CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9280 |
0.9363 |
0.0083 |
0.9% |
0.9193 |
| High |
0.9398 |
0.9468 |
0.0070 |
0.7% |
0.9375 |
| Low |
0.9267 |
0.9346 |
0.0079 |
0.9% |
0.9187 |
| Close |
0.9379 |
0.9440 |
0.0061 |
0.7% |
0.9282 |
| Range |
0.0131 |
0.0122 |
-0.0009 |
-6.9% |
0.0188 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
1.1% |
0.0000 |
| Volume |
63,980 |
71,493 |
7,513 |
11.7% |
358,823 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9784 |
0.9734 |
0.9507 |
|
| R3 |
0.9662 |
0.9612 |
0.9474 |
|
| R2 |
0.9540 |
0.9540 |
0.9462 |
|
| R1 |
0.9490 |
0.9490 |
0.9451 |
0.9515 |
| PP |
0.9418 |
0.9418 |
0.9418 |
0.9431 |
| S1 |
0.9368 |
0.9368 |
0.9429 |
0.9393 |
| S2 |
0.9296 |
0.9296 |
0.9418 |
|
| S3 |
0.9174 |
0.9246 |
0.9406 |
|
| S4 |
0.9052 |
0.9124 |
0.9373 |
|
|
| 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 |
0.9468 |
0.9232 |
0.0236 |
2.5% |
0.0105 |
1.1% |
88% |
True |
False |
71,930 |
| 10 |
0.9468 |
0.8995 |
0.0473 |
5.0% |
0.0103 |
1.1% |
94% |
True |
False |
66,214 |
| 20 |
0.9468 |
0.8655 |
0.0813 |
8.6% |
0.0104 |
1.1% |
97% |
True |
False |
34,684 |
| 40 |
0.9468 |
0.8655 |
0.0813 |
8.6% |
0.0099 |
1.1% |
97% |
True |
False |
17,522 |
| 60 |
0.9468 |
0.8162 |
0.1306 |
13.8% |
0.0107 |
1.1% |
98% |
True |
False |
11,737 |
| 80 |
0.9468 |
0.7968 |
0.1500 |
15.9% |
0.0091 |
1.0% |
98% |
True |
False |
8,808 |
| 100 |
0.9468 |
0.7950 |
0.1518 |
16.1% |
0.0076 |
0.8% |
98% |
True |
False |
7,056 |
| 120 |
0.9468 |
0.7950 |
0.1518 |
16.1% |
0.0064 |
0.7% |
98% |
True |
False |
5,880 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9987 |
|
2.618 |
0.9787 |
|
1.618 |
0.9665 |
|
1.000 |
0.9590 |
|
0.618 |
0.9543 |
|
HIGH |
0.9468 |
|
0.618 |
0.9421 |
|
0.500 |
0.9407 |
|
0.382 |
0.9393 |
|
LOW |
0.9346 |
|
0.618 |
0.9271 |
|
1.000 |
0.9224 |
|
1.618 |
0.9149 |
|
2.618 |
0.9027 |
|
4.250 |
0.8828 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9429 |
0.9414 |
| PP |
0.9418 |
0.9388 |
| S1 |
0.9407 |
0.9362 |
|