CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8570 |
0.8681 |
0.0111 |
1.3% |
0.8240 |
| High |
0.8696 |
0.8700 |
0.0004 |
0.0% |
0.8623 |
| Low |
0.8531 |
0.8642 |
0.0111 |
1.3% |
0.8180 |
| Close |
0.8647 |
0.8658 |
0.0011 |
0.1% |
0.8599 |
| Range |
0.0165 |
0.0058 |
-0.0107 |
-64.8% |
0.0443 |
| ATR |
0.0118 |
0.0113 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
227 |
301 |
74 |
32.6% |
555 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8841 |
0.8807 |
0.8690 |
|
| R3 |
0.8783 |
0.8749 |
0.8674 |
|
| R2 |
0.8725 |
0.8725 |
0.8669 |
|
| R1 |
0.8691 |
0.8691 |
0.8663 |
0.8679 |
| PP |
0.8667 |
0.8667 |
0.8667 |
0.8661 |
| S1 |
0.8633 |
0.8633 |
0.8653 |
0.8621 |
| S2 |
0.8609 |
0.8609 |
0.8647 |
|
| S3 |
0.8551 |
0.8575 |
0.8642 |
|
| S4 |
0.8493 |
0.8517 |
0.8626 |
|
|
| 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 |
0.8700 |
0.8500 |
0.0200 |
2.3% |
0.0090 |
1.0% |
79% |
True |
False |
190 |
| 10 |
0.8700 |
0.8162 |
0.0538 |
6.2% |
0.0123 |
1.4% |
92% |
True |
False |
168 |
| 20 |
0.8700 |
0.8162 |
0.0538 |
6.2% |
0.0110 |
1.3% |
92% |
True |
False |
105 |
| 40 |
0.8700 |
0.7950 |
0.0750 |
8.7% |
0.0066 |
0.8% |
94% |
True |
False |
76 |
| 60 |
0.9051 |
0.7950 |
0.1101 |
12.7% |
0.0045 |
0.5% |
64% |
False |
False |
51 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.1% |
0.0034 |
0.4% |
62% |
False |
False |
38 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.1% |
0.0027 |
0.3% |
62% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8947 |
|
2.618 |
0.8852 |
|
1.618 |
0.8794 |
|
1.000 |
0.8758 |
|
0.618 |
0.8736 |
|
HIGH |
0.8700 |
|
0.618 |
0.8678 |
|
0.500 |
0.8671 |
|
0.382 |
0.8664 |
|
LOW |
0.8642 |
|
0.618 |
0.8606 |
|
1.000 |
0.8584 |
|
1.618 |
0.8548 |
|
2.618 |
0.8490 |
|
4.250 |
0.8396 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8671 |
0.8644 |
| PP |
0.8667 |
0.8630 |
| S1 |
0.8662 |
0.8616 |
|