CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8964 |
0.9016 |
0.0052 |
0.6% |
0.8904 |
| High |
0.9023 |
0.9102 |
0.0079 |
0.9% |
0.9023 |
| Low |
0.8921 |
0.8989 |
0.0068 |
0.8% |
0.8858 |
| Close |
0.8989 |
0.9082 |
0.0093 |
1.0% |
0.8989 |
| Range |
0.0102 |
0.0113 |
0.0011 |
10.8% |
0.0165 |
| ATR |
0.0129 |
0.0128 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
95,829 |
104,847 |
9,018 |
9.4% |
446,511 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9397 |
0.9352 |
0.9144 |
|
| R3 |
0.9284 |
0.9239 |
0.9113 |
|
| R2 |
0.9171 |
0.9171 |
0.9103 |
|
| R1 |
0.9126 |
0.9126 |
0.9092 |
0.9149 |
| PP |
0.9058 |
0.9058 |
0.9058 |
0.9069 |
| S1 |
0.9013 |
0.9013 |
0.9072 |
0.9036 |
| S2 |
0.8945 |
0.8945 |
0.9061 |
|
| S3 |
0.8832 |
0.8900 |
0.9051 |
|
| S4 |
0.8719 |
0.8787 |
0.9020 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9452 |
0.9385 |
0.9080 |
|
| R3 |
0.9287 |
0.9220 |
0.9034 |
|
| R2 |
0.9122 |
0.9122 |
0.9019 |
|
| R1 |
0.9055 |
0.9055 |
0.9004 |
0.9089 |
| PP |
0.8957 |
0.8957 |
0.8957 |
0.8973 |
| S1 |
0.8890 |
0.8890 |
0.8974 |
0.8924 |
| S2 |
0.8792 |
0.8792 |
0.8959 |
|
| S3 |
0.8627 |
0.8725 |
0.8944 |
|
| S4 |
0.8462 |
0.8560 |
0.8898 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9102 |
0.8858 |
0.0244 |
2.7% |
0.0106 |
1.2% |
92% |
True |
False |
89,893 |
| 10 |
0.9102 |
0.8610 |
0.0492 |
5.4% |
0.0120 |
1.3% |
96% |
True |
False |
95,990 |
| 20 |
0.9102 |
0.8250 |
0.0852 |
9.4% |
0.0130 |
1.4% |
98% |
True |
False |
100,240 |
| 40 |
0.9102 |
0.8000 |
0.1102 |
12.1% |
0.0134 |
1.5% |
98% |
True |
False |
91,892 |
| 60 |
0.9102 |
0.7970 |
0.1132 |
12.5% |
0.0148 |
1.6% |
98% |
True |
False |
61,870 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
13.9% |
0.0135 |
1.5% |
88% |
False |
False |
46,472 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
13.9% |
0.0120 |
1.3% |
88% |
False |
False |
37,198 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
13.9% |
0.0100 |
1.1% |
88% |
False |
False |
31,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9582 |
|
2.618 |
0.9398 |
|
1.618 |
0.9285 |
|
1.000 |
0.9215 |
|
0.618 |
0.9172 |
|
HIGH |
0.9102 |
|
0.618 |
0.9059 |
|
0.500 |
0.9046 |
|
0.382 |
0.9032 |
|
LOW |
0.8989 |
|
0.618 |
0.8919 |
|
1.000 |
0.8876 |
|
1.618 |
0.8806 |
|
2.618 |
0.8693 |
|
4.250 |
0.8509 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9070 |
0.9049 |
| PP |
0.9058 |
0.9017 |
| S1 |
0.9046 |
0.8984 |
|