CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 27-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2010 |
27-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9400 |
0.9513 |
0.0113 |
1.2% |
0.9280 |
| High |
0.9524 |
0.9553 |
0.0029 |
0.3% |
0.9524 |
| Low |
0.9373 |
0.9482 |
0.0109 |
1.2% |
0.9267 |
| Close |
0.9494 |
0.9545 |
0.0051 |
0.5% |
0.9494 |
| Range |
0.0151 |
0.0071 |
-0.0080 |
-53.0% |
0.0257 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
71,658 |
58,968 |
-12,690 |
-17.7% |
366,645 |
|
| Daily Pivots for day following 27-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9740 |
0.9713 |
0.9584 |
|
| R3 |
0.9669 |
0.9642 |
0.9565 |
|
| R2 |
0.9598 |
0.9598 |
0.9558 |
|
| R1 |
0.9571 |
0.9571 |
0.9552 |
0.9585 |
| PP |
0.9527 |
0.9527 |
0.9527 |
0.9533 |
| S1 |
0.9500 |
0.9500 |
0.9538 |
0.9514 |
| S2 |
0.9456 |
0.9456 |
0.9532 |
|
| S3 |
0.9385 |
0.9429 |
0.9525 |
|
| S4 |
0.9314 |
0.9358 |
0.9506 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0199 |
1.0104 |
0.9635 |
|
| R3 |
0.9942 |
0.9847 |
0.9565 |
|
| R2 |
0.9685 |
0.9685 |
0.9541 |
|
| R1 |
0.9590 |
0.9590 |
0.9518 |
0.9638 |
| PP |
0.9428 |
0.9428 |
0.9428 |
0.9452 |
| S1 |
0.9333 |
0.9333 |
0.9470 |
0.9381 |
| S2 |
0.9171 |
0.9171 |
0.9447 |
|
| S3 |
0.8914 |
0.9076 |
0.9423 |
|
| S4 |
0.8657 |
0.8819 |
0.9353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9553 |
0.9346 |
0.0207 |
2.2% |
0.0108 |
1.1% |
96% |
True |
False |
72,326 |
| 10 |
0.9553 |
0.9213 |
0.0340 |
3.6% |
0.0109 |
1.1% |
98% |
True |
False |
72,969 |
| 20 |
0.9553 |
0.8752 |
0.0801 |
8.4% |
0.0102 |
1.1% |
99% |
True |
False |
49,090 |
| 40 |
0.9553 |
0.8655 |
0.0898 |
9.4% |
0.0100 |
1.0% |
99% |
True |
False |
24,752 |
| 60 |
0.9553 |
0.8180 |
0.1373 |
14.4% |
0.0104 |
1.1% |
99% |
True |
False |
16,563 |
| 80 |
0.9553 |
0.7968 |
0.1585 |
16.6% |
0.0096 |
1.0% |
99% |
True |
False |
12,434 |
| 100 |
0.9553 |
0.7950 |
0.1603 |
16.8% |
0.0081 |
0.8% |
100% |
True |
False |
9,957 |
| 120 |
0.9553 |
0.7950 |
0.1603 |
16.8% |
0.0067 |
0.7% |
100% |
True |
False |
8,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9855 |
|
2.618 |
0.9739 |
|
1.618 |
0.9668 |
|
1.000 |
0.9624 |
|
0.618 |
0.9597 |
|
HIGH |
0.9553 |
|
0.618 |
0.9526 |
|
0.500 |
0.9518 |
|
0.382 |
0.9509 |
|
LOW |
0.9482 |
|
0.618 |
0.9438 |
|
1.000 |
0.9411 |
|
1.618 |
0.9367 |
|
2.618 |
0.9296 |
|
4.250 |
0.9180 |
|
|
| Fisher Pivots for day following 27-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9536 |
0.9518 |
| PP |
0.9527 |
0.9490 |
| S1 |
0.9518 |
0.9463 |
|