CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8329 |
0.8261 |
-0.0068 |
-0.8% |
0.8607 |
| High |
0.8396 |
0.8290 |
-0.0106 |
-1.3% |
0.8672 |
| Low |
0.8248 |
0.8162 |
-0.0086 |
-1.0% |
0.8444 |
| Close |
0.8286 |
0.8247 |
-0.0039 |
-0.5% |
0.8577 |
| Range |
0.0148 |
0.0128 |
-0.0020 |
-13.5% |
0.0228 |
| ATR |
0.0110 |
0.0111 |
0.0001 |
1.2% |
0.0000 |
| Volume |
396 |
86 |
-310 |
-78.3% |
315 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8617 |
0.8560 |
0.8317 |
|
| R3 |
0.8489 |
0.8432 |
0.8282 |
|
| R2 |
0.8361 |
0.8361 |
0.8270 |
|
| R1 |
0.8304 |
0.8304 |
0.8259 |
0.8269 |
| PP |
0.8233 |
0.8233 |
0.8233 |
0.8215 |
| S1 |
0.8176 |
0.8176 |
0.8235 |
0.8141 |
| S2 |
0.8105 |
0.8105 |
0.8224 |
|
| S3 |
0.7977 |
0.8048 |
0.8212 |
|
| S4 |
0.7849 |
0.7920 |
0.8177 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9141 |
0.8702 |
|
| R3 |
0.9020 |
0.8913 |
0.8640 |
|
| R2 |
0.8792 |
0.8792 |
0.8619 |
|
| R1 |
0.8685 |
0.8685 |
0.8598 |
0.8625 |
| PP |
0.8564 |
0.8564 |
0.8564 |
0.8534 |
| S1 |
0.8457 |
0.8457 |
0.8556 |
0.8397 |
| S2 |
0.8336 |
0.8336 |
0.8535 |
|
| S3 |
0.8108 |
0.8229 |
0.8514 |
|
| S4 |
0.7880 |
0.8001 |
0.8452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8594 |
0.8162 |
0.0432 |
5.2% |
0.0142 |
1.7% |
20% |
False |
True |
124 |
| 10 |
0.8672 |
0.8162 |
0.0510 |
6.2% |
0.0116 |
1.4% |
17% |
False |
True |
88 |
| 20 |
0.8672 |
0.7968 |
0.0704 |
8.5% |
0.0069 |
0.8% |
40% |
False |
False |
45 |
| 40 |
0.8790 |
0.7950 |
0.0840 |
10.2% |
0.0043 |
0.5% |
35% |
False |
False |
46 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.8% |
0.0029 |
0.4% |
26% |
False |
False |
31 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.8% |
0.0022 |
0.3% |
26% |
False |
False |
24 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.8% |
0.0017 |
0.2% |
26% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8834 |
|
2.618 |
0.8625 |
|
1.618 |
0.8497 |
|
1.000 |
0.8418 |
|
0.618 |
0.8369 |
|
HIGH |
0.8290 |
|
0.618 |
0.8241 |
|
0.500 |
0.8226 |
|
0.382 |
0.8211 |
|
LOW |
0.8162 |
|
0.618 |
0.8083 |
|
1.000 |
0.8034 |
|
1.618 |
0.7955 |
|
2.618 |
0.7827 |
|
4.250 |
0.7618 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8240 |
0.8354 |
| PP |
0.8233 |
0.8318 |
| S1 |
0.8226 |
0.8283 |
|