CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8866 |
0.8776 |
-0.0090 |
-1.0% |
0.8518 |
| High |
0.8866 |
0.8889 |
0.0023 |
0.3% |
0.8813 |
| Low |
0.8765 |
0.8771 |
0.0006 |
0.1% |
0.8489 |
| Close |
0.8774 |
0.8873 |
0.0099 |
1.1% |
0.8808 |
| Range |
0.0101 |
0.0118 |
0.0017 |
16.8% |
0.0324 |
| ATR |
0.0109 |
0.0110 |
0.0001 |
0.6% |
0.0000 |
| Volume |
94 |
482 |
388 |
412.8% |
1,003 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9198 |
0.9154 |
0.8938 |
|
| R3 |
0.9080 |
0.9036 |
0.8905 |
|
| R2 |
0.8962 |
0.8962 |
0.8895 |
|
| R1 |
0.8918 |
0.8918 |
0.8884 |
0.8940 |
| PP |
0.8844 |
0.8844 |
0.8844 |
0.8856 |
| S1 |
0.8800 |
0.8800 |
0.8862 |
0.8822 |
| S2 |
0.8726 |
0.8726 |
0.8851 |
|
| S3 |
0.8608 |
0.8682 |
0.8841 |
|
| S4 |
0.8490 |
0.8564 |
0.8808 |
|
|
| 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 |
0.8745 |
0.0163 |
1.8% |
0.0088 |
1.0% |
79% |
False |
False |
278 |
| 10 |
0.8908 |
0.8489 |
0.0419 |
4.7% |
0.0108 |
1.2% |
92% |
False |
False |
209 |
| 20 |
0.8908 |
0.8162 |
0.0746 |
8.4% |
0.0114 |
1.3% |
95% |
False |
False |
174 |
| 40 |
0.8908 |
0.7968 |
0.0940 |
10.6% |
0.0088 |
1.0% |
96% |
False |
False |
108 |
| 60 |
0.8908 |
0.7950 |
0.0958 |
10.8% |
0.0065 |
0.7% |
96% |
False |
False |
87 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0048 |
0.5% |
81% |
False |
False |
66 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0039 |
0.4% |
81% |
False |
False |
53 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0032 |
0.4% |
81% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9391 |
|
2.618 |
0.9198 |
|
1.618 |
0.9080 |
|
1.000 |
0.9007 |
|
0.618 |
0.8962 |
|
HIGH |
0.8889 |
|
0.618 |
0.8844 |
|
0.500 |
0.8830 |
|
0.382 |
0.8816 |
|
LOW |
0.8771 |
|
0.618 |
0.8698 |
|
1.000 |
0.8653 |
|
1.618 |
0.8580 |
|
2.618 |
0.8462 |
|
4.250 |
0.8270 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8859 |
0.8861 |
| PP |
0.8844 |
0.8849 |
| S1 |
0.8830 |
0.8837 |
|