CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8880 |
0.8904 |
0.0024 |
0.3% |
0.8615 |
| High |
0.8918 |
0.8984 |
0.0066 |
0.7% |
0.8918 |
| Low |
0.8842 |
0.8877 |
0.0035 |
0.4% |
0.8576 |
| Close |
0.8907 |
0.8963 |
0.0056 |
0.6% |
0.8907 |
| Range |
0.0076 |
0.0107 |
0.0031 |
40.8% |
0.0342 |
| ATR |
0.0140 |
0.0138 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
115,489 |
101,890 |
-13,599 |
-11.8% |
516,359 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9262 |
0.9220 |
0.9022 |
|
| R3 |
0.9155 |
0.9113 |
0.8992 |
|
| R2 |
0.9048 |
0.9048 |
0.8983 |
|
| R1 |
0.9006 |
0.9006 |
0.8973 |
0.9027 |
| PP |
0.8941 |
0.8941 |
0.8941 |
0.8952 |
| S1 |
0.8899 |
0.8899 |
0.8953 |
0.8920 |
| S2 |
0.8834 |
0.8834 |
0.8943 |
|
| S3 |
0.8727 |
0.8792 |
0.8934 |
|
| S4 |
0.8620 |
0.8685 |
0.8904 |
|
|
| 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 |
0.8984 |
0.8610 |
0.0374 |
4.2% |
0.0135 |
1.5% |
94% |
True |
False |
102,088 |
| 10 |
0.8984 |
0.8576 |
0.0408 |
4.6% |
0.0131 |
1.5% |
95% |
True |
False |
101,597 |
| 20 |
0.8984 |
0.8247 |
0.0737 |
8.2% |
0.0140 |
1.6% |
97% |
True |
False |
107,614 |
| 40 |
0.8984 |
0.8000 |
0.0984 |
11.0% |
0.0143 |
1.6% |
98% |
True |
False |
80,955 |
| 60 |
0.9176 |
0.7970 |
0.1206 |
13.5% |
0.0152 |
1.7% |
82% |
False |
False |
54,408 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0131 |
1.5% |
79% |
False |
False |
40,858 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0115 |
1.3% |
79% |
False |
False |
32,704 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.1% |
0.0095 |
1.1% |
79% |
False |
False |
27,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9439 |
|
2.618 |
0.9264 |
|
1.618 |
0.9157 |
|
1.000 |
0.9091 |
|
0.618 |
0.9050 |
|
HIGH |
0.8984 |
|
0.618 |
0.8943 |
|
0.500 |
0.8931 |
|
0.382 |
0.8918 |
|
LOW |
0.8877 |
|
0.618 |
0.8811 |
|
1.000 |
0.8770 |
|
1.618 |
0.8704 |
|
2.618 |
0.8597 |
|
4.250 |
0.8422 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8952 |
0.8920 |
| PP |
0.8941 |
0.8877 |
| S1 |
0.8931 |
0.8834 |
|