CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9513 |
0.9517 |
0.0004 |
0.0% |
0.9280 |
| High |
0.9553 |
0.9596 |
0.0043 |
0.5% |
0.9524 |
| Low |
0.9482 |
0.9469 |
-0.0013 |
-0.1% |
0.9267 |
| Close |
0.9545 |
0.9575 |
0.0030 |
0.3% |
0.9494 |
| Range |
0.0071 |
0.0127 |
0.0056 |
78.9% |
0.0257 |
| ATR |
0.0106 |
0.0108 |
0.0001 |
1.4% |
0.0000 |
| Volume |
58,968 |
76,133 |
17,165 |
29.1% |
366,645 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9878 |
0.9645 |
|
| R3 |
0.9801 |
0.9751 |
0.9610 |
|
| R2 |
0.9674 |
0.9674 |
0.9598 |
|
| R1 |
0.9624 |
0.9624 |
0.9587 |
0.9649 |
| PP |
0.9547 |
0.9547 |
0.9547 |
0.9559 |
| S1 |
0.9497 |
0.9497 |
0.9563 |
0.9522 |
| S2 |
0.9420 |
0.9420 |
0.9552 |
|
| S3 |
0.9293 |
0.9370 |
0.9540 |
|
| S4 |
0.9166 |
0.9243 |
0.9505 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0199 |
1.0104 |
0.9635 |
|
| R3 |
0.9942 |
0.9847 |
0.9565 |
|
| R2 |
0.9685 |
0.9685 |
0.9541 |
|
| R1 |
0.9590 |
0.9590 |
0.9518 |
0.9638 |
| PP |
0.9428 |
0.9428 |
0.9428 |
0.9452 |
| S1 |
0.9333 |
0.9333 |
0.9470 |
0.9381 |
| S2 |
0.9171 |
0.9171 |
0.9447 |
|
| S3 |
0.8914 |
0.9076 |
0.9423 |
|
| S4 |
0.8657 |
0.8819 |
0.9353 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9596 |
0.9373 |
0.0223 |
2.3% |
0.0109 |
1.1% |
91% |
True |
False |
73,254 |
| 10 |
0.9596 |
0.9232 |
0.0364 |
3.8% |
0.0107 |
1.1% |
94% |
True |
False |
72,592 |
| 20 |
0.9596 |
0.8808 |
0.0788 |
8.2% |
0.0103 |
1.1% |
97% |
True |
False |
52,860 |
| 40 |
0.9596 |
0.8655 |
0.0941 |
9.8% |
0.0101 |
1.1% |
98% |
True |
False |
26,651 |
| 60 |
0.9596 |
0.8306 |
0.1290 |
13.5% |
0.0102 |
1.1% |
98% |
True |
False |
17,830 |
| 80 |
0.9596 |
0.8039 |
0.1557 |
16.3% |
0.0098 |
1.0% |
99% |
True |
False |
13,386 |
| 100 |
0.9596 |
0.7950 |
0.1646 |
17.2% |
0.0082 |
0.9% |
99% |
True |
False |
10,718 |
| 120 |
0.9596 |
0.7950 |
0.1646 |
17.2% |
0.0068 |
0.7% |
99% |
True |
False |
8,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0136 |
|
2.618 |
0.9928 |
|
1.618 |
0.9801 |
|
1.000 |
0.9723 |
|
0.618 |
0.9674 |
|
HIGH |
0.9596 |
|
0.618 |
0.9547 |
|
0.500 |
0.9533 |
|
0.382 |
0.9518 |
|
LOW |
0.9469 |
|
0.618 |
0.9391 |
|
1.000 |
0.9342 |
|
1.618 |
0.9264 |
|
2.618 |
0.9137 |
|
4.250 |
0.8929 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9561 |
0.9545 |
| PP |
0.9547 |
0.9515 |
| S1 |
0.9533 |
0.9485 |
|