CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9004 |
0.9083 |
0.0079 |
0.9% |
0.8907 |
| High |
0.9090 |
0.9180 |
0.0090 |
1.0% |
0.9069 |
| Low |
0.8995 |
0.9052 |
0.0057 |
0.6% |
0.8752 |
| Close |
0.9075 |
0.9142 |
0.0067 |
0.7% |
0.9059 |
| Range |
0.0095 |
0.0128 |
0.0033 |
34.7% |
0.0317 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.6% |
0.0000 |
| Volume |
48,096 |
60,523 |
12,427 |
25.8% |
8,741 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9509 |
0.9453 |
0.9212 |
|
| R3 |
0.9381 |
0.9325 |
0.9177 |
|
| R2 |
0.9253 |
0.9253 |
0.9165 |
|
| R1 |
0.9197 |
0.9197 |
0.9154 |
0.9225 |
| PP |
0.9125 |
0.9125 |
0.9125 |
0.9139 |
| S1 |
0.9069 |
0.9069 |
0.9130 |
0.9097 |
| S2 |
0.8997 |
0.8997 |
0.9119 |
|
| S3 |
0.8869 |
0.8941 |
0.9107 |
|
| S4 |
0.8741 |
0.8813 |
0.9072 |
|
|
| 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 |
0.9180 |
0.8961 |
0.0219 |
2.4% |
0.0091 |
1.0% |
83% |
True |
False |
26,783 |
| 10 |
0.9180 |
0.8739 |
0.0441 |
4.8% |
0.0107 |
1.2% |
91% |
True |
False |
13,868 |
| 20 |
0.9180 |
0.8655 |
0.0525 |
5.7% |
0.0106 |
1.2% |
93% |
True |
False |
7,212 |
| 40 |
0.9180 |
0.8489 |
0.0691 |
7.6% |
0.0101 |
1.1% |
95% |
True |
False |
3,722 |
| 60 |
0.9180 |
0.8162 |
0.1018 |
11.1% |
0.0105 |
1.1% |
96% |
True |
False |
2,518 |
| 80 |
0.9180 |
0.7950 |
0.1230 |
13.5% |
0.0084 |
0.9% |
97% |
True |
False |
1,900 |
| 100 |
0.9180 |
0.7950 |
0.1230 |
13.5% |
0.0068 |
0.7% |
97% |
True |
False |
1,520 |
| 120 |
0.9180 |
0.7950 |
0.1230 |
13.5% |
0.0057 |
0.6% |
97% |
True |
False |
1,267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9724 |
|
2.618 |
0.9515 |
|
1.618 |
0.9387 |
|
1.000 |
0.9308 |
|
0.618 |
0.9259 |
|
HIGH |
0.9180 |
|
0.618 |
0.9131 |
|
0.500 |
0.9116 |
|
0.382 |
0.9101 |
|
LOW |
0.9052 |
|
0.618 |
0.8973 |
|
1.000 |
0.8924 |
|
1.618 |
0.8845 |
|
2.618 |
0.8717 |
|
4.250 |
0.8508 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9133 |
0.9123 |
| PP |
0.9125 |
0.9103 |
| S1 |
0.9116 |
0.9084 |
|