CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 12-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
0.8617 |
0.8603 |
-0.0014 |
-0.2% |
0.8240 |
High |
0.8617 |
0.8603 |
-0.0014 |
-0.2% |
0.8623 |
Low |
0.8570 |
0.8545 |
-0.0025 |
-0.3% |
0.8180 |
Close |
0.8599 |
0.8587 |
-0.0012 |
-0.1% |
0.8599 |
Range |
0.0047 |
0.0058 |
0.0011 |
23.4% |
0.0443 |
ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.6% |
0.0000 |
Volume |
256 |
20 |
-236 |
-92.2% |
555 |
|
Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8752 |
0.8728 |
0.8619 |
|
R3 |
0.8694 |
0.8670 |
0.8603 |
|
R2 |
0.8636 |
0.8636 |
0.8598 |
|
R1 |
0.8612 |
0.8612 |
0.8592 |
0.8595 |
PP |
0.8578 |
0.8578 |
0.8578 |
0.8570 |
S1 |
0.8554 |
0.8554 |
0.8582 |
0.8537 |
S2 |
0.8520 |
0.8520 |
0.8576 |
|
S3 |
0.8462 |
0.8496 |
0.8571 |
|
S4 |
0.8404 |
0.8438 |
0.8555 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9796 |
0.9641 |
0.8843 |
|
R3 |
0.9353 |
0.9198 |
0.8721 |
|
R2 |
0.8910 |
0.8910 |
0.8680 |
|
R1 |
0.8755 |
0.8755 |
0.8640 |
0.8833 |
PP |
0.8467 |
0.8467 |
0.8467 |
0.8506 |
S1 |
0.8312 |
0.8312 |
0.8558 |
0.8390 |
S2 |
0.8024 |
0.8024 |
0.8518 |
|
S3 |
0.7581 |
0.7869 |
0.8477 |
|
S4 |
0.7138 |
0.7426 |
0.8355 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8623 |
0.8180 |
0.0443 |
5.2% |
0.0127 |
1.5% |
92% |
False |
False |
115 |
10 |
0.8623 |
0.8162 |
0.0461 |
5.4% |
0.0130 |
1.5% |
92% |
False |
False |
123 |
20 |
0.8672 |
0.8162 |
0.0510 |
5.9% |
0.0104 |
1.2% |
83% |
False |
False |
79 |
40 |
0.8672 |
0.7950 |
0.0722 |
8.4% |
0.0062 |
0.7% |
88% |
False |
False |
63 |
60 |
0.9051 |
0.7950 |
0.1101 |
12.8% |
0.0041 |
0.5% |
58% |
False |
False |
42 |
80 |
0.9086 |
0.7950 |
0.1136 |
13.2% |
0.0031 |
0.4% |
56% |
False |
False |
32 |
100 |
0.9086 |
0.7950 |
0.1136 |
13.2% |
0.0025 |
0.3% |
56% |
False |
False |
26 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8850 |
2.618 |
0.8755 |
1.618 |
0.8697 |
1.000 |
0.8661 |
0.618 |
0.8639 |
HIGH |
0.8603 |
0.618 |
0.8581 |
0.500 |
0.8574 |
0.382 |
0.8567 |
LOW |
0.8545 |
0.618 |
0.8509 |
1.000 |
0.8487 |
1.618 |
0.8451 |
2.618 |
0.8393 |
4.250 |
0.8299 |
|
|
Fisher Pivots for day following 12-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8583 |
0.8579 |
PP |
0.8578 |
0.8570 |
S1 |
0.8574 |
0.8562 |
|