CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8354 |
0.8502 |
0.0148 |
1.8% |
0.8579 |
| High |
0.8506 |
0.8623 |
0.0117 |
1.4% |
0.8594 |
| Low |
0.8306 |
0.8500 |
0.0194 |
2.3% |
0.8162 |
| Close |
0.8494 |
0.8585 |
0.0091 |
1.1% |
0.8265 |
| Range |
0.0200 |
0.0123 |
-0.0077 |
-38.5% |
0.0432 |
| ATR |
0.0123 |
0.0124 |
0.0000 |
0.3% |
0.0000 |
| Volume |
71 |
149 |
78 |
109.9% |
661 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8938 |
0.8885 |
0.8653 |
|
| R3 |
0.8815 |
0.8762 |
0.8619 |
|
| R2 |
0.8692 |
0.8692 |
0.8608 |
|
| R1 |
0.8639 |
0.8639 |
0.8596 |
0.8666 |
| PP |
0.8569 |
0.8569 |
0.8569 |
0.8583 |
| S1 |
0.8516 |
0.8516 |
0.8574 |
0.8543 |
| S2 |
0.8446 |
0.8446 |
0.8562 |
|
| S3 |
0.8323 |
0.8393 |
0.8551 |
|
| S4 |
0.8200 |
0.8270 |
0.8517 |
|
|
| 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 |
0.8623 |
0.8162 |
0.0461 |
5.4% |
0.0151 |
1.8% |
92% |
True |
False |
96 |
| 10 |
0.8623 |
0.8162 |
0.0461 |
5.4% |
0.0145 |
1.7% |
92% |
True |
False |
109 |
| 20 |
0.8672 |
0.8162 |
0.0510 |
5.9% |
0.0101 |
1.2% |
83% |
False |
False |
65 |
| 40 |
0.8763 |
0.7950 |
0.0813 |
9.5% |
0.0059 |
0.7% |
78% |
False |
False |
56 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.2% |
0.0039 |
0.5% |
56% |
False |
False |
38 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.2% |
0.0029 |
0.3% |
56% |
False |
False |
28 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.2% |
0.0024 |
0.3% |
56% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9146 |
|
2.618 |
0.8945 |
|
1.618 |
0.8822 |
|
1.000 |
0.8746 |
|
0.618 |
0.8699 |
|
HIGH |
0.8623 |
|
0.618 |
0.8576 |
|
0.500 |
0.8562 |
|
0.382 |
0.8547 |
|
LOW |
0.8500 |
|
0.618 |
0.8424 |
|
1.000 |
0.8377 |
|
1.618 |
0.8301 |
|
2.618 |
0.8178 |
|
4.250 |
0.7977 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8577 |
0.8524 |
| PP |
0.8569 |
0.8463 |
| S1 |
0.8562 |
0.8402 |
|