CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8615 |
0.8631 |
0.0016 |
0.2% |
0.8704 |
| High |
0.8662 |
0.8788 |
0.0126 |
1.5% |
0.8808 |
| Low |
0.8576 |
0.8610 |
0.0034 |
0.4% |
0.8619 |
| Close |
0.8648 |
0.8765 |
0.0117 |
1.4% |
0.8654 |
| Range |
0.0086 |
0.0178 |
0.0092 |
107.0% |
0.0189 |
| ATR |
0.0140 |
0.0143 |
0.0003 |
1.9% |
0.0000 |
| Volume |
107,809 |
89,570 |
-18,239 |
-16.9% |
475,142 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9255 |
0.9188 |
0.8863 |
|
| R3 |
0.9077 |
0.9010 |
0.8814 |
|
| R2 |
0.8899 |
0.8899 |
0.8798 |
|
| R1 |
0.8832 |
0.8832 |
0.8781 |
0.8866 |
| PP |
0.8721 |
0.8721 |
0.8721 |
0.8738 |
| S1 |
0.8654 |
0.8654 |
0.8749 |
0.8688 |
| S2 |
0.8543 |
0.8543 |
0.8732 |
|
| S3 |
0.8365 |
0.8476 |
0.8716 |
|
| S4 |
0.8187 |
0.8298 |
0.8667 |
|
|
| 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 |
2.6% |
0.0126 |
1.4% |
81% |
False |
False |
106,470 |
| 10 |
0.8808 |
0.8382 |
0.0426 |
4.9% |
0.0133 |
1.5% |
90% |
False |
False |
102,894 |
| 20 |
0.8808 |
0.8247 |
0.0561 |
6.4% |
0.0142 |
1.6% |
92% |
False |
False |
107,378 |
| 40 |
0.8808 |
0.7970 |
0.0838 |
9.6% |
0.0152 |
1.7% |
95% |
False |
False |
70,540 |
| 60 |
0.9176 |
0.7970 |
0.1206 |
13.8% |
0.0149 |
1.7% |
66% |
False |
False |
47,422 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0129 |
1.5% |
63% |
False |
False |
35,605 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0110 |
1.3% |
63% |
False |
False |
28,495 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.4% |
0.0091 |
1.0% |
63% |
False |
False |
23,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9545 |
|
2.618 |
0.9254 |
|
1.618 |
0.9076 |
|
1.000 |
0.8966 |
|
0.618 |
0.8898 |
|
HIGH |
0.8788 |
|
0.618 |
0.8720 |
|
0.500 |
0.8699 |
|
0.382 |
0.8678 |
|
LOW |
0.8610 |
|
0.618 |
0.8500 |
|
1.000 |
0.8432 |
|
1.618 |
0.8322 |
|
2.618 |
0.8144 |
|
4.250 |
0.7854 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8743 |
0.8737 |
| PP |
0.8721 |
0.8710 |
| S1 |
0.8699 |
0.8682 |
|