CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8518 |
0.8524 |
0.0006 |
0.1% |
0.8603 |
| High |
0.8564 |
0.8682 |
0.0118 |
1.4% |
0.8700 |
| Low |
0.8489 |
0.8520 |
0.0031 |
0.4% |
0.8531 |
| Close |
0.8553 |
0.8668 |
0.0115 |
1.3% |
0.8559 |
| Range |
0.0075 |
0.0162 |
0.0087 |
116.0% |
0.0169 |
| ATR |
0.0112 |
0.0116 |
0.0004 |
3.2% |
0.0000 |
| Volume |
53 |
115 |
62 |
117.0% |
771 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9109 |
0.9051 |
0.8757 |
|
| R3 |
0.8947 |
0.8889 |
0.8713 |
|
| R2 |
0.8785 |
0.8785 |
0.8698 |
|
| R1 |
0.8727 |
0.8727 |
0.8683 |
0.8756 |
| PP |
0.8623 |
0.8623 |
0.8623 |
0.8638 |
| S1 |
0.8565 |
0.8565 |
0.8653 |
0.8594 |
| S2 |
0.8461 |
0.8461 |
0.8638 |
|
| S3 |
0.8299 |
0.8403 |
0.8623 |
|
| S4 |
0.8137 |
0.8241 |
0.8579 |
|
|
| 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 |
2.4% |
0.0105 |
1.2% |
85% |
False |
False |
138 |
| 10 |
0.8700 |
0.8306 |
0.0394 |
4.5% |
0.0112 |
1.3% |
92% |
False |
False |
141 |
| 20 |
0.8700 |
0.8162 |
0.0538 |
6.2% |
0.0122 |
1.4% |
94% |
False |
False |
123 |
| 40 |
0.8700 |
0.7950 |
0.0750 |
8.7% |
0.0073 |
0.8% |
96% |
False |
False |
65 |
| 60 |
0.9033 |
0.7950 |
0.1083 |
12.5% |
0.0053 |
0.6% |
66% |
False |
False |
57 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.1% |
0.0039 |
0.5% |
63% |
False |
False |
43 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.1% |
0.0032 |
0.4% |
63% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9371 |
|
2.618 |
0.9106 |
|
1.618 |
0.8944 |
|
1.000 |
0.8844 |
|
0.618 |
0.8782 |
|
HIGH |
0.8682 |
|
0.618 |
0.8620 |
|
0.500 |
0.8601 |
|
0.382 |
0.8582 |
|
LOW |
0.8520 |
|
0.618 |
0.8420 |
|
1.000 |
0.8358 |
|
1.618 |
0.8258 |
|
2.618 |
0.8096 |
|
4.250 |
0.7832 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8646 |
0.8641 |
| PP |
0.8623 |
0.8613 |
| S1 |
0.8601 |
0.8586 |
|