CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8771 |
0.8776 |
0.0005 |
0.1% |
0.8343 |
| High |
0.8808 |
0.8789 |
-0.0019 |
-0.2% |
0.8725 |
| Low |
0.8722 |
0.8666 |
-0.0056 |
-0.6% |
0.8250 |
| Close |
0.8753 |
0.8767 |
0.0014 |
0.2% |
0.8693 |
| Range |
0.0086 |
0.0123 |
0.0037 |
43.0% |
0.0475 |
| ATR |
0.0145 |
0.0143 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
98,716 |
92,874 |
-5,842 |
-5.9% |
461,949 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9110 |
0.9061 |
0.8835 |
|
| R3 |
0.8987 |
0.8938 |
0.8801 |
|
| R2 |
0.8864 |
0.8864 |
0.8790 |
|
| R1 |
0.8815 |
0.8815 |
0.8778 |
0.8778 |
| PP |
0.8741 |
0.8741 |
0.8741 |
0.8722 |
| S1 |
0.8692 |
0.8692 |
0.8756 |
0.8655 |
| S2 |
0.8618 |
0.8618 |
0.8744 |
|
| S3 |
0.8495 |
0.8569 |
0.8733 |
|
| S4 |
0.8372 |
0.8446 |
0.8699 |
|
|
| 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 |
0.8619 |
0.0189 |
2.2% |
0.0105 |
1.2% |
78% |
False |
False |
88,362 |
| 10 |
0.8808 |
0.8247 |
0.0561 |
6.4% |
0.0139 |
1.6% |
93% |
False |
False |
108,585 |
| 20 |
0.8808 |
0.8247 |
0.0561 |
6.4% |
0.0135 |
1.5% |
93% |
False |
False |
101,511 |
| 40 |
0.8808 |
0.7970 |
0.0838 |
9.6% |
0.0163 |
1.9% |
95% |
False |
False |
62,296 |
| 60 |
0.9179 |
0.7970 |
0.1209 |
13.8% |
0.0146 |
1.7% |
66% |
False |
False |
41,756 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0127 |
1.4% |
63% |
False |
False |
31,348 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0105 |
1.2% |
63% |
False |
False |
25,088 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0088 |
1.0% |
63% |
False |
False |
20,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9312 |
|
2.618 |
0.9111 |
|
1.618 |
0.8988 |
|
1.000 |
0.8912 |
|
0.618 |
0.8865 |
|
HIGH |
0.8789 |
|
0.618 |
0.8742 |
|
0.500 |
0.8728 |
|
0.382 |
0.8713 |
|
LOW |
0.8666 |
|
0.618 |
0.8590 |
|
1.000 |
0.8543 |
|
1.618 |
0.8467 |
|
2.618 |
0.8344 |
|
4.250 |
0.8143 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8754 |
0.8749 |
| PP |
0.8741 |
0.8731 |
| S1 |
0.8728 |
0.8714 |
|