CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8704 |
0.8707 |
0.0003 |
0.0% |
0.8343 |
| High |
0.8713 |
0.8800 |
0.0087 |
1.0% |
0.8725 |
| Low |
0.8637 |
0.8619 |
-0.0018 |
-0.2% |
0.8250 |
| Close |
0.8681 |
0.8742 |
0.0061 |
0.7% |
0.8693 |
| Range |
0.0076 |
0.0181 |
0.0105 |
138.2% |
0.0475 |
| ATR |
0.0147 |
0.0149 |
0.0002 |
1.7% |
0.0000 |
| Volume |
77,413 |
62,755 |
-14,658 |
-18.9% |
461,949 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9263 |
0.9184 |
0.8842 |
|
| R3 |
0.9082 |
0.9003 |
0.8792 |
|
| R2 |
0.8901 |
0.8901 |
0.8775 |
|
| R1 |
0.8822 |
0.8822 |
0.8759 |
0.8862 |
| PP |
0.8720 |
0.8720 |
0.8720 |
0.8740 |
| S1 |
0.8641 |
0.8641 |
0.8725 |
0.8681 |
| S2 |
0.8539 |
0.8539 |
0.8709 |
|
| S3 |
0.8358 |
0.8460 |
0.8692 |
|
| S4 |
0.8177 |
0.8279 |
0.8642 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9812 |
0.8954 |
|
| R3 |
0.9506 |
0.9337 |
0.8824 |
|
| R2 |
0.9031 |
0.9031 |
0.8780 |
|
| R1 |
0.8862 |
0.8862 |
0.8737 |
0.8947 |
| PP |
0.8556 |
0.8556 |
0.8556 |
0.8598 |
| S1 |
0.8387 |
0.8387 |
0.8649 |
0.8472 |
| S2 |
0.8081 |
0.8081 |
0.8606 |
|
| S3 |
0.7606 |
0.7912 |
0.8562 |
|
| S4 |
0.7131 |
0.7437 |
0.8432 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8800 |
0.8382 |
0.0418 |
4.8% |
0.0139 |
1.6% |
86% |
True |
False |
99,318 |
| 10 |
0.8800 |
0.8247 |
0.0553 |
6.3% |
0.0159 |
1.8% |
90% |
True |
False |
109,556 |
| 20 |
0.8800 |
0.8247 |
0.0553 |
6.3% |
0.0137 |
1.6% |
90% |
True |
False |
100,466 |
| 40 |
0.8800 |
0.7970 |
0.0830 |
9.5% |
0.0166 |
1.9% |
93% |
True |
False |
57,543 |
| 60 |
0.9179 |
0.7970 |
0.1209 |
13.8% |
0.0145 |
1.7% |
64% |
False |
False |
38,570 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0126 |
1.4% |
61% |
False |
False |
28,955 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0103 |
1.2% |
61% |
False |
False |
23,172 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0086 |
1.0% |
61% |
False |
False |
19,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9569 |
|
2.618 |
0.9274 |
|
1.618 |
0.9093 |
|
1.000 |
0.8981 |
|
0.618 |
0.8912 |
|
HIGH |
0.8800 |
|
0.618 |
0.8731 |
|
0.500 |
0.8710 |
|
0.382 |
0.8688 |
|
LOW |
0.8619 |
|
0.618 |
0.8507 |
|
1.000 |
0.8438 |
|
1.618 |
0.8326 |
|
2.618 |
0.8145 |
|
4.250 |
0.7850 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8731 |
0.8731 |
| PP |
0.8720 |
0.8720 |
| S1 |
0.8710 |
0.8710 |
|