CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8420 |
0.8339 |
-0.0081 |
-1.0% |
0.8715 |
| High |
0.8493 |
0.8380 |
-0.0113 |
-1.3% |
0.8772 |
| Low |
0.8330 |
0.8247 |
-0.0083 |
-1.0% |
0.8517 |
| Close |
0.8374 |
0.8334 |
-0.0040 |
-0.5% |
0.8668 |
| Range |
0.0163 |
0.0133 |
-0.0030 |
-18.4% |
0.0255 |
| ATR |
0.0153 |
0.0151 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
133,817 |
124,917 |
-8,900 |
-6.7% |
473,154 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8719 |
0.8660 |
0.8407 |
|
| R3 |
0.8586 |
0.8527 |
0.8371 |
|
| R2 |
0.8453 |
0.8453 |
0.8358 |
|
| R1 |
0.8394 |
0.8394 |
0.8346 |
0.8357 |
| PP |
0.8320 |
0.8320 |
0.8320 |
0.8302 |
| S1 |
0.8261 |
0.8261 |
0.8322 |
0.8224 |
| S2 |
0.8187 |
0.8187 |
0.8310 |
|
| S3 |
0.8054 |
0.8128 |
0.8297 |
|
| S4 |
0.7921 |
0.7995 |
0.8261 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9417 |
0.9298 |
0.8808 |
|
| R3 |
0.9162 |
0.9043 |
0.8738 |
|
| R2 |
0.8907 |
0.8907 |
0.8715 |
|
| R1 |
0.8788 |
0.8788 |
0.8691 |
0.8720 |
| PP |
0.8652 |
0.8652 |
0.8652 |
0.8619 |
| S1 |
0.8533 |
0.8533 |
0.8645 |
0.8465 |
| S2 |
0.8397 |
0.8397 |
0.8621 |
|
| S3 |
0.8142 |
0.8278 |
0.8598 |
|
| S4 |
0.7887 |
0.8023 |
0.8528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8700 |
0.8247 |
0.0453 |
5.4% |
0.0156 |
1.9% |
19% |
False |
True |
104,702 |
| 10 |
0.8772 |
0.8247 |
0.0525 |
6.3% |
0.0134 |
1.6% |
17% |
False |
True |
99,162 |
| 20 |
0.8772 |
0.8000 |
0.0772 |
9.3% |
0.0146 |
1.8% |
43% |
False |
False |
75,317 |
| 40 |
0.8955 |
0.7970 |
0.0985 |
11.8% |
0.0164 |
2.0% |
37% |
False |
False |
38,516 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0136 |
1.6% |
29% |
False |
False |
25,763 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0116 |
1.4% |
29% |
False |
False |
19,348 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0093 |
1.1% |
29% |
False |
False |
15,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8945 |
|
2.618 |
0.8728 |
|
1.618 |
0.8595 |
|
1.000 |
0.8513 |
|
0.618 |
0.8462 |
|
HIGH |
0.8380 |
|
0.618 |
0.8329 |
|
0.500 |
0.8314 |
|
0.382 |
0.8298 |
|
LOW |
0.8247 |
|
0.618 |
0.8165 |
|
1.000 |
0.8114 |
|
1.618 |
0.8032 |
|
2.618 |
0.7899 |
|
4.250 |
0.7682 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8327 |
0.8445 |
| PP |
0.8320 |
0.8408 |
| S1 |
0.8314 |
0.8371 |
|