CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8781 |
0.8615 |
-0.0166 |
-1.9% |
0.8704 |
| High |
0.8781 |
0.8662 |
-0.0119 |
-1.4% |
0.8808 |
| Low |
0.8622 |
0.8576 |
-0.0046 |
-0.5% |
0.8619 |
| Close |
0.8654 |
0.8648 |
-0.0006 |
-0.1% |
0.8654 |
| Range |
0.0159 |
0.0086 |
-0.0073 |
-45.9% |
0.0189 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
143,384 |
107,809 |
-35,575 |
-24.8% |
475,142 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8887 |
0.8853 |
0.8695 |
|
| R3 |
0.8801 |
0.8767 |
0.8672 |
|
| R2 |
0.8715 |
0.8715 |
0.8664 |
|
| R1 |
0.8681 |
0.8681 |
0.8656 |
0.8698 |
| PP |
0.8629 |
0.8629 |
0.8629 |
0.8637 |
| S1 |
0.8595 |
0.8595 |
0.8640 |
0.8612 |
| S2 |
0.8543 |
0.8543 |
0.8632 |
|
| S3 |
0.8457 |
0.8509 |
0.8624 |
|
| S4 |
0.8371 |
0.8423 |
0.8601 |
|
|
| 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 |
0.8576 |
0.0232 |
2.7% |
0.0127 |
1.5% |
31% |
False |
True |
101,107 |
| 10 |
0.8808 |
0.8250 |
0.0558 |
6.5% |
0.0139 |
1.6% |
71% |
False |
False |
104,490 |
| 20 |
0.8808 |
0.8247 |
0.0561 |
6.5% |
0.0138 |
1.6% |
71% |
False |
False |
105,750 |
| 40 |
0.8808 |
0.7970 |
0.0838 |
9.7% |
0.0154 |
1.8% |
81% |
False |
False |
68,369 |
| 60 |
0.9176 |
0.7970 |
0.1206 |
13.9% |
0.0148 |
1.7% |
56% |
False |
False |
45,937 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0128 |
1.5% |
54% |
False |
False |
34,486 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0108 |
1.2% |
54% |
False |
False |
27,600 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0090 |
1.0% |
54% |
False |
False |
23,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9028 |
|
2.618 |
0.8887 |
|
1.618 |
0.8801 |
|
1.000 |
0.8748 |
|
0.618 |
0.8715 |
|
HIGH |
0.8662 |
|
0.618 |
0.8629 |
|
0.500 |
0.8619 |
|
0.382 |
0.8609 |
|
LOW |
0.8576 |
|
0.618 |
0.8523 |
|
1.000 |
0.8490 |
|
1.618 |
0.8437 |
|
2.618 |
0.8351 |
|
4.250 |
0.8211 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8638 |
0.8683 |
| PP |
0.8629 |
0.8671 |
| S1 |
0.8619 |
0.8660 |
|