CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9635 |
0.9694 |
0.0059 |
0.6% |
0.9513 |
| High |
0.9712 |
0.9841 |
0.0129 |
1.3% |
0.9667 |
| Low |
0.9615 |
0.9683 |
0.0068 |
0.7% |
0.9469 |
| Close |
0.9690 |
0.9736 |
0.0046 |
0.5% |
0.9636 |
| Range |
0.0097 |
0.0158 |
0.0061 |
62.9% |
0.0198 |
| ATR |
0.0109 |
0.0112 |
0.0004 |
3.2% |
0.0000 |
| Volume |
75,117 |
105,404 |
30,287 |
40.3% |
411,562 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0227 |
1.0140 |
0.9823 |
|
| R3 |
1.0069 |
0.9982 |
0.9779 |
|
| R2 |
0.9911 |
0.9911 |
0.9765 |
|
| R1 |
0.9824 |
0.9824 |
0.9750 |
0.9868 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9775 |
| S1 |
0.9666 |
0.9666 |
0.9722 |
0.9710 |
| S2 |
0.9595 |
0.9595 |
0.9707 |
|
| S3 |
0.9437 |
0.9508 |
0.9693 |
|
| S4 |
0.9279 |
0.9350 |
0.9649 |
|
|
| 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 |
0.9841 |
0.9464 |
0.0377 |
3.9% |
0.0125 |
1.3% |
72% |
True |
False |
91,027 |
| 10 |
0.9841 |
0.9373 |
0.0468 |
4.8% |
0.0116 |
1.2% |
78% |
True |
False |
84,778 |
| 20 |
0.9841 |
0.9103 |
0.0738 |
7.6% |
0.0108 |
1.1% |
86% |
True |
False |
78,041 |
| 40 |
0.9841 |
0.8655 |
0.1186 |
12.2% |
0.0107 |
1.1% |
91% |
True |
False |
42,626 |
| 60 |
0.9841 |
0.8489 |
0.1352 |
13.9% |
0.0103 |
1.1% |
92% |
True |
False |
28,495 |
| 80 |
0.9841 |
0.8162 |
0.1679 |
17.2% |
0.0106 |
1.1% |
94% |
True |
False |
21,399 |
| 100 |
0.9841 |
0.7950 |
0.1891 |
19.4% |
0.0089 |
0.9% |
94% |
True |
False |
17,128 |
| 120 |
0.9841 |
0.7950 |
0.1891 |
19.4% |
0.0075 |
0.8% |
94% |
True |
False |
14,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0513 |
|
2.618 |
1.0255 |
|
1.618 |
1.0097 |
|
1.000 |
0.9999 |
|
0.618 |
0.9939 |
|
HIGH |
0.9841 |
|
0.618 |
0.9781 |
|
0.500 |
0.9762 |
|
0.382 |
0.9743 |
|
LOW |
0.9683 |
|
0.618 |
0.9585 |
|
1.000 |
0.9525 |
|
1.618 |
0.9427 |
|
2.618 |
0.9269 |
|
4.250 |
0.9012 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9762 |
0.9708 |
| PP |
0.9753 |
0.9680 |
| S1 |
0.9745 |
0.9653 |
|