CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8681 |
0.8629 |
-0.0052 |
-0.6% |
0.8240 |
| High |
0.8700 |
0.8687 |
-0.0013 |
-0.1% |
0.8623 |
| Low |
0.8642 |
0.8580 |
-0.0062 |
-0.7% |
0.8180 |
| Close |
0.8658 |
0.8672 |
0.0014 |
0.2% |
0.8599 |
| Range |
0.0058 |
0.0107 |
0.0049 |
84.5% |
0.0443 |
| ATR |
0.0113 |
0.0113 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
301 |
110 |
-191 |
-63.5% |
555 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8967 |
0.8927 |
0.8731 |
|
| R3 |
0.8860 |
0.8820 |
0.8701 |
|
| R2 |
0.8753 |
0.8753 |
0.8692 |
|
| R1 |
0.8713 |
0.8713 |
0.8682 |
0.8733 |
| PP |
0.8646 |
0.8646 |
0.8646 |
0.8657 |
| S1 |
0.8606 |
0.8606 |
0.8662 |
0.8626 |
| S2 |
0.8539 |
0.8539 |
0.8652 |
|
| S3 |
0.8432 |
0.8499 |
0.8643 |
|
| S4 |
0.8325 |
0.8392 |
0.8613 |
|
|
| 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 |
0.8531 |
0.0169 |
1.9% |
0.0087 |
1.0% |
83% |
False |
False |
182 |
| 10 |
0.8700 |
0.8162 |
0.0538 |
6.2% |
0.0119 |
1.4% |
95% |
False |
False |
139 |
| 20 |
0.8700 |
0.8162 |
0.0538 |
6.2% |
0.0113 |
1.3% |
95% |
False |
False |
109 |
| 40 |
0.8700 |
0.7950 |
0.0750 |
8.6% |
0.0068 |
0.8% |
96% |
False |
False |
78 |
| 60 |
0.9033 |
0.7950 |
0.1083 |
12.5% |
0.0047 |
0.5% |
67% |
False |
False |
53 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.1% |
0.0035 |
0.4% |
64% |
False |
False |
40 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.1% |
0.0028 |
0.3% |
64% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9142 |
|
2.618 |
0.8967 |
|
1.618 |
0.8860 |
|
1.000 |
0.8794 |
|
0.618 |
0.8753 |
|
HIGH |
0.8687 |
|
0.618 |
0.8646 |
|
0.500 |
0.8634 |
|
0.382 |
0.8621 |
|
LOW |
0.8580 |
|
0.618 |
0.8514 |
|
1.000 |
0.8473 |
|
1.618 |
0.8407 |
|
2.618 |
0.8300 |
|
4.250 |
0.8125 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8659 |
0.8653 |
| PP |
0.8646 |
0.8634 |
| S1 |
0.8634 |
0.8616 |
|