CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8911 |
0.8992 |
0.0081 |
0.9% |
0.8782 |
| High |
0.9000 |
0.9002 |
0.0002 |
0.0% |
0.8924 |
| Low |
0.8909 |
0.8932 |
0.0023 |
0.3% |
0.8765 |
| Close |
0.8984 |
0.9002 |
0.0018 |
0.2% |
0.8892 |
| Range |
0.0091 |
0.0070 |
-0.0021 |
-23.1% |
0.0159 |
| ATR |
0.0108 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
241 |
173 |
-68 |
-28.2% |
1,117 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9189 |
0.9165 |
0.9041 |
|
| R3 |
0.9119 |
0.9095 |
0.9021 |
|
| R2 |
0.9049 |
0.9049 |
0.9015 |
|
| R1 |
0.9025 |
0.9025 |
0.9008 |
0.9037 |
| PP |
0.8979 |
0.8979 |
0.8979 |
0.8985 |
| S1 |
0.8955 |
0.8955 |
0.8996 |
0.8967 |
| S2 |
0.8909 |
0.8909 |
0.8989 |
|
| S3 |
0.8839 |
0.8885 |
0.8983 |
|
| S4 |
0.8769 |
0.8815 |
0.8964 |
|
|
| 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 |
0.9002 |
0.8765 |
0.0237 |
2.6% |
0.0093 |
1.0% |
100% |
True |
False |
226 |
| 10 |
0.9002 |
0.8597 |
0.0405 |
4.5% |
0.0097 |
1.1% |
100% |
True |
False |
236 |
| 20 |
0.9002 |
0.8306 |
0.0696 |
7.7% |
0.0104 |
1.2% |
100% |
True |
False |
189 |
| 40 |
0.9002 |
0.8039 |
0.0963 |
10.7% |
0.0094 |
1.0% |
100% |
True |
False |
121 |
| 60 |
0.9002 |
0.7950 |
0.1052 |
11.7% |
0.0069 |
0.8% |
100% |
True |
False |
96 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0052 |
0.6% |
93% |
False |
False |
73 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0041 |
0.5% |
93% |
False |
False |
58 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0034 |
0.4% |
93% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9300 |
|
2.618 |
0.9185 |
|
1.618 |
0.9115 |
|
1.000 |
0.9072 |
|
0.618 |
0.9045 |
|
HIGH |
0.9002 |
|
0.618 |
0.8975 |
|
0.500 |
0.8967 |
|
0.382 |
0.8959 |
|
LOW |
0.8932 |
|
0.618 |
0.8889 |
|
1.000 |
0.8862 |
|
1.618 |
0.8819 |
|
2.618 |
0.8749 |
|
4.250 |
0.8635 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8990 |
0.8975 |
| PP |
0.8979 |
0.8947 |
| S1 |
0.8967 |
0.8920 |
|