CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9193 |
0.9248 |
0.0055 |
0.6% |
0.9056 |
| High |
0.9260 |
0.9356 |
0.0096 |
1.0% |
0.9180 |
| Low |
0.9187 |
0.9213 |
0.0026 |
0.3% |
0.8988 |
| Close |
0.9245 |
0.9343 |
0.0098 |
1.1% |
0.9161 |
| Range |
0.0073 |
0.0143 |
0.0070 |
95.9% |
0.0192 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
2.8% |
0.0000 |
| Volume |
54,744 |
79,901 |
25,157 |
46.0% |
188,903 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9733 |
0.9681 |
0.9422 |
|
| R3 |
0.9590 |
0.9538 |
0.9382 |
|
| R2 |
0.9447 |
0.9447 |
0.9369 |
|
| R1 |
0.9395 |
0.9395 |
0.9356 |
0.9421 |
| PP |
0.9304 |
0.9304 |
0.9304 |
0.9317 |
| S1 |
0.9252 |
0.9252 |
0.9330 |
0.9278 |
| S2 |
0.9161 |
0.9161 |
0.9317 |
|
| S3 |
0.9018 |
0.9109 |
0.9304 |
|
| S4 |
0.8875 |
0.8966 |
0.9264 |
|
|
| 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 |
0.9356 |
0.8995 |
0.0361 |
3.9% |
0.0101 |
1.1% |
96% |
True |
False |
60,498 |
| 10 |
0.9356 |
0.8808 |
0.0548 |
5.9% |
0.0099 |
1.1% |
98% |
True |
False |
33,128 |
| 20 |
0.9356 |
0.8655 |
0.0701 |
7.5% |
0.0101 |
1.1% |
98% |
True |
False |
16,853 |
| 40 |
0.9356 |
0.8597 |
0.0759 |
8.1% |
0.0099 |
1.1% |
98% |
True |
False |
8,562 |
| 60 |
0.9356 |
0.8162 |
0.1194 |
12.8% |
0.0107 |
1.1% |
99% |
True |
False |
5,749 |
| 80 |
0.9356 |
0.7950 |
0.1406 |
15.0% |
0.0086 |
0.9% |
99% |
True |
False |
4,313 |
| 100 |
0.9356 |
0.7950 |
0.1406 |
15.0% |
0.0071 |
0.8% |
99% |
True |
False |
3,459 |
| 120 |
0.9356 |
0.7950 |
0.1406 |
15.0% |
0.0059 |
0.6% |
99% |
True |
False |
2,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9964 |
|
2.618 |
0.9730 |
|
1.618 |
0.9587 |
|
1.000 |
0.9499 |
|
0.618 |
0.9444 |
|
HIGH |
0.9356 |
|
0.618 |
0.9301 |
|
0.500 |
0.9285 |
|
0.382 |
0.9268 |
|
LOW |
0.9213 |
|
0.618 |
0.9125 |
|
1.000 |
0.9070 |
|
1.618 |
0.8982 |
|
2.618 |
0.8839 |
|
4.250 |
0.8605 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9324 |
0.9305 |
| PP |
0.9304 |
0.9267 |
| S1 |
0.9285 |
0.9230 |
|