CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8992 |
0.8995 |
0.0003 |
0.0% |
0.8782 |
| High |
0.9002 |
0.9040 |
0.0038 |
0.4% |
0.8924 |
| Low |
0.8932 |
0.8977 |
0.0045 |
0.5% |
0.8765 |
| Close |
0.9002 |
0.9034 |
0.0032 |
0.4% |
0.8892 |
| Range |
0.0070 |
0.0063 |
-0.0007 |
-10.0% |
0.0159 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
173 |
131 |
-42 |
-24.3% |
1,117 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9206 |
0.9183 |
0.9069 |
|
| R3 |
0.9143 |
0.9120 |
0.9051 |
|
| R2 |
0.9080 |
0.9080 |
0.9046 |
|
| R1 |
0.9057 |
0.9057 |
0.9040 |
0.9069 |
| PP |
0.9017 |
0.9017 |
0.9017 |
0.9023 |
| S1 |
0.8994 |
0.8994 |
0.9028 |
0.9006 |
| S2 |
0.8954 |
0.8954 |
0.9022 |
|
| S3 |
0.8891 |
0.8931 |
0.9017 |
|
| S4 |
0.8828 |
0.8868 |
0.8999 |
|
|
| 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 |
0.9040 |
0.8771 |
0.0269 |
3.0% |
0.0086 |
0.9% |
98% |
True |
False |
233 |
| 10 |
0.9040 |
0.8597 |
0.0443 |
4.9% |
0.0095 |
1.1% |
99% |
True |
False |
233 |
| 20 |
0.9040 |
0.8489 |
0.0551 |
6.1% |
0.0097 |
1.1% |
99% |
True |
False |
192 |
| 40 |
0.9040 |
0.8098 |
0.0942 |
10.4% |
0.0096 |
1.1% |
99% |
True |
False |
125 |
| 60 |
0.9040 |
0.7950 |
0.1090 |
12.1% |
0.0070 |
0.8% |
99% |
True |
False |
99 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0052 |
0.6% |
95% |
False |
False |
74 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0042 |
0.5% |
95% |
False |
False |
60 |
| 120 |
0.9086 |
0.7950 |
0.1136 |
12.6% |
0.0035 |
0.4% |
95% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9308 |
|
2.618 |
0.9205 |
|
1.618 |
0.9142 |
|
1.000 |
0.9103 |
|
0.618 |
0.9079 |
|
HIGH |
0.9040 |
|
0.618 |
0.9016 |
|
0.500 |
0.9009 |
|
0.382 |
0.9001 |
|
LOW |
0.8977 |
|
0.618 |
0.8938 |
|
1.000 |
0.8914 |
|
1.618 |
0.8875 |
|
2.618 |
0.8812 |
|
4.250 |
0.8709 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9026 |
0.9014 |
| PP |
0.9017 |
0.8994 |
| S1 |
0.9009 |
0.8975 |
|