CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9278 |
0.9266 |
-0.0012 |
-0.1% |
0.9193 |
| High |
0.9300 |
0.9375 |
0.0075 |
0.8% |
0.9375 |
| Low |
0.9232 |
0.9256 |
0.0024 |
0.3% |
0.9187 |
| Close |
0.9258 |
0.9282 |
0.0024 |
0.3% |
0.9282 |
| Range |
0.0068 |
0.0119 |
0.0051 |
75.0% |
0.0188 |
| ATR |
0.0102 |
0.0104 |
0.0001 |
1.2% |
0.0000 |
| Volume |
78,610 |
70,506 |
-8,104 |
-10.3% |
358,823 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9661 |
0.9591 |
0.9347 |
|
| R3 |
0.9542 |
0.9472 |
0.9315 |
|
| R2 |
0.9423 |
0.9423 |
0.9304 |
|
| R1 |
0.9353 |
0.9353 |
0.9293 |
0.9388 |
| PP |
0.9304 |
0.9304 |
0.9304 |
0.9322 |
| S1 |
0.9234 |
0.9234 |
0.9271 |
0.9269 |
| S2 |
0.9185 |
0.9185 |
0.9260 |
|
| S3 |
0.9066 |
0.9115 |
0.9249 |
|
| S4 |
0.8947 |
0.8996 |
0.9217 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9845 |
0.9752 |
0.9385 |
|
| R3 |
0.9657 |
0.9564 |
0.9334 |
|
| R2 |
0.9469 |
0.9469 |
0.9316 |
|
| R1 |
0.9376 |
0.9376 |
0.9299 |
0.9423 |
| PP |
0.9281 |
0.9281 |
0.9281 |
0.9305 |
| S1 |
0.9188 |
0.9188 |
0.9265 |
0.9235 |
| S2 |
0.9093 |
0.9093 |
0.9248 |
|
| S3 |
0.8905 |
0.9000 |
0.9230 |
|
| S4 |
0.8717 |
0.8812 |
0.9179 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9375 |
0.9187 |
0.0188 |
2.0% |
0.0098 |
1.1% |
51% |
True |
False |
71,764 |
| 10 |
0.9375 |
0.8988 |
0.0387 |
4.2% |
0.0090 |
1.0% |
76% |
True |
False |
54,772 |
| 20 |
0.9375 |
0.8655 |
0.0720 |
7.8% |
0.0102 |
1.1% |
87% |
True |
False |
27,990 |
| 40 |
0.9375 |
0.8655 |
0.0720 |
7.8% |
0.0097 |
1.0% |
87% |
True |
False |
14,146 |
| 60 |
0.9375 |
0.8162 |
0.1213 |
13.1% |
0.0106 |
1.1% |
92% |
True |
False |
9,481 |
| 80 |
0.9375 |
0.7968 |
0.1407 |
15.2% |
0.0088 |
0.9% |
93% |
True |
False |
7,115 |
| 100 |
0.9375 |
0.7950 |
0.1425 |
15.4% |
0.0074 |
0.8% |
93% |
True |
False |
5,701 |
| 120 |
0.9375 |
0.7950 |
0.1425 |
15.4% |
0.0061 |
0.7% |
93% |
True |
False |
4,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9881 |
|
2.618 |
0.9687 |
|
1.618 |
0.9568 |
|
1.000 |
0.9494 |
|
0.618 |
0.9449 |
|
HIGH |
0.9375 |
|
0.618 |
0.9330 |
|
0.500 |
0.9316 |
|
0.382 |
0.9301 |
|
LOW |
0.9256 |
|
0.618 |
0.9182 |
|
1.000 |
0.9137 |
|
1.618 |
0.9063 |
|
2.618 |
0.8944 |
|
4.250 |
0.8750 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9316 |
0.9304 |
| PP |
0.9304 |
0.9296 |
| S1 |
0.9293 |
0.9289 |
|