CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8261 |
0.8292 |
0.0031 |
0.4% |
0.8579 |
| High |
0.8290 |
0.8347 |
0.0057 |
0.7% |
0.8594 |
| Low |
0.8162 |
0.8253 |
0.0091 |
1.1% |
0.8162 |
| Close |
0.8247 |
0.8265 |
0.0018 |
0.2% |
0.8265 |
| Range |
0.0128 |
0.0094 |
-0.0034 |
-26.6% |
0.0432 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
86 |
98 |
12 |
14.0% |
661 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8570 |
0.8512 |
0.8317 |
|
| R3 |
0.8476 |
0.8418 |
0.8291 |
|
| R2 |
0.8382 |
0.8382 |
0.8282 |
|
| R1 |
0.8324 |
0.8324 |
0.8274 |
0.8306 |
| PP |
0.8288 |
0.8288 |
0.8288 |
0.8280 |
| S1 |
0.8230 |
0.8230 |
0.8256 |
0.8212 |
| S2 |
0.8194 |
0.8194 |
0.8248 |
|
| S3 |
0.8100 |
0.8136 |
0.8239 |
|
| S4 |
0.8006 |
0.8042 |
0.8213 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9636 |
0.9383 |
0.8503 |
|
| R3 |
0.9204 |
0.8951 |
0.8384 |
|
| R2 |
0.8772 |
0.8772 |
0.8344 |
|
| R1 |
0.8519 |
0.8519 |
0.8305 |
0.8430 |
| PP |
0.8340 |
0.8340 |
0.8340 |
0.8296 |
| S1 |
0.8087 |
0.8087 |
0.8225 |
0.7998 |
| S2 |
0.7908 |
0.7908 |
0.8186 |
|
| S3 |
0.7476 |
0.7655 |
0.8146 |
|
| S4 |
0.7044 |
0.7223 |
0.8027 |
|
|
| 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% |
0.0132 |
1.6% |
24% |
False |
False |
132 |
| 10 |
0.8672 |
0.8162 |
0.0510 |
6.2% |
0.0122 |
1.5% |
20% |
False |
False |
97 |
| 20 |
0.8672 |
0.7968 |
0.0704 |
8.5% |
0.0074 |
0.9% |
42% |
False |
False |
50 |
| 40 |
0.8790 |
0.7950 |
0.0840 |
10.2% |
0.0046 |
0.6% |
38% |
False |
False |
48 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.7% |
0.0030 |
0.4% |
28% |
False |
False |
33 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.7% |
0.0023 |
0.3% |
28% |
False |
False |
25 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.7% |
0.0018 |
0.2% |
28% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8747 |
|
2.618 |
0.8593 |
|
1.618 |
0.8499 |
|
1.000 |
0.8441 |
|
0.618 |
0.8405 |
|
HIGH |
0.8347 |
|
0.618 |
0.8311 |
|
0.500 |
0.8300 |
|
0.382 |
0.8289 |
|
LOW |
0.8253 |
|
0.618 |
0.8195 |
|
1.000 |
0.8159 |
|
1.618 |
0.8101 |
|
2.618 |
0.8007 |
|
4.250 |
0.7854 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8300 |
0.8279 |
| PP |
0.8288 |
0.8274 |
| S1 |
0.8277 |
0.8270 |
|