CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9589 |
0.9635 |
0.0046 |
0.5% |
0.9513 |
| High |
0.9647 |
0.9712 |
0.0065 |
0.7% |
0.9667 |
| Low |
0.9464 |
0.9615 |
0.0151 |
1.6% |
0.9469 |
| Close |
0.9633 |
0.9690 |
0.0057 |
0.6% |
0.9636 |
| Range |
0.0183 |
0.0097 |
-0.0086 |
-47.0% |
0.0198 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
118,845 |
75,117 |
-43,728 |
-36.8% |
411,562 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9963 |
0.9924 |
0.9743 |
|
| R3 |
0.9866 |
0.9827 |
0.9717 |
|
| R2 |
0.9769 |
0.9769 |
0.9708 |
|
| R1 |
0.9730 |
0.9730 |
0.9699 |
0.9750 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9682 |
| S1 |
0.9633 |
0.9633 |
0.9681 |
0.9653 |
| S2 |
0.9575 |
0.9575 |
0.9672 |
|
| S3 |
0.9478 |
0.9536 |
0.9663 |
|
| S4 |
0.9381 |
0.9439 |
0.9637 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0108 |
0.9745 |
|
| R3 |
0.9987 |
0.9910 |
0.9690 |
|
| R2 |
0.9789 |
0.9789 |
0.9672 |
|
| R1 |
0.9712 |
0.9712 |
0.9654 |
0.9751 |
| PP |
0.9591 |
0.9591 |
0.9591 |
0.9610 |
| S1 |
0.9514 |
0.9514 |
0.9618 |
0.9553 |
| S2 |
0.9393 |
0.9393 |
0.9600 |
|
| S3 |
0.9195 |
0.9316 |
0.9582 |
|
| S4 |
0.8997 |
0.9118 |
0.9527 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9712 |
0.9464 |
0.0248 |
2.6% |
0.0116 |
1.2% |
91% |
True |
False |
92,505 |
| 10 |
0.9712 |
0.9373 |
0.0339 |
3.5% |
0.0111 |
1.1% |
94% |
True |
False |
82,314 |
| 20 |
0.9712 |
0.9052 |
0.0660 |
6.8% |
0.0107 |
1.1% |
97% |
True |
False |
75,797 |
| 40 |
0.9712 |
0.8655 |
0.1057 |
10.9% |
0.0105 |
1.1% |
98% |
True |
False |
40,001 |
| 60 |
0.9712 |
0.8489 |
0.1223 |
12.6% |
0.0102 |
1.1% |
98% |
True |
False |
26,740 |
| 80 |
0.9712 |
0.8162 |
0.1550 |
16.0% |
0.0104 |
1.1% |
99% |
True |
False |
20,081 |
| 100 |
0.9712 |
0.7950 |
0.1762 |
18.2% |
0.0088 |
0.9% |
99% |
True |
False |
16,074 |
| 120 |
0.9712 |
0.7950 |
0.1762 |
18.2% |
0.0074 |
0.8% |
99% |
True |
False |
13,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0124 |
|
2.618 |
0.9966 |
|
1.618 |
0.9869 |
|
1.000 |
0.9809 |
|
0.618 |
0.9772 |
|
HIGH |
0.9712 |
|
0.618 |
0.9675 |
|
0.500 |
0.9664 |
|
0.382 |
0.9652 |
|
LOW |
0.9615 |
|
0.618 |
0.9555 |
|
1.000 |
0.9518 |
|
1.618 |
0.9458 |
|
2.618 |
0.9361 |
|
4.250 |
0.9203 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9681 |
0.9656 |
| PP |
0.9672 |
0.9622 |
| S1 |
0.9664 |
0.9588 |
|