CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8896 |
0.8852 |
-0.0044 |
-0.5% |
0.8901 |
| High |
0.8916 |
0.8961 |
0.0045 |
0.5% |
0.9052 |
| Low |
0.8818 |
0.8846 |
0.0028 |
0.3% |
0.8818 |
| Close |
0.8897 |
0.8910 |
0.0013 |
0.1% |
0.8897 |
| Range |
0.0098 |
0.0115 |
0.0017 |
17.3% |
0.0234 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.1% |
0.0000 |
| Volume |
95,686 |
82,893 |
-12,793 |
-13.4% |
482,244 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9251 |
0.9195 |
0.8973 |
|
| R3 |
0.9136 |
0.9080 |
0.8942 |
|
| R2 |
0.9021 |
0.9021 |
0.8931 |
|
| R1 |
0.8965 |
0.8965 |
0.8921 |
0.8993 |
| PP |
0.8906 |
0.8906 |
0.8906 |
0.8920 |
| S1 |
0.8850 |
0.8850 |
0.8899 |
0.8878 |
| S2 |
0.8791 |
0.8791 |
0.8889 |
|
| S3 |
0.8676 |
0.8735 |
0.8878 |
|
| S4 |
0.8561 |
0.8620 |
0.8847 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9624 |
0.9495 |
0.9026 |
|
| R3 |
0.9390 |
0.9261 |
0.8961 |
|
| R2 |
0.9156 |
0.9156 |
0.8940 |
|
| R1 |
0.9027 |
0.9027 |
0.8918 |
0.8975 |
| PP |
0.8922 |
0.8922 |
0.8922 |
0.8896 |
| S1 |
0.8793 |
0.8793 |
0.8876 |
0.8741 |
| S2 |
0.8688 |
0.8688 |
0.8854 |
|
| S3 |
0.8454 |
0.8559 |
0.8833 |
|
| S4 |
0.8220 |
0.8325 |
0.8768 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9052 |
0.8818 |
0.0234 |
2.6% |
0.0110 |
1.2% |
39% |
False |
False |
93,346 |
| 10 |
0.9130 |
0.8818 |
0.0312 |
3.5% |
0.0118 |
1.3% |
29% |
False |
False |
97,569 |
| 20 |
0.9183 |
0.8818 |
0.0365 |
4.1% |
0.0104 |
1.2% |
25% |
False |
False |
90,309 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.5% |
0.0122 |
1.4% |
71% |
False |
False |
98,962 |
| 60 |
0.9183 |
0.8000 |
0.1183 |
13.3% |
0.0130 |
1.5% |
77% |
False |
False |
84,073 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.6% |
0.0140 |
1.6% |
77% |
False |
False |
63,383 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0126 |
1.4% |
75% |
False |
False |
50,748 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0113 |
1.3% |
75% |
False |
False |
42,305 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9450 |
|
2.618 |
0.9262 |
|
1.618 |
0.9147 |
|
1.000 |
0.9076 |
|
0.618 |
0.9032 |
|
HIGH |
0.8961 |
|
0.618 |
0.8917 |
|
0.500 |
0.8904 |
|
0.382 |
0.8890 |
|
LOW |
0.8846 |
|
0.618 |
0.8775 |
|
1.000 |
0.8731 |
|
1.618 |
0.8660 |
|
2.618 |
0.8545 |
|
4.250 |
0.8357 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8908 |
0.8909 |
| PP |
0.8906 |
0.8907 |
| S1 |
0.8904 |
0.8906 |
|