CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8782 |
0.8863 |
0.0081 |
0.9% |
0.8518 |
| High |
0.8876 |
0.8908 |
0.0032 |
0.4% |
0.8813 |
| Low |
0.8782 |
0.8848 |
0.0066 |
0.8% |
0.8489 |
| Close |
0.8863 |
0.8864 |
0.0001 |
0.0% |
0.8808 |
| Range |
0.0094 |
0.0060 |
-0.0034 |
-36.2% |
0.0324 |
| ATR |
0.0114 |
0.0110 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
251 |
150 |
-101 |
-40.2% |
1,003 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9053 |
0.9019 |
0.8897 |
|
| R3 |
0.8993 |
0.8959 |
0.8881 |
|
| R2 |
0.8933 |
0.8933 |
0.8875 |
|
| R1 |
0.8899 |
0.8899 |
0.8870 |
0.8916 |
| PP |
0.8873 |
0.8873 |
0.8873 |
0.8882 |
| S1 |
0.8839 |
0.8839 |
0.8859 |
0.8856 |
| S2 |
0.8813 |
0.8813 |
0.8853 |
|
| S3 |
0.8753 |
0.8779 |
0.8848 |
|
| S4 |
0.8693 |
0.8719 |
0.8831 |
|
|
| 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 |
0.8908 |
0.8597 |
0.0311 |
3.5% |
0.0100 |
1.1% |
86% |
True |
False |
247 |
| 10 |
0.8908 |
0.8489 |
0.0419 |
4.7% |
0.0103 |
1.2% |
89% |
True |
False |
192 |
| 20 |
0.8908 |
0.8162 |
0.0746 |
8.4% |
0.0122 |
1.4% |
94% |
True |
False |
166 |
| 40 |
0.8908 |
0.7968 |
0.0940 |
10.6% |
0.0083 |
0.9% |
95% |
True |
False |
94 |
| 60 |
0.9005 |
0.7950 |
0.1055 |
11.9% |
0.0061 |
0.7% |
87% |
False |
False |
78 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0046 |
0.5% |
80% |
False |
False |
59 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0037 |
0.4% |
80% |
False |
False |
47 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0030 |
0.3% |
80% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9163 |
|
2.618 |
0.9065 |
|
1.618 |
0.9005 |
|
1.000 |
0.8968 |
|
0.618 |
0.8945 |
|
HIGH |
0.8908 |
|
0.618 |
0.8885 |
|
0.500 |
0.8878 |
|
0.382 |
0.8871 |
|
LOW |
0.8848 |
|
0.618 |
0.8811 |
|
1.000 |
0.8788 |
|
1.618 |
0.8751 |
|
2.618 |
0.8691 |
|
4.250 |
0.8593 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8878 |
0.8852 |
| PP |
0.8873 |
0.8839 |
| S1 |
0.8869 |
0.8827 |
|