CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9598 |
0.9578 |
-0.0020 |
-0.2% |
0.9513 |
| High |
0.9650 |
0.9667 |
0.0017 |
0.2% |
0.9667 |
| Low |
0.9540 |
0.9554 |
0.0014 |
0.1% |
0.9469 |
| Close |
0.9586 |
0.9636 |
0.0050 |
0.5% |
0.9636 |
| Range |
0.0110 |
0.0113 |
0.0003 |
2.7% |
0.0198 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.5% |
0.0000 |
| Volume |
112,795 |
90,571 |
-22,224 |
-19.7% |
411,562 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9958 |
0.9910 |
0.9698 |
|
| R3 |
0.9845 |
0.9797 |
0.9667 |
|
| R2 |
0.9732 |
0.9732 |
0.9657 |
|
| R1 |
0.9684 |
0.9684 |
0.9646 |
0.9708 |
| PP |
0.9619 |
0.9619 |
0.9619 |
0.9631 |
| S1 |
0.9571 |
0.9571 |
0.9626 |
0.9595 |
| S2 |
0.9506 |
0.9506 |
0.9615 |
|
| S3 |
0.9393 |
0.9458 |
0.9605 |
|
| S4 |
0.9280 |
0.9345 |
0.9574 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0108 |
0.9745 |
|
| R3 |
0.9987 |
0.9910 |
0.9690 |
|
| R2 |
0.9789 |
0.9789 |
0.9672 |
|
| R1 |
0.9712 |
0.9712 |
0.9654 |
0.9751 |
| PP |
0.9591 |
0.9591 |
0.9591 |
0.9610 |
| S1 |
0.9514 |
0.9514 |
0.9618 |
0.9553 |
| S2 |
0.9393 |
0.9393 |
0.9600 |
|
| S3 |
0.9195 |
0.9316 |
0.9582 |
|
| S4 |
0.8997 |
0.9118 |
0.9527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9667 |
0.9469 |
0.0198 |
2.1% |
0.0099 |
1.0% |
84% |
True |
False |
82,312 |
| 10 |
0.9667 |
0.9267 |
0.0400 |
4.2% |
0.0109 |
1.1% |
92% |
True |
False |
77,820 |
| 20 |
0.9667 |
0.8988 |
0.0679 |
7.0% |
0.0100 |
1.0% |
95% |
True |
False |
66,296 |
| 40 |
0.9667 |
0.8655 |
0.1012 |
10.5% |
0.0104 |
1.1% |
97% |
True |
False |
33,533 |
| 60 |
0.9667 |
0.8489 |
0.1178 |
12.2% |
0.0101 |
1.0% |
97% |
True |
False |
22,430 |
| 80 |
0.9667 |
0.8162 |
0.1505 |
15.6% |
0.0102 |
1.1% |
98% |
True |
False |
16,842 |
| 100 |
0.9667 |
0.7950 |
0.1717 |
17.8% |
0.0085 |
0.9% |
98% |
True |
False |
13,483 |
| 120 |
0.9667 |
0.7950 |
0.1717 |
17.8% |
0.0071 |
0.7% |
98% |
True |
False |
11,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0147 |
|
2.618 |
0.9963 |
|
1.618 |
0.9850 |
|
1.000 |
0.9780 |
|
0.618 |
0.9737 |
|
HIGH |
0.9667 |
|
0.618 |
0.9624 |
|
0.500 |
0.9611 |
|
0.382 |
0.9597 |
|
LOW |
0.9554 |
|
0.618 |
0.9484 |
|
1.000 |
0.9441 |
|
1.618 |
0.9371 |
|
2.618 |
0.9258 |
|
4.250 |
0.9074 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9628 |
0.9625 |
| PP |
0.9619 |
0.9614 |
| S1 |
0.9611 |
0.9604 |
|