CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9056 |
0.9004 |
-0.0052 |
-0.6% |
0.8907 |
| High |
0.9077 |
0.9090 |
0.0013 |
0.1% |
0.9069 |
| Low |
0.8988 |
0.8995 |
0.0007 |
0.1% |
0.8752 |
| Close |
0.9017 |
0.9075 |
0.0058 |
0.6% |
0.9059 |
| Range |
0.0089 |
0.0095 |
0.0006 |
6.7% |
0.0317 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
10,527 |
48,096 |
37,569 |
356.9% |
8,741 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9338 |
0.9302 |
0.9127 |
|
| R3 |
0.9243 |
0.9207 |
0.9101 |
|
| R2 |
0.9148 |
0.9148 |
0.9092 |
|
| R1 |
0.9112 |
0.9112 |
0.9084 |
0.9130 |
| PP |
0.9053 |
0.9053 |
0.9053 |
0.9063 |
| S1 |
0.9017 |
0.9017 |
0.9066 |
0.9035 |
| S2 |
0.8958 |
0.8958 |
0.9058 |
|
| S3 |
0.8863 |
0.8922 |
0.9049 |
|
| S4 |
0.8768 |
0.8827 |
0.9023 |
|
|
| 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 |
0.9090 |
0.8950 |
0.0140 |
1.5% |
0.0078 |
0.9% |
89% |
True |
False |
15,287 |
| 10 |
0.9090 |
0.8727 |
0.0363 |
4.0% |
0.0102 |
1.1% |
96% |
True |
False |
7,868 |
| 20 |
0.9090 |
0.8655 |
0.0435 |
4.8% |
0.0104 |
1.1% |
97% |
True |
False |
4,205 |
| 40 |
0.9090 |
0.8489 |
0.0601 |
6.6% |
0.0100 |
1.1% |
98% |
True |
False |
2,212 |
| 60 |
0.9090 |
0.8162 |
0.0928 |
10.2% |
0.0103 |
1.1% |
98% |
True |
False |
1,509 |
| 80 |
0.9090 |
0.7950 |
0.1140 |
12.6% |
0.0083 |
0.9% |
99% |
True |
False |
1,144 |
| 100 |
0.9090 |
0.7950 |
0.1140 |
12.6% |
0.0067 |
0.7% |
99% |
True |
False |
915 |
| 120 |
0.9090 |
0.7950 |
0.1140 |
12.6% |
0.0056 |
0.6% |
99% |
True |
False |
763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9494 |
|
2.618 |
0.9339 |
|
1.618 |
0.9244 |
|
1.000 |
0.9185 |
|
0.618 |
0.9149 |
|
HIGH |
0.9090 |
|
0.618 |
0.9054 |
|
0.500 |
0.9043 |
|
0.382 |
0.9031 |
|
LOW |
0.8995 |
|
0.618 |
0.8936 |
|
1.000 |
0.8900 |
|
1.618 |
0.8841 |
|
2.618 |
0.8746 |
|
4.250 |
0.8591 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9064 |
0.9063 |
| PP |
0.9053 |
0.9051 |
| S1 |
0.9043 |
0.9039 |
|