CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9248 |
0.9285 |
0.0037 |
0.4% |
0.9056 |
| High |
0.9356 |
0.9330 |
-0.0026 |
-0.3% |
0.9180 |
| Low |
0.9213 |
0.9243 |
0.0030 |
0.3% |
0.8988 |
| Close |
0.9343 |
0.9286 |
-0.0057 |
-0.6% |
0.9161 |
| Range |
0.0143 |
0.0087 |
-0.0056 |
-39.2% |
0.0192 |
| ATR |
0.0106 |
0.0105 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
79,901 |
75,062 |
-4,839 |
-6.1% |
188,903 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9504 |
0.9334 |
|
| R3 |
0.9460 |
0.9417 |
0.9310 |
|
| R2 |
0.9373 |
0.9373 |
0.9302 |
|
| R1 |
0.9330 |
0.9330 |
0.9294 |
0.9352 |
| PP |
0.9286 |
0.9286 |
0.9286 |
0.9297 |
| S1 |
0.9243 |
0.9243 |
0.9278 |
0.9265 |
| S2 |
0.9199 |
0.9199 |
0.9270 |
|
| S3 |
0.9112 |
0.9156 |
0.9262 |
|
| S4 |
0.9025 |
0.9069 |
0.9238 |
|
|
| 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 |
0.9052 |
0.0304 |
3.3% |
0.0099 |
1.1% |
77% |
False |
False |
65,892 |
| 10 |
0.9356 |
0.8950 |
0.0406 |
4.4% |
0.0089 |
1.0% |
83% |
False |
False |
40,589 |
| 20 |
0.9356 |
0.8655 |
0.0701 |
7.5% |
0.0102 |
1.1% |
90% |
False |
False |
20,593 |
| 40 |
0.9356 |
0.8597 |
0.0759 |
8.2% |
0.0099 |
1.1% |
91% |
False |
False |
10,435 |
| 60 |
0.9356 |
0.8162 |
0.1194 |
12.9% |
0.0106 |
1.1% |
94% |
False |
False |
6,998 |
| 80 |
0.9356 |
0.7950 |
0.1406 |
15.1% |
0.0087 |
0.9% |
95% |
False |
False |
5,252 |
| 100 |
0.9356 |
0.7950 |
0.1406 |
15.1% |
0.0072 |
0.8% |
95% |
False |
False |
4,210 |
| 120 |
0.9356 |
0.7950 |
0.1406 |
15.1% |
0.0060 |
0.6% |
95% |
False |
False |
3,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9700 |
|
2.618 |
0.9558 |
|
1.618 |
0.9471 |
|
1.000 |
0.9417 |
|
0.618 |
0.9384 |
|
HIGH |
0.9330 |
|
0.618 |
0.9297 |
|
0.500 |
0.9287 |
|
0.382 |
0.9276 |
|
LOW |
0.9243 |
|
0.618 |
0.9189 |
|
1.000 |
0.9156 |
|
1.618 |
0.9102 |
|
2.618 |
0.9015 |
|
4.250 |
0.8873 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9287 |
0.9281 |
| PP |
0.9286 |
0.9276 |
| S1 |
0.9286 |
0.9272 |
|