CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8863 |
0.8866 |
0.0003 |
0.0% |
0.8518 |
| High |
0.8908 |
0.8866 |
-0.0042 |
-0.5% |
0.8813 |
| Low |
0.8848 |
0.8765 |
-0.0083 |
-0.9% |
0.8489 |
| Close |
0.8864 |
0.8774 |
-0.0090 |
-1.0% |
0.8808 |
| Range |
0.0060 |
0.0101 |
0.0041 |
68.3% |
0.0324 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
150 |
94 |
-56 |
-37.3% |
1,003 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9105 |
0.9040 |
0.8830 |
|
| R3 |
0.9004 |
0.8939 |
0.8802 |
|
| R2 |
0.8903 |
0.8903 |
0.8793 |
|
| R1 |
0.8838 |
0.8838 |
0.8783 |
0.8820 |
| PP |
0.8802 |
0.8802 |
0.8802 |
0.8793 |
| S1 |
0.8737 |
0.8737 |
0.8765 |
0.8719 |
| S2 |
0.8701 |
0.8701 |
0.8755 |
|
| S3 |
0.8600 |
0.8636 |
0.8746 |
|
| S4 |
0.8499 |
0.8535 |
0.8718 |
|
|
| 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% |
0.0105 |
1.2% |
57% |
False |
False |
234 |
| 10 |
0.8908 |
0.8489 |
0.0419 |
4.8% |
0.0107 |
1.2% |
68% |
False |
False |
172 |
| 20 |
0.8908 |
0.8162 |
0.0746 |
8.5% |
0.0115 |
1.3% |
82% |
False |
False |
170 |
| 40 |
0.8908 |
0.7968 |
0.0940 |
10.7% |
0.0085 |
1.0% |
86% |
False |
False |
96 |
| 60 |
0.8908 |
0.7950 |
0.0958 |
10.9% |
0.0063 |
0.7% |
86% |
False |
False |
79 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0047 |
0.5% |
73% |
False |
False |
60 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0038 |
0.4% |
73% |
False |
False |
48 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.9% |
0.0031 |
0.4% |
73% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9295 |
|
2.618 |
0.9130 |
|
1.618 |
0.9029 |
|
1.000 |
0.8967 |
|
0.618 |
0.8928 |
|
HIGH |
0.8866 |
|
0.618 |
0.8827 |
|
0.500 |
0.8816 |
|
0.382 |
0.8804 |
|
LOW |
0.8765 |
|
0.618 |
0.8703 |
|
1.000 |
0.8664 |
|
1.618 |
0.8602 |
|
2.618 |
0.8501 |
|
4.250 |
0.8336 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8816 |
0.8837 |
| PP |
0.8802 |
0.8816 |
| S1 |
0.8788 |
0.8795 |
|