CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8783 |
0.8782 |
-0.0001 |
0.0% |
0.8518 |
| High |
0.8813 |
0.8876 |
0.0063 |
0.7% |
0.8813 |
| Low |
0.8745 |
0.8782 |
0.0037 |
0.4% |
0.8489 |
| Close |
0.8808 |
0.8863 |
0.0055 |
0.6% |
0.8808 |
| Range |
0.0068 |
0.0094 |
0.0026 |
38.2% |
0.0324 |
| ATR |
0.0115 |
0.0114 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
416 |
251 |
-165 |
-39.7% |
1,003 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9122 |
0.9087 |
0.8915 |
|
| R3 |
0.9028 |
0.8993 |
0.8889 |
|
| R2 |
0.8934 |
0.8934 |
0.8880 |
|
| R1 |
0.8899 |
0.8899 |
0.8872 |
0.8917 |
| PP |
0.8840 |
0.8840 |
0.8840 |
0.8849 |
| S1 |
0.8805 |
0.8805 |
0.8854 |
0.8823 |
| S2 |
0.8746 |
0.8746 |
0.8846 |
|
| S3 |
0.8652 |
0.8711 |
0.8837 |
|
| S4 |
0.8558 |
0.8617 |
0.8811 |
|
|
| 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 |
0.8876 |
0.8520 |
0.0356 |
4.0% |
0.0121 |
1.4% |
96% |
True |
False |
240 |
| 10 |
0.8876 |
0.8489 |
0.0387 |
4.4% |
0.0113 |
1.3% |
97% |
True |
False |
200 |
| 20 |
0.8876 |
0.8162 |
0.0714 |
8.1% |
0.0121 |
1.4% |
98% |
True |
False |
162 |
| 40 |
0.8876 |
0.7968 |
0.0908 |
10.2% |
0.0081 |
0.9% |
99% |
True |
False |
91 |
| 60 |
0.9008 |
0.7950 |
0.1058 |
11.9% |
0.0060 |
0.7% |
86% |
False |
False |
75 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0045 |
0.5% |
80% |
False |
False |
57 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0036 |
0.4% |
80% |
False |
False |
46 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0030 |
0.3% |
80% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9276 |
|
2.618 |
0.9122 |
|
1.618 |
0.9028 |
|
1.000 |
0.8970 |
|
0.618 |
0.8934 |
|
HIGH |
0.8876 |
|
0.618 |
0.8840 |
|
0.500 |
0.8829 |
|
0.382 |
0.8818 |
|
LOW |
0.8782 |
|
0.618 |
0.8724 |
|
1.000 |
0.8688 |
|
1.618 |
0.8630 |
|
2.618 |
0.8536 |
|
4.250 |
0.8383 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8852 |
0.8821 |
| PP |
0.8840 |
0.8779 |
| S1 |
0.8829 |
0.8737 |
|