CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8713 |
0.8880 |
0.0167 |
1.9% |
0.8615 |
| High |
0.8899 |
0.8918 |
0.0019 |
0.2% |
0.8918 |
| Low |
0.8684 |
0.8842 |
0.0158 |
1.8% |
0.8576 |
| Close |
0.8881 |
0.8907 |
0.0026 |
0.3% |
0.8907 |
| Range |
0.0215 |
0.0076 |
-0.0139 |
-64.7% |
0.0342 |
| ATR |
0.0145 |
0.0140 |
-0.0005 |
-3.4% |
0.0000 |
| Volume |
95,207 |
115,489 |
20,282 |
21.3% |
516,359 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9117 |
0.9088 |
0.8949 |
|
| R3 |
0.9041 |
0.9012 |
0.8928 |
|
| R2 |
0.8965 |
0.8965 |
0.8921 |
|
| R1 |
0.8936 |
0.8936 |
0.8914 |
0.8951 |
| PP |
0.8889 |
0.8889 |
0.8889 |
0.8896 |
| S1 |
0.8860 |
0.8860 |
0.8900 |
0.8875 |
| S2 |
0.8813 |
0.8813 |
0.8893 |
|
| S3 |
0.8737 |
0.8784 |
0.8886 |
|
| S4 |
0.8661 |
0.8708 |
0.8865 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9709 |
0.9095 |
|
| R3 |
0.9484 |
0.9367 |
0.9001 |
|
| R2 |
0.9142 |
0.9142 |
0.8970 |
|
| R1 |
0.9025 |
0.9025 |
0.8938 |
0.9084 |
| PP |
0.8800 |
0.8800 |
0.8800 |
0.8830 |
| S1 |
0.8683 |
0.8683 |
0.8876 |
0.8742 |
| S2 |
0.8458 |
0.8458 |
0.8844 |
|
| S3 |
0.8116 |
0.8341 |
0.8813 |
|
| S4 |
0.7774 |
0.7999 |
0.8719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8918 |
0.8576 |
0.0342 |
3.8% |
0.0130 |
1.5% |
97% |
True |
False |
103,271 |
| 10 |
0.8918 |
0.8576 |
0.0342 |
3.8% |
0.0128 |
1.4% |
97% |
True |
False |
99,150 |
| 20 |
0.8918 |
0.8247 |
0.0671 |
7.5% |
0.0142 |
1.6% |
98% |
True |
False |
107,209 |
| 40 |
0.8918 |
0.8000 |
0.0918 |
10.3% |
0.0148 |
1.7% |
99% |
True |
False |
78,439 |
| 60 |
0.9176 |
0.7970 |
0.1206 |
13.5% |
0.0151 |
1.7% |
78% |
False |
False |
52,721 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0131 |
1.5% |
74% |
False |
False |
39,585 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0114 |
1.3% |
74% |
False |
False |
31,685 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0095 |
1.1% |
74% |
False |
False |
26,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9241 |
|
2.618 |
0.9117 |
|
1.618 |
0.9041 |
|
1.000 |
0.8994 |
|
0.618 |
0.8965 |
|
HIGH |
0.8918 |
|
0.618 |
0.8889 |
|
0.500 |
0.8880 |
|
0.382 |
0.8871 |
|
LOW |
0.8842 |
|
0.618 |
0.8795 |
|
1.000 |
0.8766 |
|
1.618 |
0.8719 |
|
2.618 |
0.8643 |
|
4.250 |
0.8519 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8898 |
0.8872 |
| PP |
0.8889 |
0.8836 |
| S1 |
0.8880 |
0.8801 |
|