CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8707 |
0.8771 |
0.0064 |
0.7% |
0.8343 |
| High |
0.8800 |
0.8808 |
0.0008 |
0.1% |
0.8725 |
| Low |
0.8619 |
0.8722 |
0.0103 |
1.2% |
0.8250 |
| Close |
0.8742 |
0.8753 |
0.0011 |
0.1% |
0.8693 |
| Range |
0.0181 |
0.0086 |
-0.0095 |
-52.5% |
0.0475 |
| ATR |
0.0149 |
0.0145 |
-0.0005 |
-3.0% |
0.0000 |
| Volume |
62,755 |
98,716 |
35,961 |
57.3% |
461,949 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9019 |
0.8972 |
0.8800 |
|
| R3 |
0.8933 |
0.8886 |
0.8777 |
|
| R2 |
0.8847 |
0.8847 |
0.8769 |
|
| R1 |
0.8800 |
0.8800 |
0.8761 |
0.8781 |
| PP |
0.8761 |
0.8761 |
0.8761 |
0.8751 |
| S1 |
0.8714 |
0.8714 |
0.8745 |
0.8695 |
| S2 |
0.8675 |
0.8675 |
0.8737 |
|
| S3 |
0.8589 |
0.8628 |
0.8729 |
|
| S4 |
0.8503 |
0.8542 |
0.8706 |
|
|
| 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 |
0.8808 |
0.8558 |
0.0250 |
2.9% |
0.0114 |
1.3% |
78% |
True |
False |
93,250 |
| 10 |
0.8808 |
0.8247 |
0.0561 |
6.4% |
0.0143 |
1.6% |
90% |
True |
False |
112,679 |
| 20 |
0.8808 |
0.8247 |
0.0561 |
6.4% |
0.0134 |
1.5% |
90% |
True |
False |
101,085 |
| 40 |
0.8808 |
0.7970 |
0.0838 |
9.6% |
0.0164 |
1.9% |
93% |
True |
False |
59,994 |
| 60 |
0.9179 |
0.7970 |
0.1209 |
13.8% |
0.0145 |
1.7% |
65% |
False |
False |
40,212 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0126 |
1.4% |
62% |
False |
False |
30,188 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0104 |
1.2% |
62% |
False |
False |
24,159 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0087 |
1.0% |
62% |
False |
False |
20,134 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9174 |
|
2.618 |
0.9033 |
|
1.618 |
0.8947 |
|
1.000 |
0.8894 |
|
0.618 |
0.8861 |
|
HIGH |
0.8808 |
|
0.618 |
0.8775 |
|
0.500 |
0.8765 |
|
0.382 |
0.8755 |
|
LOW |
0.8722 |
|
0.618 |
0.8669 |
|
1.000 |
0.8636 |
|
1.618 |
0.8583 |
|
2.618 |
0.8497 |
|
4.250 |
0.8357 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8765 |
0.8740 |
| PP |
0.8761 |
0.8727 |
| S1 |
0.8757 |
0.8714 |
|