CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9642 |
0.9589 |
-0.0053 |
-0.5% |
0.9513 |
| High |
0.9645 |
0.9647 |
0.0002 |
0.0% |
0.9667 |
| Low |
0.9569 |
0.9464 |
-0.0105 |
-1.1% |
0.9469 |
| Close |
0.9588 |
0.9633 |
0.0045 |
0.5% |
0.9636 |
| Range |
0.0076 |
0.0183 |
0.0107 |
140.8% |
0.0198 |
| ATR |
0.0104 |
0.0110 |
0.0006 |
5.4% |
0.0000 |
| Volume |
65,199 |
118,845 |
53,646 |
82.3% |
411,562 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0130 |
1.0065 |
0.9734 |
|
| R3 |
0.9947 |
0.9882 |
0.9683 |
|
| R2 |
0.9764 |
0.9764 |
0.9667 |
|
| R1 |
0.9699 |
0.9699 |
0.9650 |
0.9732 |
| PP |
0.9581 |
0.9581 |
0.9581 |
0.9598 |
| S1 |
0.9516 |
0.9516 |
0.9616 |
0.9549 |
| S2 |
0.9398 |
0.9398 |
0.9599 |
|
| S3 |
0.9215 |
0.9333 |
0.9583 |
|
| S4 |
0.9032 |
0.9150 |
0.9532 |
|
|
| 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 |
0.9464 |
0.0203 |
2.1% |
0.0111 |
1.2% |
83% |
False |
True |
92,101 |
| 10 |
0.9667 |
0.9373 |
0.0294 |
3.1% |
0.0110 |
1.1% |
88% |
False |
False |
82,677 |
| 20 |
0.9667 |
0.8995 |
0.0672 |
7.0% |
0.0107 |
1.1% |
95% |
False |
False |
74,446 |
| 40 |
0.9667 |
0.8655 |
0.1012 |
10.5% |
0.0107 |
1.1% |
97% |
False |
False |
38,128 |
| 60 |
0.9667 |
0.8489 |
0.1178 |
12.2% |
0.0102 |
1.1% |
97% |
False |
False |
25,493 |
| 80 |
0.9667 |
0.8162 |
0.1505 |
15.6% |
0.0104 |
1.1% |
98% |
False |
False |
19,142 |
| 100 |
0.9667 |
0.7950 |
0.1717 |
17.8% |
0.0087 |
0.9% |
98% |
False |
False |
15,323 |
| 120 |
0.9667 |
0.7950 |
0.1717 |
17.8% |
0.0073 |
0.8% |
98% |
False |
False |
12,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0425 |
|
2.618 |
1.0126 |
|
1.618 |
0.9943 |
|
1.000 |
0.9830 |
|
0.618 |
0.9760 |
|
HIGH |
0.9647 |
|
0.618 |
0.9577 |
|
0.500 |
0.9556 |
|
0.382 |
0.9534 |
|
LOW |
0.9464 |
|
0.618 |
0.9351 |
|
1.000 |
0.9281 |
|
1.618 |
0.9168 |
|
2.618 |
0.8985 |
|
4.250 |
0.8686 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9607 |
0.9611 |
| PP |
0.9581 |
0.9588 |
| S1 |
0.9556 |
0.9566 |
|