CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9694 |
0.9739 |
0.0045 |
0.5% |
0.9642 |
| High |
0.9841 |
0.9797 |
-0.0044 |
-0.4% |
0.9841 |
| Low |
0.9683 |
0.9633 |
-0.0050 |
-0.5% |
0.9464 |
| Close |
0.9736 |
0.9787 |
0.0051 |
0.5% |
0.9787 |
| Range |
0.0158 |
0.0164 |
0.0006 |
3.8% |
0.0377 |
| ATR |
0.0112 |
0.0116 |
0.0004 |
3.3% |
0.0000 |
| Volume |
105,404 |
123,557 |
18,153 |
17.2% |
488,122 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0231 |
1.0173 |
0.9877 |
|
| R3 |
1.0067 |
1.0009 |
0.9832 |
|
| R2 |
0.9903 |
0.9903 |
0.9817 |
|
| R1 |
0.9845 |
0.9845 |
0.9802 |
0.9874 |
| PP |
0.9739 |
0.9739 |
0.9739 |
0.9754 |
| S1 |
0.9681 |
0.9681 |
0.9772 |
0.9710 |
| S2 |
0.9575 |
0.9575 |
0.9757 |
|
| S3 |
0.9411 |
0.9517 |
0.9742 |
|
| S4 |
0.9247 |
0.9353 |
0.9697 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0685 |
0.9994 |
|
| R3 |
1.0451 |
1.0308 |
0.9891 |
|
| R2 |
1.0074 |
1.0074 |
0.9856 |
|
| R1 |
0.9931 |
0.9931 |
0.9822 |
1.0003 |
| PP |
0.9697 |
0.9697 |
0.9697 |
0.9733 |
| S1 |
0.9554 |
0.9554 |
0.9752 |
0.9626 |
| S2 |
0.9320 |
0.9320 |
0.9718 |
|
| S3 |
0.8943 |
0.9177 |
0.9683 |
|
| S4 |
0.8566 |
0.8800 |
0.9580 |
|
|
| 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% |
0.0136 |
1.4% |
86% |
False |
False |
97,624 |
| 10 |
0.9841 |
0.9464 |
0.0377 |
3.9% |
0.0117 |
1.2% |
86% |
False |
False |
89,968 |
| 20 |
0.9841 |
0.9187 |
0.0654 |
6.7% |
0.0113 |
1.2% |
92% |
False |
False |
81,257 |
| 40 |
0.9841 |
0.8655 |
0.1186 |
12.1% |
0.0108 |
1.1% |
95% |
False |
False |
45,706 |
| 60 |
0.9841 |
0.8489 |
0.1352 |
13.8% |
0.0104 |
1.1% |
96% |
False |
False |
30,552 |
| 80 |
0.9841 |
0.8162 |
0.1679 |
17.2% |
0.0107 |
1.1% |
97% |
False |
False |
22,943 |
| 100 |
0.9841 |
0.7950 |
0.1891 |
19.3% |
0.0091 |
0.9% |
97% |
False |
False |
18,356 |
| 120 |
0.9841 |
0.7950 |
0.1891 |
19.3% |
0.0076 |
0.8% |
97% |
False |
False |
15,303 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0494 |
|
2.618 |
1.0226 |
|
1.618 |
1.0062 |
|
1.000 |
0.9961 |
|
0.618 |
0.9898 |
|
HIGH |
0.9797 |
|
0.618 |
0.9734 |
|
0.500 |
0.9715 |
|
0.382 |
0.9696 |
|
LOW |
0.9633 |
|
0.618 |
0.9532 |
|
1.000 |
0.9469 |
|
1.618 |
0.9368 |
|
2.618 |
0.9204 |
|
4.250 |
0.8936 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9767 |
| PP |
0.9739 |
0.9748 |
| S1 |
0.9715 |
0.9728 |
|