CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9056 |
0.9056 |
0.0000 |
0.0% |
0.8907 |
| High |
0.9077 |
0.9077 |
0.0000 |
0.0% |
0.9069 |
| Low |
0.9041 |
0.8988 |
-0.0053 |
-0.6% |
0.8752 |
| Close |
0.9065 |
0.9017 |
-0.0048 |
-0.5% |
0.9059 |
| Range |
0.0036 |
0.0089 |
0.0053 |
147.2% |
0.0317 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
10,527 |
10,527 |
0 |
0.0% |
8,741 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9294 |
0.9245 |
0.9066 |
|
| R3 |
0.9205 |
0.9156 |
0.9041 |
|
| R2 |
0.9116 |
0.9116 |
0.9033 |
|
| R1 |
0.9067 |
0.9067 |
0.9025 |
0.9047 |
| PP |
0.9027 |
0.9027 |
0.9027 |
0.9018 |
| S1 |
0.8978 |
0.8978 |
0.9009 |
0.8958 |
| S2 |
0.8938 |
0.8938 |
0.9001 |
|
| S3 |
0.8849 |
0.8889 |
0.8993 |
|
| S4 |
0.8760 |
0.8800 |
0.8968 |
|
|
| 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 |
0.8808 |
0.0269 |
3.0% |
0.0098 |
1.1% |
78% |
True |
False |
5,758 |
| 10 |
0.9077 |
0.8655 |
0.0422 |
4.7% |
0.0104 |
1.2% |
86% |
True |
False |
3,154 |
| 20 |
0.9077 |
0.8655 |
0.0422 |
4.7% |
0.0107 |
1.2% |
86% |
True |
False |
1,811 |
| 40 |
0.9082 |
0.8489 |
0.0593 |
6.6% |
0.0099 |
1.1% |
89% |
False |
False |
1,017 |
| 60 |
0.9082 |
0.8162 |
0.0920 |
10.2% |
0.0104 |
1.2% |
93% |
False |
False |
708 |
| 80 |
0.9082 |
0.7950 |
0.1132 |
12.6% |
0.0083 |
0.9% |
94% |
False |
False |
543 |
| 100 |
0.9082 |
0.7950 |
0.1132 |
12.6% |
0.0066 |
0.7% |
94% |
False |
False |
434 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0055 |
0.6% |
94% |
False |
False |
362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9455 |
|
2.618 |
0.9310 |
|
1.618 |
0.9221 |
|
1.000 |
0.9166 |
|
0.618 |
0.9132 |
|
HIGH |
0.9077 |
|
0.618 |
0.9043 |
|
0.500 |
0.9033 |
|
0.382 |
0.9022 |
|
LOW |
0.8988 |
|
0.618 |
0.8933 |
|
1.000 |
0.8899 |
|
1.618 |
0.8844 |
|
2.618 |
0.8755 |
|
4.250 |
0.8610 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9033 |
0.9019 |
| PP |
0.9027 |
0.9018 |
| S1 |
0.9022 |
0.9018 |
|