CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8631 |
0.8779 |
0.0148 |
1.7% |
0.8704 |
| High |
0.8788 |
0.8804 |
0.0016 |
0.2% |
0.8808 |
| Low |
0.8610 |
0.8707 |
0.0097 |
1.1% |
0.8619 |
| Close |
0.8765 |
0.8714 |
-0.0051 |
-0.6% |
0.8654 |
| Range |
0.0178 |
0.0097 |
-0.0081 |
-45.5% |
0.0189 |
| ATR |
0.0143 |
0.0140 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
89,570 |
108,284 |
18,714 |
20.9% |
475,142 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9033 |
0.8970 |
0.8767 |
|
| R3 |
0.8936 |
0.8873 |
0.8741 |
|
| R2 |
0.8839 |
0.8839 |
0.8732 |
|
| R1 |
0.8776 |
0.8776 |
0.8723 |
0.8759 |
| PP |
0.8742 |
0.8742 |
0.8742 |
0.8733 |
| S1 |
0.8679 |
0.8679 |
0.8705 |
0.8662 |
| S2 |
0.8645 |
0.8645 |
0.8696 |
|
| S3 |
0.8548 |
0.8582 |
0.8687 |
|
| S4 |
0.8451 |
0.8485 |
0.8661 |
|
|
| 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 |
0.8804 |
0.8576 |
0.0228 |
2.6% |
0.0129 |
1.5% |
61% |
True |
False |
108,384 |
| 10 |
0.8808 |
0.8558 |
0.0250 |
2.9% |
0.0121 |
1.4% |
62% |
False |
False |
100,817 |
| 20 |
0.8808 |
0.8247 |
0.0561 |
6.4% |
0.0140 |
1.6% |
83% |
False |
False |
108,359 |
| 40 |
0.8808 |
0.7970 |
0.0838 |
9.6% |
0.0150 |
1.7% |
89% |
False |
False |
73,205 |
| 60 |
0.9176 |
0.7970 |
0.1206 |
13.8% |
0.0150 |
1.7% |
62% |
False |
False |
49,221 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0129 |
1.5% |
59% |
False |
False |
36,956 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0111 |
1.3% |
59% |
False |
False |
29,578 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0092 |
1.1% |
59% |
False |
False |
24,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9216 |
|
2.618 |
0.9058 |
|
1.618 |
0.8961 |
|
1.000 |
0.8901 |
|
0.618 |
0.8864 |
|
HIGH |
0.8804 |
|
0.618 |
0.8767 |
|
0.500 |
0.8756 |
|
0.382 |
0.8744 |
|
LOW |
0.8707 |
|
0.618 |
0.8647 |
|
1.000 |
0.8610 |
|
1.618 |
0.8550 |
|
2.618 |
0.8453 |
|
4.250 |
0.8295 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8756 |
0.8706 |
| PP |
0.8742 |
0.8698 |
| S1 |
0.8728 |
0.8690 |
|