CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8852 |
0.8886 |
0.0034 |
0.4% |
0.8901 |
| High |
0.8961 |
0.8888 |
-0.0073 |
-0.8% |
0.9052 |
| Low |
0.8846 |
0.8776 |
-0.0070 |
-0.8% |
0.8818 |
| Close |
0.8910 |
0.8815 |
-0.0095 |
-1.1% |
0.8897 |
| Range |
0.0115 |
0.0112 |
-0.0003 |
-2.6% |
0.0234 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
1.3% |
0.0000 |
| Volume |
82,893 |
115,988 |
33,095 |
39.9% |
482,244 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9162 |
0.9101 |
0.8877 |
|
| R3 |
0.9050 |
0.8989 |
0.8846 |
|
| R2 |
0.8938 |
0.8938 |
0.8836 |
|
| R1 |
0.8877 |
0.8877 |
0.8825 |
0.8852 |
| PP |
0.8826 |
0.8826 |
0.8826 |
0.8814 |
| S1 |
0.8765 |
0.8765 |
0.8805 |
0.8740 |
| S2 |
0.8714 |
0.8714 |
0.8794 |
|
| S3 |
0.8602 |
0.8653 |
0.8784 |
|
| S4 |
0.8490 |
0.8541 |
0.8753 |
|
|
| 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 |
0.9035 |
0.8776 |
0.0259 |
2.9% |
0.0106 |
1.2% |
15% |
False |
True |
99,126 |
| 10 |
0.9105 |
0.8776 |
0.0329 |
3.7% |
0.0119 |
1.3% |
12% |
False |
True |
99,047 |
| 20 |
0.9183 |
0.8776 |
0.0407 |
4.6% |
0.0106 |
1.2% |
10% |
False |
True |
92,427 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.6% |
0.0123 |
1.4% |
61% |
False |
False |
99,274 |
| 60 |
0.9183 |
0.8000 |
0.1183 |
13.4% |
0.0130 |
1.5% |
69% |
False |
False |
85,962 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.8% |
0.0140 |
1.6% |
70% |
False |
False |
64,830 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.3% |
0.0127 |
1.4% |
67% |
False |
False |
51,907 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.3% |
0.0114 |
1.3% |
67% |
False |
False |
43,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9364 |
|
2.618 |
0.9181 |
|
1.618 |
0.9069 |
|
1.000 |
0.9000 |
|
0.618 |
0.8957 |
|
HIGH |
0.8888 |
|
0.618 |
0.8845 |
|
0.500 |
0.8832 |
|
0.382 |
0.8819 |
|
LOW |
0.8776 |
|
0.618 |
0.8707 |
|
1.000 |
0.8664 |
|
1.618 |
0.8595 |
|
2.618 |
0.8483 |
|
4.250 |
0.8300 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8832 |
0.8869 |
| PP |
0.8826 |
0.8851 |
| S1 |
0.8821 |
0.8833 |
|