CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8656 |
0.8518 |
-0.0138 |
-1.6% |
0.8603 |
| High |
0.8656 |
0.8564 |
-0.0092 |
-1.1% |
0.8700 |
| Low |
0.8532 |
0.8489 |
-0.0043 |
-0.5% |
0.8531 |
| Close |
0.8559 |
0.8553 |
-0.0006 |
-0.1% |
0.8559 |
| Range |
0.0124 |
0.0075 |
-0.0049 |
-39.5% |
0.0169 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
113 |
53 |
-60 |
-53.1% |
771 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8760 |
0.8732 |
0.8594 |
|
| R3 |
0.8685 |
0.8657 |
0.8574 |
|
| R2 |
0.8610 |
0.8610 |
0.8567 |
|
| R1 |
0.8582 |
0.8582 |
0.8560 |
0.8596 |
| PP |
0.8535 |
0.8535 |
0.8535 |
0.8543 |
| S1 |
0.8507 |
0.8507 |
0.8546 |
0.8521 |
| S2 |
0.8460 |
0.8460 |
0.8539 |
|
| S3 |
0.8385 |
0.8432 |
0.8532 |
|
| S4 |
0.8310 |
0.8357 |
0.8512 |
|
|
| 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 |
0.8489 |
0.0211 |
2.5% |
0.0106 |
1.2% |
30% |
False |
True |
160 |
| 10 |
0.8700 |
0.8180 |
0.0520 |
6.1% |
0.0117 |
1.4% |
72% |
False |
False |
137 |
| 20 |
0.8700 |
0.8162 |
0.0538 |
6.3% |
0.0119 |
1.4% |
73% |
False |
False |
117 |
| 40 |
0.8700 |
0.7950 |
0.0750 |
8.8% |
0.0072 |
0.8% |
80% |
False |
False |
63 |
| 60 |
0.9033 |
0.7950 |
0.1083 |
12.7% |
0.0050 |
0.6% |
56% |
False |
False |
55 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0037 |
0.4% |
53% |
False |
False |
42 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0030 |
0.3% |
53% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8883 |
|
2.618 |
0.8760 |
|
1.618 |
0.8685 |
|
1.000 |
0.8639 |
|
0.618 |
0.8610 |
|
HIGH |
0.8564 |
|
0.618 |
0.8535 |
|
0.500 |
0.8527 |
|
0.382 |
0.8518 |
|
LOW |
0.8489 |
|
0.618 |
0.8443 |
|
1.000 |
0.8414 |
|
1.618 |
0.8368 |
|
2.618 |
0.8293 |
|
4.250 |
0.8170 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8544 |
0.8588 |
| PP |
0.8535 |
0.8576 |
| S1 |
0.8527 |
0.8565 |
|