CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8603 |
0.8570 |
-0.0033 |
-0.4% |
0.8240 |
| High |
0.8603 |
0.8696 |
0.0093 |
1.1% |
0.8623 |
| Low |
0.8545 |
0.8531 |
-0.0014 |
-0.2% |
0.8180 |
| Close |
0.8587 |
0.8647 |
0.0060 |
0.7% |
0.8599 |
| Range |
0.0058 |
0.0165 |
0.0107 |
184.5% |
0.0443 |
| ATR |
0.0114 |
0.0118 |
0.0004 |
3.2% |
0.0000 |
| Volume |
20 |
227 |
207 |
1,035.0% |
555 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9120 |
0.9048 |
0.8738 |
|
| R3 |
0.8955 |
0.8883 |
0.8692 |
|
| R2 |
0.8790 |
0.8790 |
0.8677 |
|
| R1 |
0.8718 |
0.8718 |
0.8662 |
0.8754 |
| PP |
0.8625 |
0.8625 |
0.8625 |
0.8643 |
| S1 |
0.8553 |
0.8553 |
0.8632 |
0.8589 |
| S2 |
0.8460 |
0.8460 |
0.8617 |
|
| S3 |
0.8295 |
0.8388 |
0.8602 |
|
| S4 |
0.8130 |
0.8223 |
0.8556 |
|
|
| 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 |
0.8696 |
0.8306 |
0.0390 |
4.5% |
0.0119 |
1.4% |
87% |
True |
False |
144 |
| 10 |
0.8696 |
0.8162 |
0.0534 |
6.2% |
0.0141 |
1.6% |
91% |
True |
False |
140 |
| 20 |
0.8696 |
0.8162 |
0.0534 |
6.2% |
0.0113 |
1.3% |
91% |
True |
False |
90 |
| 40 |
0.8696 |
0.7950 |
0.0746 |
8.6% |
0.0066 |
0.8% |
93% |
True |
False |
68 |
| 60 |
0.9051 |
0.7950 |
0.1101 |
12.7% |
0.0044 |
0.5% |
63% |
False |
False |
46 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.1% |
0.0033 |
0.4% |
61% |
False |
False |
35 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.1% |
0.0026 |
0.3% |
61% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9397 |
|
2.618 |
0.9128 |
|
1.618 |
0.8963 |
|
1.000 |
0.8861 |
|
0.618 |
0.8798 |
|
HIGH |
0.8696 |
|
0.618 |
0.8633 |
|
0.500 |
0.8614 |
|
0.382 |
0.8594 |
|
LOW |
0.8531 |
|
0.618 |
0.8429 |
|
1.000 |
0.8366 |
|
1.618 |
0.8264 |
|
2.618 |
0.8099 |
|
4.250 |
0.7830 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8636 |
0.8636 |
| PP |
0.8625 |
0.8625 |
| S1 |
0.8614 |
0.8614 |
|