CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8801 |
0.8834 |
0.0033 |
0.4% |
0.8901 |
| High |
0.8876 |
0.8902 |
0.0026 |
0.3% |
0.9052 |
| Low |
0.8743 |
0.8814 |
0.0071 |
0.8% |
0.8818 |
| Close |
0.8803 |
0.8838 |
0.0035 |
0.4% |
0.8897 |
| Range |
0.0133 |
0.0088 |
-0.0045 |
-33.8% |
0.0234 |
| ATR |
0.0117 |
0.0115 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
109,157 |
91,378 |
-17,779 |
-16.3% |
482,244 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9115 |
0.9065 |
0.8886 |
|
| R3 |
0.9027 |
0.8977 |
0.8862 |
|
| R2 |
0.8939 |
0.8939 |
0.8854 |
|
| R1 |
0.8889 |
0.8889 |
0.8846 |
0.8914 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8864 |
| S1 |
0.8801 |
0.8801 |
0.8830 |
0.8826 |
| S2 |
0.8763 |
0.8763 |
0.8822 |
|
| S3 |
0.8675 |
0.8713 |
0.8814 |
|
| S4 |
0.8587 |
0.8625 |
0.8790 |
|
|
| 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 |
0.8961 |
0.8743 |
0.0218 |
2.5% |
0.0109 |
1.2% |
44% |
False |
False |
99,020 |
| 10 |
0.9052 |
0.8743 |
0.0309 |
3.5% |
0.0114 |
1.3% |
31% |
False |
False |
96,629 |
| 20 |
0.9183 |
0.8743 |
0.0440 |
5.0% |
0.0105 |
1.2% |
22% |
False |
False |
93,695 |
| 40 |
0.9183 |
0.8247 |
0.0936 |
10.6% |
0.0118 |
1.3% |
63% |
False |
False |
99,254 |
| 60 |
0.9183 |
0.8000 |
0.1183 |
13.4% |
0.0128 |
1.4% |
71% |
False |
False |
89,219 |
| 80 |
0.9183 |
0.7970 |
0.1213 |
13.7% |
0.0140 |
1.6% |
72% |
False |
False |
67,332 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.3% |
0.0128 |
1.4% |
69% |
False |
False |
53,911 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.3% |
0.0116 |
1.3% |
69% |
False |
False |
44,942 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9276 |
|
2.618 |
0.9132 |
|
1.618 |
0.9044 |
|
1.000 |
0.8990 |
|
0.618 |
0.8956 |
|
HIGH |
0.8902 |
|
0.618 |
0.8868 |
|
0.500 |
0.8858 |
|
0.382 |
0.8848 |
|
LOW |
0.8814 |
|
0.618 |
0.8760 |
|
1.000 |
0.8726 |
|
1.618 |
0.8672 |
|
2.618 |
0.8584 |
|
4.250 |
0.8440 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8858 |
0.8833 |
| PP |
0.8851 |
0.8828 |
| S1 |
0.8845 |
0.8823 |
|