CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8292 |
0.8240 |
-0.0052 |
-0.6% |
0.8579 |
| High |
0.8347 |
0.8389 |
0.0042 |
0.5% |
0.8594 |
| Low |
0.8253 |
0.8180 |
-0.0073 |
-0.9% |
0.8162 |
| Close |
0.8265 |
0.8340 |
0.0075 |
0.9% |
0.8265 |
| Range |
0.0094 |
0.0209 |
0.0115 |
122.3% |
0.0432 |
| ATR |
0.0110 |
0.0117 |
0.0007 |
6.4% |
0.0000 |
| Volume |
98 |
79 |
-19 |
-19.4% |
661 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8930 |
0.8844 |
0.8455 |
|
| R3 |
0.8721 |
0.8635 |
0.8397 |
|
| R2 |
0.8512 |
0.8512 |
0.8378 |
|
| R1 |
0.8426 |
0.8426 |
0.8359 |
0.8469 |
| PP |
0.8303 |
0.8303 |
0.8303 |
0.8325 |
| S1 |
0.8217 |
0.8217 |
0.8321 |
0.8260 |
| S2 |
0.8094 |
0.8094 |
0.8302 |
|
| S3 |
0.7885 |
0.8008 |
0.8283 |
|
| S4 |
0.7676 |
0.7799 |
0.8225 |
|
|
| 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 |
0.8546 |
0.8162 |
0.0384 |
4.6% |
0.0164 |
2.0% |
46% |
False |
False |
137 |
| 10 |
0.8648 |
0.8162 |
0.0486 |
5.8% |
0.0133 |
1.6% |
37% |
False |
False |
104 |
| 20 |
0.8672 |
0.8039 |
0.0633 |
7.6% |
0.0084 |
1.0% |
48% |
False |
False |
54 |
| 40 |
0.8790 |
0.7950 |
0.0840 |
10.1% |
0.0051 |
0.6% |
46% |
False |
False |
50 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.6% |
0.0034 |
0.4% |
34% |
False |
False |
34 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.6% |
0.0025 |
0.3% |
34% |
False |
False |
26 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.6% |
0.0020 |
0.2% |
34% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9277 |
|
2.618 |
0.8936 |
|
1.618 |
0.8727 |
|
1.000 |
0.8598 |
|
0.618 |
0.8518 |
|
HIGH |
0.8389 |
|
0.618 |
0.8309 |
|
0.500 |
0.8285 |
|
0.382 |
0.8260 |
|
LOW |
0.8180 |
|
0.618 |
0.8051 |
|
1.000 |
0.7971 |
|
1.618 |
0.7842 |
|
2.618 |
0.7633 |
|
4.250 |
0.7292 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8322 |
0.8319 |
| PP |
0.8303 |
0.8297 |
| S1 |
0.8285 |
0.8276 |
|