CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9085 |
0.9084 |
-0.0001 |
0.0% |
0.8904 |
| High |
0.9108 |
0.9142 |
0.0034 |
0.4% |
0.9023 |
| Low |
0.9026 |
0.9052 |
0.0026 |
0.3% |
0.8858 |
| Close |
0.9100 |
0.9134 |
0.0034 |
0.4% |
0.8989 |
| Range |
0.0082 |
0.0090 |
0.0008 |
9.8% |
0.0165 |
| ATR |
0.0125 |
0.0122 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
77,461 |
85,484 |
8,023 |
10.4% |
446,511 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9379 |
0.9347 |
0.9184 |
|
| R3 |
0.9289 |
0.9257 |
0.9159 |
|
| R2 |
0.9199 |
0.9199 |
0.9151 |
|
| R1 |
0.9167 |
0.9167 |
0.9142 |
0.9183 |
| PP |
0.9109 |
0.9109 |
0.9109 |
0.9118 |
| S1 |
0.9077 |
0.9077 |
0.9126 |
0.9093 |
| S2 |
0.9019 |
0.9019 |
0.9118 |
|
| S3 |
0.8929 |
0.8987 |
0.9109 |
|
| S4 |
0.8839 |
0.8897 |
0.9085 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9385 |
0.9080 |
|
| R3 |
0.9287 |
0.9220 |
0.9034 |
|
| R2 |
0.9122 |
0.9122 |
0.9019 |
|
| R1 |
0.9055 |
0.9055 |
0.9004 |
0.9089 |
| PP |
0.8957 |
0.8957 |
0.8957 |
0.8973 |
| S1 |
0.8890 |
0.8890 |
0.8974 |
0.8924 |
| S2 |
0.8792 |
0.8792 |
0.8959 |
|
| S3 |
0.8627 |
0.8725 |
0.8944 |
|
| S4 |
0.8462 |
0.8560 |
0.8898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9142 |
0.8866 |
0.0276 |
3.0% |
0.0104 |
1.1% |
97% |
True |
False |
91,267 |
| 10 |
0.9142 |
0.8684 |
0.0458 |
5.0% |
0.0110 |
1.2% |
98% |
True |
False |
92,499 |
| 20 |
0.9142 |
0.8558 |
0.0584 |
6.4% |
0.0115 |
1.3% |
99% |
True |
False |
96,658 |
| 40 |
0.9142 |
0.8104 |
0.1038 |
11.4% |
0.0130 |
1.4% |
99% |
True |
False |
95,468 |
| 60 |
0.9142 |
0.7970 |
0.1172 |
12.8% |
0.0147 |
1.6% |
99% |
True |
False |
64,560 |
| 80 |
0.9195 |
0.7970 |
0.1225 |
13.4% |
0.0135 |
1.5% |
95% |
False |
False |
48,506 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0121 |
1.3% |
92% |
False |
False |
38,827 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
13.8% |
0.0101 |
1.1% |
92% |
False |
False |
32,357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9525 |
|
2.618 |
0.9378 |
|
1.618 |
0.9288 |
|
1.000 |
0.9232 |
|
0.618 |
0.9198 |
|
HIGH |
0.9142 |
|
0.618 |
0.9108 |
|
0.500 |
0.9097 |
|
0.382 |
0.9086 |
|
LOW |
0.9052 |
|
0.618 |
0.8996 |
|
1.000 |
0.8962 |
|
1.618 |
0.8906 |
|
2.618 |
0.8816 |
|
4.250 |
0.8670 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9122 |
0.9111 |
| PP |
0.9109 |
0.9088 |
| S1 |
0.9097 |
0.9066 |
|