CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8776 |
0.8781 |
0.0005 |
0.1% |
0.8704 |
| High |
0.8789 |
0.8781 |
-0.0008 |
-0.1% |
0.8808 |
| Low |
0.8666 |
0.8622 |
-0.0044 |
-0.5% |
0.8619 |
| Close |
0.8767 |
0.8654 |
-0.0113 |
-1.3% |
0.8654 |
| Range |
0.0123 |
0.0159 |
0.0036 |
29.3% |
0.0189 |
| ATR |
0.0143 |
0.0144 |
0.0001 |
0.8% |
0.0000 |
| Volume |
92,874 |
143,384 |
50,510 |
54.4% |
475,142 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9163 |
0.9067 |
0.8741 |
|
| R3 |
0.9004 |
0.8908 |
0.8698 |
|
| R2 |
0.8845 |
0.8845 |
0.8683 |
|
| R1 |
0.8749 |
0.8749 |
0.8669 |
0.8718 |
| PP |
0.8686 |
0.8686 |
0.8686 |
0.8670 |
| S1 |
0.8590 |
0.8590 |
0.8639 |
0.8559 |
| S2 |
0.8527 |
0.8527 |
0.8625 |
|
| S3 |
0.8368 |
0.8431 |
0.8610 |
|
| S4 |
0.8209 |
0.8272 |
0.8567 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9261 |
0.9146 |
0.8758 |
|
| R3 |
0.9072 |
0.8957 |
0.8706 |
|
| R2 |
0.8883 |
0.8883 |
0.8689 |
|
| R1 |
0.8768 |
0.8768 |
0.8671 |
0.8731 |
| PP |
0.8694 |
0.8694 |
0.8694 |
0.8675 |
| S1 |
0.8579 |
0.8579 |
0.8637 |
0.8542 |
| S2 |
0.8505 |
0.8505 |
0.8619 |
|
| S3 |
0.8316 |
0.8390 |
0.8602 |
|
| S4 |
0.8127 |
0.8201 |
0.8550 |
|
|
| 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% |
0.0125 |
1.4% |
19% |
False |
False |
95,028 |
| 10 |
0.8808 |
0.8250 |
0.0558 |
6.4% |
0.0141 |
1.6% |
72% |
False |
False |
110,431 |
| 20 |
0.8808 |
0.8247 |
0.0561 |
6.5% |
0.0138 |
1.6% |
73% |
False |
False |
104,797 |
| 40 |
0.8808 |
0.7970 |
0.0838 |
9.7% |
0.0160 |
1.9% |
82% |
False |
False |
65,773 |
| 60 |
0.9176 |
0.7970 |
0.1206 |
13.9% |
0.0148 |
1.7% |
57% |
False |
False |
44,144 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0128 |
1.5% |
54% |
False |
False |
33,139 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0107 |
1.2% |
54% |
False |
False |
26,522 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0089 |
1.0% |
54% |
False |
False |
22,103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9457 |
|
2.618 |
0.9197 |
|
1.618 |
0.9038 |
|
1.000 |
0.8940 |
|
0.618 |
0.8879 |
|
HIGH |
0.8781 |
|
0.618 |
0.8720 |
|
0.500 |
0.8702 |
|
0.382 |
0.8683 |
|
LOW |
0.8622 |
|
0.618 |
0.8524 |
|
1.000 |
0.8463 |
|
1.618 |
0.8365 |
|
2.618 |
0.8206 |
|
4.250 |
0.7946 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8702 |
0.8715 |
| PP |
0.8686 |
0.8695 |
| S1 |
0.8670 |
0.8674 |
|