CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8776 |
0.8869 |
0.0093 |
1.1% |
0.8782 |
| High |
0.8889 |
0.8924 |
0.0035 |
0.4% |
0.8924 |
| Low |
0.8771 |
0.8838 |
0.0067 |
0.8% |
0.8765 |
| Close |
0.8873 |
0.8892 |
0.0019 |
0.2% |
0.8892 |
| Range |
0.0118 |
0.0086 |
-0.0032 |
-27.1% |
0.0159 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
482 |
140 |
-342 |
-71.0% |
1,117 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9143 |
0.9103 |
0.8939 |
|
| R3 |
0.9057 |
0.9017 |
0.8916 |
|
| R2 |
0.8971 |
0.8971 |
0.8908 |
|
| R1 |
0.8931 |
0.8931 |
0.8900 |
0.8951 |
| PP |
0.8885 |
0.8885 |
0.8885 |
0.8895 |
| S1 |
0.8845 |
0.8845 |
0.8884 |
0.8865 |
| S2 |
0.8799 |
0.8799 |
0.8876 |
|
| S3 |
0.8713 |
0.8759 |
0.8868 |
|
| S4 |
0.8627 |
0.8673 |
0.8845 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9337 |
0.9274 |
0.8979 |
|
| R3 |
0.9178 |
0.9115 |
0.8936 |
|
| R2 |
0.9019 |
0.9019 |
0.8921 |
|
| R1 |
0.8956 |
0.8956 |
0.8907 |
0.8988 |
| PP |
0.8860 |
0.8860 |
0.8860 |
0.8876 |
| S1 |
0.8797 |
0.8797 |
0.8877 |
0.8829 |
| S2 |
0.8701 |
0.8701 |
0.8863 |
|
| S3 |
0.8542 |
0.8638 |
0.8848 |
|
| S4 |
0.8383 |
0.8479 |
0.8805 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8924 |
0.8765 |
0.0159 |
1.8% |
0.0092 |
1.0% |
80% |
True |
False |
223 |
| 10 |
0.8924 |
0.8489 |
0.0435 |
4.9% |
0.0104 |
1.2% |
93% |
True |
False |
212 |
| 20 |
0.8924 |
0.8180 |
0.0744 |
8.4% |
0.0111 |
1.3% |
96% |
True |
False |
177 |
| 40 |
0.8924 |
0.7968 |
0.0956 |
10.8% |
0.0090 |
1.0% |
97% |
True |
False |
111 |
| 60 |
0.8924 |
0.7950 |
0.0974 |
11.0% |
0.0066 |
0.7% |
97% |
True |
False |
89 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0050 |
0.6% |
83% |
False |
False |
68 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0040 |
0.4% |
83% |
False |
False |
54 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.8% |
0.0033 |
0.4% |
83% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9290 |
|
2.618 |
0.9149 |
|
1.618 |
0.9063 |
|
1.000 |
0.9010 |
|
0.618 |
0.8977 |
|
HIGH |
0.8924 |
|
0.618 |
0.8891 |
|
0.500 |
0.8881 |
|
0.382 |
0.8871 |
|
LOW |
0.8838 |
|
0.618 |
0.8785 |
|
1.000 |
0.8752 |
|
1.618 |
0.8699 |
|
2.618 |
0.8613 |
|
4.250 |
0.8473 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8888 |
0.8876 |
| PP |
0.8885 |
0.8860 |
| S1 |
0.8881 |
0.8845 |
|