CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9598 |
0.0014 |
0.1% |
0.9280 |
| High |
0.9642 |
0.9650 |
0.0008 |
0.1% |
0.9524 |
| Low |
0.9570 |
0.9540 |
-0.0030 |
-0.3% |
0.9267 |
| Close |
0.9619 |
0.9586 |
-0.0033 |
-0.3% |
0.9494 |
| Range |
0.0072 |
0.0110 |
0.0038 |
52.8% |
0.0257 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
0.3% |
0.0000 |
| Volume |
73,095 |
112,795 |
39,700 |
54.3% |
366,645 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9922 |
0.9864 |
0.9647 |
|
| R3 |
0.9812 |
0.9754 |
0.9616 |
|
| R2 |
0.9702 |
0.9702 |
0.9606 |
|
| R1 |
0.9644 |
0.9644 |
0.9596 |
0.9618 |
| PP |
0.9592 |
0.9592 |
0.9592 |
0.9579 |
| S1 |
0.9534 |
0.9534 |
0.9576 |
0.9508 |
| S2 |
0.9482 |
0.9482 |
0.9566 |
|
| S3 |
0.9372 |
0.9424 |
0.9556 |
|
| S4 |
0.9262 |
0.9314 |
0.9526 |
|
|
| 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 |
0.9650 |
0.9373 |
0.0277 |
2.9% |
0.0106 |
1.1% |
77% |
True |
False |
78,529 |
| 10 |
0.9650 |
0.9256 |
0.0394 |
4.1% |
0.0110 |
1.1% |
84% |
True |
False |
75,814 |
| 20 |
0.9650 |
0.8961 |
0.0689 |
7.2% |
0.0100 |
1.0% |
91% |
True |
False |
61,980 |
| 40 |
0.9650 |
0.8655 |
0.0995 |
10.4% |
0.0103 |
1.1% |
94% |
True |
False |
31,275 |
| 60 |
0.9650 |
0.8489 |
0.1161 |
12.1% |
0.0100 |
1.0% |
94% |
True |
False |
20,925 |
| 80 |
0.9650 |
0.8162 |
0.1488 |
15.5% |
0.0100 |
1.0% |
96% |
True |
False |
15,710 |
| 100 |
0.9650 |
0.7950 |
0.1700 |
17.7% |
0.0084 |
0.9% |
96% |
True |
False |
12,577 |
| 120 |
0.9650 |
0.7950 |
0.1700 |
17.7% |
0.0070 |
0.7% |
96% |
True |
False |
10,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0118 |
|
2.618 |
0.9938 |
|
1.618 |
0.9828 |
|
1.000 |
0.9760 |
|
0.618 |
0.9718 |
|
HIGH |
0.9650 |
|
0.618 |
0.9608 |
|
0.500 |
0.9595 |
|
0.382 |
0.9582 |
|
LOW |
0.9540 |
|
0.618 |
0.9472 |
|
1.000 |
0.9430 |
|
1.618 |
0.9362 |
|
2.618 |
0.9252 |
|
4.250 |
0.9073 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9595 |
0.9577 |
| PP |
0.9592 |
0.9568 |
| S1 |
0.9589 |
0.9560 |
|