CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9441 |
0.9462 |
0.0021 |
0.2% |
0.9193 |
| High |
0.9504 |
0.9481 |
-0.0023 |
-0.2% |
0.9375 |
| Low |
0.9413 |
0.9375 |
-0.0038 |
-0.4% |
0.9187 |
| Close |
0.9468 |
0.9429 |
-0.0039 |
-0.4% |
0.9282 |
| Range |
0.0091 |
0.0106 |
0.0015 |
16.5% |
0.0188 |
| ATR |
0.0106 |
0.0106 |
0.0000 |
0.0% |
0.0000 |
| Volume |
78,750 |
80,764 |
2,014 |
2.6% |
358,823 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9746 |
0.9694 |
0.9487 |
|
| R3 |
0.9640 |
0.9588 |
0.9458 |
|
| R2 |
0.9534 |
0.9534 |
0.9448 |
|
| R1 |
0.9482 |
0.9482 |
0.9439 |
0.9455 |
| PP |
0.9428 |
0.9428 |
0.9428 |
0.9415 |
| S1 |
0.9376 |
0.9376 |
0.9419 |
0.9349 |
| S2 |
0.9322 |
0.9322 |
0.9410 |
|
| S3 |
0.9216 |
0.9270 |
0.9400 |
|
| S4 |
0.9110 |
0.9164 |
0.9371 |
|
|
| 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 |
0.9256 |
0.0248 |
2.6% |
0.0114 |
1.2% |
70% |
False |
False |
73,098 |
| 10 |
0.9504 |
0.9103 |
0.0401 |
4.3% |
0.0100 |
1.1% |
81% |
False |
False |
71,304 |
| 20 |
0.9504 |
0.8739 |
0.0765 |
8.1% |
0.0104 |
1.1% |
90% |
False |
False |
42,586 |
| 40 |
0.9504 |
0.8655 |
0.0849 |
9.0% |
0.0099 |
1.0% |
91% |
False |
False |
21,496 |
| 60 |
0.9504 |
0.8162 |
0.1342 |
14.2% |
0.0104 |
1.1% |
94% |
False |
False |
14,389 |
| 80 |
0.9504 |
0.7968 |
0.1536 |
16.3% |
0.0094 |
1.0% |
95% |
False |
False |
10,802 |
| 100 |
0.9504 |
0.7950 |
0.1554 |
16.5% |
0.0078 |
0.8% |
95% |
False |
False |
8,651 |
| 120 |
0.9504 |
0.7950 |
0.1554 |
16.5% |
0.0065 |
0.7% |
95% |
False |
False |
7,209 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9932 |
|
2.618 |
0.9759 |
|
1.618 |
0.9653 |
|
1.000 |
0.9587 |
|
0.618 |
0.9547 |
|
HIGH |
0.9481 |
|
0.618 |
0.9441 |
|
0.500 |
0.9428 |
|
0.382 |
0.9415 |
|
LOW |
0.9375 |
|
0.618 |
0.9309 |
|
1.000 |
0.9269 |
|
1.618 |
0.9203 |
|
2.618 |
0.9097 |
|
4.250 |
0.8925 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9429 |
0.9428 |
| PP |
0.9428 |
0.9426 |
| S1 |
0.9428 |
0.9425 |
|