CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9103 |
0.9185 |
0.0082 |
0.9% |
0.9001 |
| High |
0.9189 |
0.9275 |
0.0086 |
0.9% |
0.9167 |
| Low |
0.9093 |
0.9119 |
0.0026 |
0.3% |
0.8847 |
| Close |
0.9174 |
0.9243 |
0.0069 |
0.8% |
0.9158 |
| Range |
0.0096 |
0.0156 |
0.0060 |
62.5% |
0.0320 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.4% |
0.0000 |
| Volume |
103,699 |
77,295 |
-26,404 |
-25.5% |
434,235 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9680 |
0.9618 |
0.9329 |
|
| R3 |
0.9524 |
0.9462 |
0.9286 |
|
| R2 |
0.9368 |
0.9368 |
0.9272 |
|
| R1 |
0.9306 |
0.9306 |
0.9257 |
0.9337 |
| PP |
0.9212 |
0.9212 |
0.9212 |
0.9228 |
| S1 |
0.9150 |
0.9150 |
0.9229 |
0.9181 |
| S2 |
0.9056 |
0.9056 |
0.9214 |
|
| S3 |
0.8900 |
0.8994 |
0.9200 |
|
| S4 |
0.8744 |
0.8838 |
0.9157 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
0.9908 |
0.9334 |
|
| R3 |
0.9697 |
0.9588 |
0.9246 |
|
| R2 |
0.9377 |
0.9377 |
0.9217 |
|
| R1 |
0.9268 |
0.9268 |
0.9187 |
0.9323 |
| PP |
0.9057 |
0.9057 |
0.9057 |
0.9085 |
| S1 |
0.8948 |
0.8948 |
0.9129 |
0.9003 |
| S2 |
0.8737 |
0.8737 |
0.9099 |
|
| S3 |
0.8417 |
0.8628 |
0.9070 |
|
| S4 |
0.8097 |
0.8308 |
0.8982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9275 |
0.9047 |
0.0228 |
2.5% |
0.0103 |
1.1% |
86% |
True |
False |
85,147 |
| 10 |
0.9275 |
0.8814 |
0.0461 |
5.0% |
0.0118 |
1.3% |
93% |
True |
False |
90,385 |
| 20 |
0.9275 |
0.8743 |
0.0532 |
5.8% |
0.0116 |
1.3% |
94% |
True |
False |
94,375 |
| 40 |
0.9275 |
0.8576 |
0.0699 |
7.6% |
0.0113 |
1.2% |
95% |
True |
False |
94,742 |
| 60 |
0.9275 |
0.8247 |
0.1028 |
11.1% |
0.0120 |
1.3% |
97% |
True |
False |
96,856 |
| 80 |
0.9275 |
0.7970 |
0.1305 |
14.1% |
0.0139 |
1.5% |
98% |
True |
False |
77,368 |
| 100 |
0.9275 |
0.7970 |
0.1305 |
14.1% |
0.0133 |
1.4% |
98% |
True |
False |
62,024 |
| 120 |
0.9275 |
0.7970 |
0.1305 |
14.1% |
0.0122 |
1.3% |
98% |
True |
False |
51,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9938 |
|
2.618 |
0.9683 |
|
1.618 |
0.9527 |
|
1.000 |
0.9431 |
|
0.618 |
0.9371 |
|
HIGH |
0.9275 |
|
0.618 |
0.9215 |
|
0.500 |
0.9197 |
|
0.382 |
0.9179 |
|
LOW |
0.9119 |
|
0.618 |
0.9023 |
|
1.000 |
0.8963 |
|
1.618 |
0.8867 |
|
2.618 |
0.8711 |
|
4.250 |
0.8456 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9228 |
0.9222 |
| PP |
0.9212 |
0.9201 |
| S1 |
0.9197 |
0.9181 |
|