CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8629 |
0.8656 |
0.0027 |
0.3% |
0.8603 |
| High |
0.8687 |
0.8656 |
-0.0031 |
-0.4% |
0.8700 |
| Low |
0.8580 |
0.8532 |
-0.0048 |
-0.6% |
0.8531 |
| Close |
0.8672 |
0.8559 |
-0.0113 |
-1.3% |
0.8559 |
| Range |
0.0107 |
0.0124 |
0.0017 |
15.9% |
0.0169 |
| ATR |
0.0113 |
0.0115 |
0.0002 |
1.7% |
0.0000 |
| Volume |
110 |
113 |
3 |
2.7% |
771 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8954 |
0.8881 |
0.8627 |
|
| R3 |
0.8830 |
0.8757 |
0.8593 |
|
| R2 |
0.8706 |
0.8706 |
0.8582 |
|
| R1 |
0.8633 |
0.8633 |
0.8570 |
0.8608 |
| PP |
0.8582 |
0.8582 |
0.8582 |
0.8570 |
| S1 |
0.8509 |
0.8509 |
0.8548 |
0.8484 |
| S2 |
0.8458 |
0.8458 |
0.8536 |
|
| S3 |
0.8334 |
0.8385 |
0.8525 |
|
| S4 |
0.8210 |
0.8261 |
0.8491 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9104 |
0.9000 |
0.8652 |
|
| R3 |
0.8935 |
0.8831 |
0.8605 |
|
| R2 |
0.8766 |
0.8766 |
0.8590 |
|
| R1 |
0.8662 |
0.8662 |
0.8574 |
0.8630 |
| PP |
0.8597 |
0.8597 |
0.8597 |
0.8580 |
| S1 |
0.8493 |
0.8493 |
0.8544 |
0.8461 |
| S2 |
0.8428 |
0.8428 |
0.8528 |
|
| S3 |
0.8259 |
0.8324 |
0.8513 |
|
| S4 |
0.8090 |
0.8155 |
0.8466 |
|
|
| 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 |
2.0% |
0.0102 |
1.2% |
17% |
False |
False |
154 |
| 10 |
0.8700 |
0.8180 |
0.0520 |
6.1% |
0.0119 |
1.4% |
73% |
False |
False |
142 |
| 20 |
0.8700 |
0.8162 |
0.0538 |
6.3% |
0.0117 |
1.4% |
74% |
False |
False |
115 |
| 40 |
0.8700 |
0.7950 |
0.0750 |
8.8% |
0.0071 |
0.8% |
81% |
False |
False |
61 |
| 60 |
0.9033 |
0.7950 |
0.1083 |
12.7% |
0.0049 |
0.6% |
56% |
False |
False |
55 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0036 |
0.4% |
54% |
False |
False |
41 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0029 |
0.3% |
54% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9183 |
|
2.618 |
0.8981 |
|
1.618 |
0.8857 |
|
1.000 |
0.8780 |
|
0.618 |
0.8733 |
|
HIGH |
0.8656 |
|
0.618 |
0.8609 |
|
0.500 |
0.8594 |
|
0.382 |
0.8579 |
|
LOW |
0.8532 |
|
0.618 |
0.8455 |
|
1.000 |
0.8408 |
|
1.618 |
0.8331 |
|
2.618 |
0.8207 |
|
4.250 |
0.8005 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8594 |
0.8616 |
| PP |
0.8582 |
0.8597 |
| S1 |
0.8571 |
0.8578 |
|