1,207 |
20 |
0.9069 |
0.8655 |
0.0414 |
4.6% |
0.0108 |
1.2% |
98% |
True |
False |
769 |
40 |
0.9082 |
0.8489 |
0.0593 |
6.5% |
0.0102 |
1.1% |
96% |
False |
False |
497 |
60 |
0.9082 |
0.8162 |
0.0920 |
10.2% |
0.0102 |
1.1% |
98% |
False |
False |
357 |
80 |
0.9082 |
0.7950 |
0.1132 |
12.5% |
0.0081 |
0.9% |
98% |
False |
False |
279 |
100 |
0.9082 |
0.7950 |
0.1132 |
12.5% |
0.0065 |
0.7% |
98% |
False |
False |
224 |
120 |
0.9086 |
0.7950 |
0.1136 |
12.5% |
0.0054 |
0.6% |
98% |
False |
False |
187 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9528 |
2.618 |
0.9352 |
1.618 |
0.9244 |
1.000 |
0.9177 |
0.618 |
0.9136 |
HIGH |
0.9069 |
0.618 |
0.9028 |
0.500 |
0.9015 |
0.382 |
0.9002 |
LOW |
0.8961 |
0.618 |
0.8894 |
1.000 |
0.8853 |
1.618 |
0.8786 |
2.618 |
0.8678 |
4.250 |
0.8502 |
|
|
Fisher Pivots for day following 03-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9044 |
0.9019 |
PP |
0.9030 |
0.8979 |
S1 |
0.9015 |
0.8939 |
|