CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9083 |
0.9128 |
0.0045 |
0.5% |
0.9056 |
| High |
0.9180 |
0.9167 |
-0.0013 |
-0.1% |
0.9180 |
| Low |
0.9052 |
0.9103 |
0.0051 |
0.6% |
0.8988 |
| Close |
0.9142 |
0.9161 |
0.0019 |
0.2% |
0.9161 |
| Range |
0.0128 |
0.0064 |
-0.0064 |
-50.0% |
0.0192 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
60,523 |
59,230 |
-1,293 |
-2.1% |
188,903 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9336 |
0.9312 |
0.9196 |
|
| R3 |
0.9272 |
0.9248 |
0.9179 |
|
| R2 |
0.9208 |
0.9208 |
0.9173 |
|
| R1 |
0.9184 |
0.9184 |
0.9167 |
0.9196 |
| PP |
0.9144 |
0.9144 |
0.9144 |
0.9150 |
| S1 |
0.9120 |
0.9120 |
0.9155 |
0.9132 |
| S2 |
0.9080 |
0.9080 |
0.9149 |
|
| S3 |
0.9016 |
0.9056 |
0.9143 |
|
| S4 |
0.8952 |
0.8992 |
0.9126 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9686 |
0.9615 |
0.9267 |
|
| R3 |
0.9494 |
0.9423 |
0.9214 |
|
| R2 |
0.9302 |
0.9302 |
0.9196 |
|
| R1 |
0.9231 |
0.9231 |
0.9179 |
0.9267 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9127 |
| S1 |
0.9039 |
0.9039 |
0.9143 |
0.9075 |
| S2 |
0.8918 |
0.8918 |
0.9126 |
|
| S3 |
0.8726 |
0.8847 |
0.9108 |
|
| S4 |
0.8534 |
0.8655 |
0.9055 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9180 |
0.8988 |
0.0192 |
2.1% |
0.0082 |
0.9% |
90% |
False |
False |
37,780 |
| 10 |
0.9180 |
0.8752 |
0.0428 |
4.7% |
0.0098 |
1.1% |
96% |
False |
False |
19,764 |
| 20 |
0.9180 |
0.8655 |
0.0525 |
5.7% |
0.0103 |
1.1% |
96% |
False |
False |
10,155 |
| 40 |
0.9180 |
0.8489 |
0.0691 |
7.5% |
0.0099 |
1.1% |
97% |
False |
False |
5,200 |
| 60 |
0.9180 |
0.8162 |
0.1018 |
11.1% |
0.0105 |
1.1% |
98% |
False |
False |
3,505 |
| 80 |
0.9180 |
0.7950 |
0.1230 |
13.4% |
0.0085 |
0.9% |
98% |
False |
False |
2,631 |
| 100 |
0.9180 |
0.7950 |
0.1230 |
13.4% |
0.0069 |
0.8% |
98% |
False |
False |
2,113 |
| 120 |
0.9180 |
0.7950 |
0.1230 |
13.4% |
0.0057 |
0.6% |
98% |
False |
False |
1,761 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9439 |
|
2.618 |
0.9335 |
|
1.618 |
0.9271 |
|
1.000 |
0.9231 |
|
0.618 |
0.9207 |
|
HIGH |
0.9167 |
|
0.618 |
0.9143 |
|
0.500 |
0.9135 |
|
0.382 |
0.9127 |
|
LOW |
0.9103 |
|
0.618 |
0.9063 |
|
1.000 |
0.9039 |
|
1.618 |
0.8999 |
|
2.618 |
0.8935 |
|
4.250 |
0.8831 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9152 |
0.9137 |
| PP |
0.9144 |
0.9112 |
| S1 |
0.9135 |
0.9088 |
|