CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8240 |
0.8354 |
0.0114 |
1.4% |
0.8579 |
| High |
0.8389 |
0.8506 |
0.0117 |
1.4% |
0.8594 |
| Low |
0.8180 |
0.8306 |
0.0126 |
1.5% |
0.8162 |
| Close |
0.8340 |
0.8494 |
0.0154 |
1.8% |
0.8265 |
| Range |
0.0209 |
0.0200 |
-0.0009 |
-4.3% |
0.0432 |
| ATR |
0.0117 |
0.0123 |
0.0006 |
5.0% |
0.0000 |
| Volume |
79 |
71 |
-8 |
-10.1% |
661 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9035 |
0.8965 |
0.8604 |
|
| R3 |
0.8835 |
0.8765 |
0.8549 |
|
| R2 |
0.8635 |
0.8635 |
0.8531 |
|
| R1 |
0.8565 |
0.8565 |
0.8512 |
0.8600 |
| PP |
0.8435 |
0.8435 |
0.8435 |
0.8453 |
| S1 |
0.8365 |
0.8365 |
0.8476 |
0.8400 |
| S2 |
0.8235 |
0.8235 |
0.8457 |
|
| S3 |
0.8035 |
0.8165 |
0.8439 |
|
| S4 |
0.7835 |
0.7965 |
0.8384 |
|
|
| 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 |
0.8506 |
0.8162 |
0.0344 |
4.0% |
0.0156 |
1.8% |
97% |
True |
False |
146 |
| 10 |
0.8594 |
0.8162 |
0.0432 |
5.1% |
0.0142 |
1.7% |
77% |
False |
False |
102 |
| 20 |
0.8672 |
0.8098 |
0.0574 |
6.8% |
0.0094 |
1.1% |
69% |
False |
False |
58 |
| 40 |
0.8763 |
0.7950 |
0.0813 |
9.6% |
0.0056 |
0.7% |
67% |
False |
False |
52 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.4% |
0.0037 |
0.4% |
48% |
False |
False |
35 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.4% |
0.0028 |
0.3% |
48% |
False |
False |
27 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.4% |
0.0022 |
0.3% |
48% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9356 |
|
2.618 |
0.9030 |
|
1.618 |
0.8830 |
|
1.000 |
0.8706 |
|
0.618 |
0.8630 |
|
HIGH |
0.8506 |
|
0.618 |
0.8430 |
|
0.500 |
0.8406 |
|
0.382 |
0.8382 |
|
LOW |
0.8306 |
|
0.618 |
0.8182 |
|
1.000 |
0.8106 |
|
1.618 |
0.7982 |
|
2.618 |
0.7782 |
|
4.250 |
0.7456 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8465 |
0.8444 |
| PP |
0.8435 |
0.8393 |
| S1 |
0.8406 |
0.8343 |
|