CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8524 |
0.8672 |
0.0148 |
1.7% |
0.8603 |
| High |
0.8682 |
0.8702 |
0.0020 |
0.2% |
0.8700 |
| Low |
0.8520 |
0.8624 |
0.0104 |
1.2% |
0.8531 |
| Close |
0.8668 |
0.8617 |
-0.0051 |
-0.6% |
0.8559 |
| Range |
0.0162 |
0.0078 |
-0.0084 |
-51.9% |
0.0169 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
115 |
159 |
44 |
38.3% |
771 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8882 |
0.8827 |
0.8660 |
|
| R3 |
0.8804 |
0.8749 |
0.8638 |
|
| R2 |
0.8726 |
0.8726 |
0.8631 |
|
| R1 |
0.8671 |
0.8671 |
0.8624 |
0.8660 |
| PP |
0.8648 |
0.8648 |
0.8648 |
0.8642 |
| S1 |
0.8593 |
0.8593 |
0.8610 |
0.8582 |
| S2 |
0.8570 |
0.8570 |
0.8603 |
|
| S3 |
0.8492 |
0.8515 |
0.8596 |
|
| S4 |
0.8414 |
0.8437 |
0.8574 |
|
|
| 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 |
0.8702 |
0.8489 |
0.0213 |
2.5% |
0.0109 |
1.3% |
60% |
True |
False |
110 |
| 10 |
0.8702 |
0.8489 |
0.0213 |
2.5% |
0.0100 |
1.2% |
60% |
True |
False |
150 |
| 20 |
0.8702 |
0.8162 |
0.0540 |
6.3% |
0.0121 |
1.4% |
84% |
True |
False |
126 |
| 40 |
0.8702 |
0.7950 |
0.0752 |
8.7% |
0.0075 |
0.9% |
89% |
True |
False |
69 |
| 60 |
0.9033 |
0.7950 |
0.1083 |
12.6% |
0.0054 |
0.6% |
62% |
False |
False |
60 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.2% |
0.0040 |
0.5% |
59% |
False |
False |
45 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.2% |
0.0032 |
0.4% |
59% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9034 |
|
2.618 |
0.8906 |
|
1.618 |
0.8828 |
|
1.000 |
0.8780 |
|
0.618 |
0.8750 |
|
HIGH |
0.8702 |
|
0.618 |
0.8672 |
|
0.500 |
0.8663 |
|
0.382 |
0.8654 |
|
LOW |
0.8624 |
|
0.618 |
0.8576 |
|
1.000 |
0.8546 |
|
1.618 |
0.8498 |
|
2.618 |
0.8420 |
|
4.250 |
0.8293 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8663 |
0.8610 |
| PP |
0.8648 |
0.8603 |
| S1 |
0.8632 |
0.8596 |
|