CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9517 |
0.9584 |
0.0067 |
0.7% |
0.9280 |
| High |
0.9596 |
0.9642 |
0.0046 |
0.5% |
0.9524 |
| Low |
0.9469 |
0.9570 |
0.0101 |
1.1% |
0.9267 |
| Close |
0.9575 |
0.9619 |
0.0044 |
0.5% |
0.9494 |
| Range |
0.0127 |
0.0072 |
-0.0055 |
-43.3% |
0.0257 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
76,133 |
73,095 |
-3,038 |
-4.0% |
366,645 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9795 |
0.9659 |
|
| R3 |
0.9754 |
0.9723 |
0.9639 |
|
| R2 |
0.9682 |
0.9682 |
0.9632 |
|
| R1 |
0.9651 |
0.9651 |
0.9626 |
0.9667 |
| PP |
0.9610 |
0.9610 |
0.9610 |
0.9618 |
| S1 |
0.9579 |
0.9579 |
0.9612 |
0.9595 |
| S2 |
0.9538 |
0.9538 |
0.9606 |
|
| S3 |
0.9466 |
0.9507 |
0.9599 |
|
| S4 |
0.9394 |
0.9435 |
0.9579 |
|
|
| 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 |
0.9642 |
0.9373 |
0.0269 |
2.8% |
0.0105 |
1.1% |
91% |
True |
False |
72,123 |
| 10 |
0.9642 |
0.9232 |
0.0410 |
4.3% |
0.0106 |
1.1% |
94% |
True |
False |
72,395 |
| 20 |
0.9642 |
0.8950 |
0.0692 |
7.2% |
0.0097 |
1.0% |
97% |
True |
False |
56,492 |
| 40 |
0.9642 |
0.8655 |
0.0987 |
10.3% |
0.0102 |
1.1% |
98% |
True |
False |
28,475 |
| 60 |
0.9642 |
0.8489 |
0.1153 |
12.0% |
0.0100 |
1.0% |
98% |
True |
False |
19,047 |
| 80 |
0.9642 |
0.8098 |
0.1544 |
16.1% |
0.0099 |
1.0% |
99% |
True |
False |
14,300 |
| 100 |
0.9642 |
0.7950 |
0.1692 |
17.6% |
0.0083 |
0.9% |
99% |
True |
False |
11,449 |
| 120 |
0.9642 |
0.7950 |
0.1692 |
17.6% |
0.0069 |
0.7% |
99% |
True |
False |
9,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9948 |
|
2.618 |
0.9830 |
|
1.618 |
0.9758 |
|
1.000 |
0.9714 |
|
0.618 |
0.9686 |
|
HIGH |
0.9642 |
|
0.618 |
0.9614 |
|
0.500 |
0.9606 |
|
0.382 |
0.9598 |
|
LOW |
0.9570 |
|
0.618 |
0.9526 |
|
1.000 |
0.9498 |
|
1.618 |
0.9454 |
|
2.618 |
0.9382 |
|
4.250 |
0.9264 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9615 |
0.9598 |
| PP |
0.9610 |
0.9577 |
| S1 |
0.9606 |
0.9556 |
|