CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9285 |
0.9278 |
-0.0007 |
-0.1% |
0.9056 |
| High |
0.9330 |
0.9300 |
-0.0030 |
-0.3% |
0.9180 |
| Low |
0.9243 |
0.9232 |
-0.0011 |
-0.1% |
0.8988 |
| Close |
0.9286 |
0.9258 |
-0.0028 |
-0.3% |
0.9161 |
| Range |
0.0087 |
0.0068 |
-0.0019 |
-21.8% |
0.0192 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
75,062 |
78,610 |
3,548 |
4.7% |
188,903 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9467 |
0.9431 |
0.9295 |
|
| R3 |
0.9399 |
0.9363 |
0.9277 |
|
| R2 |
0.9331 |
0.9331 |
0.9270 |
|
| R1 |
0.9295 |
0.9295 |
0.9264 |
0.9279 |
| PP |
0.9263 |
0.9263 |
0.9263 |
0.9256 |
| S1 |
0.9227 |
0.9227 |
0.9252 |
0.9211 |
| S2 |
0.9195 |
0.9195 |
0.9246 |
|
| S3 |
0.9127 |
0.9159 |
0.9239 |
|
| S4 |
0.9059 |
0.9091 |
0.9221 |
|
|
| 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 |
0.9103 |
0.0253 |
2.7% |
0.0087 |
0.9% |
61% |
False |
False |
69,509 |
| 10 |
0.9356 |
0.8961 |
0.0395 |
4.3% |
0.0089 |
1.0% |
75% |
False |
False |
48,146 |
| 20 |
0.9356 |
0.8655 |
0.0701 |
7.6% |
0.0100 |
1.1% |
86% |
False |
False |
24,491 |
| 40 |
0.9356 |
0.8655 |
0.0701 |
7.6% |
0.0096 |
1.0% |
86% |
False |
False |
12,393 |
| 60 |
0.9356 |
0.8162 |
0.1194 |
12.9% |
0.0106 |
1.1% |
92% |
False |
False |
8,307 |
| 80 |
0.9356 |
0.7968 |
0.1388 |
15.0% |
0.0086 |
0.9% |
93% |
False |
False |
6,234 |
| 100 |
0.9356 |
0.7950 |
0.1406 |
15.2% |
0.0073 |
0.8% |
93% |
False |
False |
4,996 |
| 120 |
0.9356 |
0.7950 |
0.1406 |
15.2% |
0.0061 |
0.7% |
93% |
False |
False |
4,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9589 |
|
2.618 |
0.9478 |
|
1.618 |
0.9410 |
|
1.000 |
0.9368 |
|
0.618 |
0.9342 |
|
HIGH |
0.9300 |
|
0.618 |
0.9274 |
|
0.500 |
0.9266 |
|
0.382 |
0.9258 |
|
LOW |
0.9232 |
|
0.618 |
0.9190 |
|
1.000 |
0.9164 |
|
1.618 |
0.9122 |
|
2.618 |
0.9054 |
|
4.250 |
0.8943 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9266 |
0.9285 |
| PP |
0.9263 |
0.9276 |
| S1 |
0.9261 |
0.9267 |
|