CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8622 |
0.8783 |
0.0161 |
1.9% |
0.8518 |
| High |
0.8798 |
0.8813 |
0.0015 |
0.2% |
0.8813 |
| Low |
0.8597 |
0.8745 |
0.0148 |
1.7% |
0.8489 |
| Close |
0.8782 |
0.8808 |
0.0026 |
0.3% |
0.8808 |
| Range |
0.0201 |
0.0068 |
-0.0133 |
-66.2% |
0.0324 |
| ATR |
0.0119 |
0.0115 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
260 |
416 |
156 |
60.0% |
1,003 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8993 |
0.8968 |
0.8845 |
|
| R3 |
0.8925 |
0.8900 |
0.8827 |
|
| R2 |
0.8857 |
0.8857 |
0.8820 |
|
| R1 |
0.8832 |
0.8832 |
0.8814 |
0.8845 |
| PP |
0.8789 |
0.8789 |
0.8789 |
0.8795 |
| S1 |
0.8764 |
0.8764 |
0.8802 |
0.8777 |
| S2 |
0.8721 |
0.8721 |
0.8796 |
|
| S3 |
0.8653 |
0.8696 |
0.8789 |
|
| S4 |
0.8585 |
0.8628 |
0.8771 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9675 |
0.9566 |
0.8986 |
|
| R3 |
0.9351 |
0.9242 |
0.8897 |
|
| R2 |
0.9027 |
0.9027 |
0.8867 |
|
| R1 |
0.8918 |
0.8918 |
0.8838 |
0.8973 |
| PP |
0.8703 |
0.8703 |
0.8703 |
0.8731 |
| S1 |
0.8594 |
0.8594 |
0.8778 |
0.8649 |
| S2 |
0.8379 |
0.8379 |
0.8749 |
|
| S3 |
0.8055 |
0.8270 |
0.8719 |
|
| S4 |
0.7731 |
0.7946 |
0.8630 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8813 |
0.8489 |
0.0324 |
3.7% |
0.0117 |
1.3% |
98% |
True |
False |
200 |
| 10 |
0.8813 |
0.8489 |
0.0324 |
3.7% |
0.0110 |
1.2% |
98% |
True |
False |
177 |
| 20 |
0.8813 |
0.8162 |
0.0651 |
7.4% |
0.0124 |
1.4% |
99% |
True |
False |
152 |
| 40 |
0.8813 |
0.7968 |
0.0845 |
9.6% |
0.0079 |
0.9% |
99% |
True |
False |
85 |
| 60 |
0.9033 |
0.7950 |
0.1083 |
12.3% |
0.0058 |
0.7% |
79% |
False |
False |
71 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0044 |
0.5% |
76% |
False |
False |
54 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0035 |
0.4% |
76% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9102 |
|
2.618 |
0.8991 |
|
1.618 |
0.8923 |
|
1.000 |
0.8881 |
|
0.618 |
0.8855 |
|
HIGH |
0.8813 |
|
0.618 |
0.8787 |
|
0.500 |
0.8779 |
|
0.382 |
0.8771 |
|
LOW |
0.8745 |
|
0.618 |
0.8703 |
|
1.000 |
0.8677 |
|
1.618 |
0.8635 |
|
2.618 |
0.8567 |
|
4.250 |
0.8456 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8798 |
0.8774 |
| PP |
0.8789 |
0.8739 |
| S1 |
0.8779 |
0.8705 |
|