CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9026 |
0.8957 |
-0.0069 |
-0.8% |
0.9150 |
| High |
0.9035 |
0.8994 |
-0.0041 |
-0.5% |
0.9169 |
| Low |
0.8945 |
0.8880 |
-0.0065 |
-0.7% |
0.8883 |
| Close |
0.8964 |
0.8892 |
-0.0072 |
-0.8% |
0.8901 |
| Range |
0.0090 |
0.0114 |
0.0024 |
26.7% |
0.0286 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
94,672 |
106,391 |
11,719 |
12.4% |
459,195 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9264 |
0.9192 |
0.8955 |
|
| R3 |
0.9150 |
0.9078 |
0.8923 |
|
| R2 |
0.9036 |
0.9036 |
0.8913 |
|
| R1 |
0.8964 |
0.8964 |
0.8902 |
0.8943 |
| PP |
0.8922 |
0.8922 |
0.8922 |
0.8912 |
| S1 |
0.8850 |
0.8850 |
0.8882 |
0.8829 |
| S2 |
0.8808 |
0.8808 |
0.8871 |
|
| S3 |
0.8694 |
0.8736 |
0.8861 |
|
| S4 |
0.8580 |
0.8622 |
0.8829 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9842 |
0.9658 |
0.9058 |
|
| R3 |
0.9556 |
0.9372 |
0.8980 |
|
| R2 |
0.9270 |
0.9270 |
0.8953 |
|
| R1 |
0.9086 |
0.9086 |
0.8927 |
0.9035 |
| PP |
0.8984 |
0.8984 |
0.8984 |
0.8959 |
| S1 |
0.8800 |
0.8800 |
0.8875 |
0.8749 |
| S2 |
0.8698 |
0.8698 |
0.8849 |
|
| S3 |
0.8412 |
0.8514 |
0.8822 |
|
| S4 |
0.8126 |
0.8228 |
0.8744 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9052 |
0.8830 |
0.0222 |
2.5% |
0.0118 |
1.3% |
28% |
False |
False |
94,238 |
| 10 |
0.9183 |
0.8830 |
0.0353 |
4.0% |
0.0111 |
1.2% |
18% |
False |
False |
94,834 |
| 20 |
0.9183 |
0.8830 |
0.0353 |
4.0% |
0.0102 |
1.2% |
18% |
False |
False |
92,249 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.5% |
0.0124 |
1.4% |
69% |
False |
False |
100,155 |
| 60 |
0.9183 |
0.8000 |
0.1183 |
13.3% |
0.0135 |
1.5% |
75% |
False |
False |
81,131 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0139 |
1.6% |
76% |
False |
False |
61,165 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.2% |
0.0125 |
1.4% |
73% |
False |
False |
48,964 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.2% |
0.0111 |
1.2% |
73% |
False |
False |
40,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9479 |
|
2.618 |
0.9292 |
|
1.618 |
0.9178 |
|
1.000 |
0.9108 |
|
0.618 |
0.9064 |
|
HIGH |
0.8994 |
|
0.618 |
0.8950 |
|
0.500 |
0.8937 |
|
0.382 |
0.8924 |
|
LOW |
0.8880 |
|
0.618 |
0.8810 |
|
1.000 |
0.8766 |
|
1.618 |
0.8696 |
|
2.618 |
0.8582 |
|
4.250 |
0.8396 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8937 |
0.8966 |
| PP |
0.8922 |
0.8941 |
| S1 |
0.8907 |
0.8917 |
|