CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9266 |
0.9280 |
0.0014 |
0.2% |
0.9193 |
| High |
0.9375 |
0.9398 |
0.0023 |
0.2% |
0.9375 |
| Low |
0.9256 |
0.9267 |
0.0011 |
0.1% |
0.9187 |
| Close |
0.9282 |
0.9379 |
0.0097 |
1.0% |
0.9282 |
| Range |
0.0119 |
0.0131 |
0.0012 |
10.1% |
0.0188 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.9% |
0.0000 |
| Volume |
70,506 |
63,980 |
-6,526 |
-9.3% |
358,823 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9741 |
0.9691 |
0.9451 |
|
| R3 |
0.9610 |
0.9560 |
0.9415 |
|
| R2 |
0.9479 |
0.9479 |
0.9403 |
|
| R1 |
0.9429 |
0.9429 |
0.9391 |
0.9454 |
| PP |
0.9348 |
0.9348 |
0.9348 |
0.9361 |
| S1 |
0.9298 |
0.9298 |
0.9367 |
0.9323 |
| S2 |
0.9217 |
0.9217 |
0.9355 |
|
| S3 |
0.9086 |
0.9167 |
0.9343 |
|
| S4 |
0.8955 |
0.9036 |
0.9307 |
|
|
| 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 |
0.9398 |
0.9213 |
0.0185 |
2.0% |
0.0110 |
1.2% |
90% |
True |
False |
73,611 |
| 10 |
0.9398 |
0.8988 |
0.0410 |
4.4% |
0.0100 |
1.1% |
95% |
True |
False |
60,117 |
| 20 |
0.9398 |
0.8655 |
0.0743 |
7.9% |
0.0103 |
1.1% |
97% |
True |
False |
31,122 |
| 40 |
0.9398 |
0.8655 |
0.0743 |
7.9% |
0.0098 |
1.0% |
97% |
True |
False |
15,739 |
| 60 |
0.9398 |
0.8162 |
0.1236 |
13.2% |
0.0106 |
1.1% |
98% |
True |
False |
10,546 |
| 80 |
0.9398 |
0.7968 |
0.1430 |
15.2% |
0.0090 |
1.0% |
99% |
True |
False |
7,915 |
| 100 |
0.9398 |
0.7950 |
0.1448 |
15.4% |
0.0075 |
0.8% |
99% |
True |
False |
6,341 |
| 120 |
0.9398 |
0.7950 |
0.1448 |
15.4% |
0.0063 |
0.7% |
99% |
True |
False |
5,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9955 |
|
2.618 |
0.9741 |
|
1.618 |
0.9610 |
|
1.000 |
0.9529 |
|
0.618 |
0.9479 |
|
HIGH |
0.9398 |
|
0.618 |
0.9348 |
|
0.500 |
0.9333 |
|
0.382 |
0.9317 |
|
LOW |
0.9267 |
|
0.618 |
0.9186 |
|
1.000 |
0.9136 |
|
1.618 |
0.9055 |
|
2.618 |
0.8924 |
|
4.250 |
0.8710 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9364 |
0.9358 |
| PP |
0.9348 |
0.9336 |
| S1 |
0.9333 |
0.9315 |
|