CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 06-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9001 |
0.9056 |
0.0055 |
0.6% |
0.8907 |
| High |
0.9069 |
0.9077 |
0.0008 |
0.1% |
0.9069 |
| Low |
0.8961 |
0.9041 |
0.0080 |
0.9% |
0.8752 |
| Close |
0.9059 |
0.9065 |
0.0006 |
0.1% |
0.9059 |
| Range |
0.0108 |
0.0036 |
-0.0072 |
-66.7% |
0.0317 |
| ATR |
0.0112 |
0.0106 |
-0.0005 |
-4.8% |
0.0000 |
| Volume |
4,244 |
10,527 |
6,283 |
148.0% |
8,741 |
|
| Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9169 |
0.9153 |
0.9085 |
|
| R3 |
0.9133 |
0.9117 |
0.9075 |
|
| R2 |
0.9097 |
0.9097 |
0.9072 |
|
| R1 |
0.9081 |
0.9081 |
0.9068 |
0.9089 |
| PP |
0.9061 |
0.9061 |
0.9061 |
0.9065 |
| S1 |
0.9045 |
0.9045 |
0.9062 |
0.9053 |
| S2 |
0.9025 |
0.9025 |
0.9058 |
|
| S3 |
0.8989 |
0.9009 |
0.9055 |
|
| S4 |
0.8953 |
0.8973 |
0.9045 |
|
|
| 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 |
0.9077 |
0.8752 |
0.0325 |
3.6% |
0.0098 |
1.1% |
96% |
True |
False |
3,798 |
| 10 |
0.9077 |
0.8655 |
0.0422 |
4.7% |
0.0106 |
1.2% |
97% |
True |
False |
2,126 |
| 20 |
0.9077 |
0.8655 |
0.0422 |
4.7% |
0.0108 |
1.2% |
97% |
True |
False |
1,289 |
| 40 |
0.9082 |
0.8489 |
0.0593 |
6.5% |
0.0101 |
1.1% |
97% |
False |
False |
759 |
| 60 |
0.9082 |
0.8162 |
0.0920 |
10.1% |
0.0102 |
1.1% |
98% |
False |
False |
532 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.5% |
0.0081 |
0.9% |
98% |
False |
False |
411 |
| 100 |
0.9082 |
0.7950 |
0.1132 |
12.5% |
0.0065 |
0.7% |
98% |
False |
False |
329 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.5% |
0.0054 |
0.6% |
98% |
False |
False |
274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9230 |
|
2.618 |
0.9171 |
|
1.618 |
0.9135 |
|
1.000 |
0.9113 |
|
0.618 |
0.9099 |
|
HIGH |
0.9077 |
|
0.618 |
0.9063 |
|
0.500 |
0.9059 |
|
0.382 |
0.9055 |
|
LOW |
0.9041 |
|
0.618 |
0.9019 |
|
1.000 |
0.9005 |
|
1.618 |
0.8983 |
|
2.618 |
0.8947 |
|
4.250 |
0.8888 |
|
|
| Fisher Pivots for day following 06-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9063 |
0.9048 |
| PP |
0.9061 |
0.9031 |
| S1 |
0.9059 |
0.9014 |
|