CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
0.9128 |
0.9193 |
0.0065 |
0.7% |
0.9056 |
High |
0.9167 |
0.9260 |
0.0093 |
1.0% |
0.9180 |
Low |
0.9103 |
0.9187 |
0.0084 |
0.9% |
0.8988 |
Close |
0.9161 |
0.9245 |
0.0084 |
0.9% |
0.9161 |
Range |
0.0064 |
0.0073 |
0.0009 |
14.1% |
0.0192 |
ATR |
0.0103 |
0.0103 |
0.0000 |
-0.3% |
0.0000 |
Volume |
59,230 |
54,744 |
-4,486 |
-7.6% |
188,903 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9450 |
0.9420 |
0.9285 |
|
R3 |
0.9377 |
0.9347 |
0.9265 |
|
R2 |
0.9304 |
0.9304 |
0.9258 |
|
R1 |
0.9274 |
0.9274 |
0.9252 |
0.9289 |
PP |
0.9231 |
0.9231 |
0.9231 |
0.9238 |
S1 |
0.9201 |
0.9201 |
0.9238 |
0.9216 |
S2 |
0.9158 |
0.9158 |
0.9232 |
|
S3 |
0.9085 |
0.9128 |
0.9225 |
|
S4 |
0.9012 |
0.9055 |
0.9205 |
|
|
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 |
0.9260 |
0.8988 |
0.0272 |
2.9% |
0.0090 |
1.0% |
94% |
True |
False |
46,624 |
10 |
0.9260 |
0.8752 |
0.0508 |
5.5% |
0.0094 |
1.0% |
97% |
True |
False |
25,211 |
20 |
0.9260 |
0.8655 |
0.0605 |
6.5% |
0.0101 |
1.1% |
98% |
True |
False |
12,881 |
40 |
0.9260 |
0.8520 |
0.0740 |
8.0% |
0.0099 |
1.1% |
98% |
True |
False |
6,567 |
60 |
0.9260 |
0.8162 |
0.1098 |
11.9% |
0.0106 |
1.1% |
99% |
True |
False |
4,417 |
80 |
0.9260 |
0.7950 |
0.1310 |
14.2% |
0.0086 |
0.9% |
99% |
True |
False |
3,315 |
100 |
0.9260 |
0.7950 |
0.1310 |
14.2% |
0.0070 |
0.8% |
99% |
True |
False |
2,660 |
120 |
0.9260 |
0.7950 |
0.1310 |
14.2% |
0.0058 |
0.6% |
99% |
True |
False |
2,217 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9570 |
2.618 |
0.9451 |
1.618 |
0.9378 |
1.000 |
0.9333 |
0.618 |
0.9305 |
HIGH |
0.9260 |
0.618 |
0.9232 |
0.500 |
0.9224 |
0.382 |
0.9215 |
LOW |
0.9187 |
0.618 |
0.9142 |
1.000 |
0.9114 |
1.618 |
0.9069 |
2.618 |
0.8996 |
4.250 |
0.8877 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9238 |
0.9215 |
PP |
0.9231 |
0.9186 |
S1 |
0.9224 |
0.9156 |
|