CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9578 |
0.9642 |
0.0064 |
0.7% |
0.9513 |
| High |
0.9667 |
0.9645 |
-0.0022 |
-0.2% |
0.9667 |
| Low |
0.9554 |
0.9569 |
0.0015 |
0.2% |
0.9469 |
| Close |
0.9636 |
0.9588 |
-0.0048 |
-0.5% |
0.9636 |
| Range |
0.0113 |
0.0076 |
-0.0037 |
-32.7% |
0.0198 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
90,571 |
65,199 |
-25,372 |
-28.0% |
411,562 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9829 |
0.9784 |
0.9630 |
|
| R3 |
0.9753 |
0.9708 |
0.9609 |
|
| R2 |
0.9677 |
0.9677 |
0.9602 |
|
| R1 |
0.9632 |
0.9632 |
0.9595 |
0.9617 |
| PP |
0.9601 |
0.9601 |
0.9601 |
0.9593 |
| S1 |
0.9556 |
0.9556 |
0.9581 |
0.9541 |
| S2 |
0.9525 |
0.9525 |
0.9574 |
|
| S3 |
0.9449 |
0.9480 |
0.9567 |
|
| S4 |
0.9373 |
0.9404 |
0.9546 |
|
|
| 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% |
0.0100 |
1.0% |
60% |
False |
False |
83,558 |
| 10 |
0.9667 |
0.9346 |
0.0321 |
3.3% |
0.0104 |
1.1% |
75% |
False |
False |
77,942 |
| 20 |
0.9667 |
0.8988 |
0.0679 |
7.1% |
0.0102 |
1.1% |
88% |
False |
False |
69,030 |
| 40 |
0.9667 |
0.8655 |
0.1012 |
10.6% |
0.0105 |
1.1% |
92% |
False |
False |
35,159 |
| 60 |
0.9667 |
0.8489 |
0.1178 |
12.3% |
0.0101 |
1.1% |
93% |
False |
False |
23,516 |
| 80 |
0.9667 |
0.8162 |
0.1505 |
15.7% |
0.0102 |
1.1% |
95% |
False |
False |
17,657 |
| 100 |
0.9667 |
0.7950 |
0.1717 |
17.9% |
0.0085 |
0.9% |
95% |
False |
False |
14,135 |
| 120 |
0.9667 |
0.7950 |
0.1717 |
17.9% |
0.0071 |
0.7% |
95% |
False |
False |
11,779 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9968 |
|
2.618 |
0.9844 |
|
1.618 |
0.9768 |
|
1.000 |
0.9721 |
|
0.618 |
0.9692 |
|
HIGH |
0.9645 |
|
0.618 |
0.9616 |
|
0.500 |
0.9607 |
|
0.382 |
0.9598 |
|
LOW |
0.9569 |
|
0.618 |
0.9522 |
|
1.000 |
0.9493 |
|
1.618 |
0.9446 |
|
2.618 |
0.9370 |
|
4.250 |
0.9246 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9607 |
0.9604 |
| PP |
0.9601 |
0.9598 |
| S1 |
0.9594 |
0.9593 |
|