CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.9117 |
0.9150 |
0.0033 |
0.4% |
0.9016 |
High |
0.9183 |
0.9169 |
-0.0014 |
-0.2% |
0.9183 |
Low |
0.9097 |
0.9116 |
0.0019 |
0.2% |
0.8989 |
Close |
0.9145 |
0.9130 |
-0.0015 |
-0.2% |
0.9145 |
Range |
0.0086 |
0.0053 |
-0.0033 |
-38.4% |
0.0194 |
ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.9% |
0.0000 |
Volume |
102,595 |
48,638 |
-53,957 |
-52.6% |
437,232 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9297 |
0.9267 |
0.9159 |
|
R3 |
0.9244 |
0.9214 |
0.9145 |
|
R2 |
0.9191 |
0.9191 |
0.9140 |
|
R1 |
0.9161 |
0.9161 |
0.9135 |
0.9150 |
PP |
0.9138 |
0.9138 |
0.9138 |
0.9133 |
S1 |
0.9108 |
0.9108 |
0.9125 |
0.9097 |
S2 |
0.9085 |
0.9085 |
0.9120 |
|
S3 |
0.9032 |
0.9055 |
0.9115 |
|
S4 |
0.8979 |
0.9002 |
0.9101 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9688 |
0.9610 |
0.9252 |
|
R3 |
0.9494 |
0.9416 |
0.9198 |
|
R2 |
0.9300 |
0.9300 |
0.9181 |
|
R1 |
0.9222 |
0.9222 |
0.9163 |
0.9261 |
PP |
0.9106 |
0.9106 |
0.9106 |
0.9125 |
S1 |
0.9028 |
0.9028 |
0.9127 |
0.9067 |
S2 |
0.8912 |
0.8912 |
0.9109 |
|
S3 |
0.8718 |
0.8834 |
0.9092 |
|
S4 |
0.8524 |
0.8640 |
0.9038 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9183 |
0.9026 |
0.0157 |
1.7% |
0.0074 |
0.8% |
66% |
False |
False |
76,204 |
10 |
0.9183 |
0.8858 |
0.0325 |
3.6% |
0.0090 |
1.0% |
84% |
False |
False |
83,049 |
20 |
0.9183 |
0.8576 |
0.0607 |
6.6% |
0.0110 |
1.2% |
91% |
False |
False |
92,323 |
40 |
0.9183 |
0.8247 |
0.0936 |
10.3% |
0.0123 |
1.3% |
94% |
False |
False |
96,972 |
60 |
0.9183 |
0.7970 |
0.1213 |
13.3% |
0.0146 |
1.6% |
96% |
False |
False |
68,185 |
80 |
0.9183 |
0.7970 |
0.1213 |
13.3% |
0.0135 |
1.5% |
96% |
False |
False |
51,225 |
100 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0121 |
1.3% |
92% |
False |
False |
41,002 |
120 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0103 |
1.1% |
92% |
False |
False |
34,174 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9394 |
2.618 |
0.9308 |
1.618 |
0.9255 |
1.000 |
0.9222 |
0.618 |
0.9202 |
HIGH |
0.9169 |
0.618 |
0.9149 |
0.500 |
0.9143 |
0.382 |
0.9136 |
LOW |
0.9116 |
0.618 |
0.9083 |
1.000 |
0.9063 |
1.618 |
0.9030 |
2.618 |
0.8977 |
4.250 |
0.8891 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9143 |
0.9130 |
PP |
0.9138 |
0.9130 |
S1 |
0.9134 |
0.9130 |
|