CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9363 |
0.9441 |
0.0078 |
0.8% |
0.9193 |
| High |
0.9468 |
0.9504 |
0.0036 |
0.4% |
0.9375 |
| Low |
0.9346 |
0.9413 |
0.0067 |
0.7% |
0.9187 |
| Close |
0.9440 |
0.9468 |
0.0028 |
0.3% |
0.9282 |
| Range |
0.0122 |
0.0091 |
-0.0031 |
-25.4% |
0.0188 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
71,493 |
78,750 |
7,257 |
10.2% |
358,823 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9735 |
0.9692 |
0.9518 |
|
| R3 |
0.9644 |
0.9601 |
0.9493 |
|
| R2 |
0.9553 |
0.9553 |
0.9485 |
|
| R1 |
0.9510 |
0.9510 |
0.9476 |
0.9532 |
| PP |
0.9462 |
0.9462 |
0.9462 |
0.9472 |
| S1 |
0.9419 |
0.9419 |
0.9460 |
0.9441 |
| S2 |
0.9371 |
0.9371 |
0.9451 |
|
| S3 |
0.9280 |
0.9328 |
0.9443 |
|
| S4 |
0.9189 |
0.9237 |
0.9418 |
|
|
| 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 |
0.9504 |
0.9232 |
0.0272 |
2.9% |
0.0106 |
1.1% |
87% |
True |
False |
72,667 |
| 10 |
0.9504 |
0.9052 |
0.0452 |
4.8% |
0.0103 |
1.1% |
92% |
True |
False |
69,279 |
| 20 |
0.9504 |
0.8727 |
0.0777 |
8.2% |
0.0102 |
1.1% |
95% |
True |
False |
38,574 |
| 40 |
0.9504 |
0.8655 |
0.0849 |
9.0% |
0.0099 |
1.0% |
96% |
True |
False |
19,489 |
| 60 |
0.9504 |
0.8162 |
0.1342 |
14.2% |
0.0104 |
1.1% |
97% |
True |
False |
13,049 |
| 80 |
0.9504 |
0.7968 |
0.1536 |
16.2% |
0.0092 |
1.0% |
98% |
True |
False |
9,793 |
| 100 |
0.9504 |
0.7950 |
0.1554 |
16.4% |
0.0077 |
0.8% |
98% |
True |
False |
7,843 |
| 120 |
0.9504 |
0.7950 |
0.1554 |
16.4% |
0.0064 |
0.7% |
98% |
True |
False |
6,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9891 |
|
2.618 |
0.9742 |
|
1.618 |
0.9651 |
|
1.000 |
0.9595 |
|
0.618 |
0.9560 |
|
HIGH |
0.9504 |
|
0.618 |
0.9469 |
|
0.500 |
0.9459 |
|
0.382 |
0.9448 |
|
LOW |
0.9413 |
|
0.618 |
0.9357 |
|
1.000 |
0.9322 |
|
1.618 |
0.9266 |
|
2.618 |
0.9175 |
|
4.250 |
0.9026 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9465 |
0.9441 |
| PP |
0.9462 |
0.9413 |
| S1 |
0.9459 |
0.9386 |
|