CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8339 |
0.8407 |
0.0068 |
0.8% |
0.8667 |
| High |
0.8380 |
0.8441 |
0.0061 |
0.7% |
0.8700 |
| Low |
0.8247 |
0.8332 |
0.0085 |
1.0% |
0.8247 |
| Close |
0.8334 |
0.8352 |
0.0018 |
0.2% |
0.8352 |
| Range |
0.0133 |
0.0109 |
-0.0024 |
-18.0% |
0.0453 |
| ATR |
0.0151 |
0.0148 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
124,917 |
167,227 |
42,310 |
33.9% |
596,957 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8702 |
0.8636 |
0.8412 |
|
| R3 |
0.8593 |
0.8527 |
0.8382 |
|
| R2 |
0.8484 |
0.8484 |
0.8372 |
|
| R1 |
0.8418 |
0.8418 |
0.8362 |
0.8397 |
| PP |
0.8375 |
0.8375 |
0.8375 |
0.8364 |
| S1 |
0.8309 |
0.8309 |
0.8342 |
0.8288 |
| S2 |
0.8266 |
0.8266 |
0.8332 |
|
| S3 |
0.8157 |
0.8200 |
0.8322 |
|
| S4 |
0.8048 |
0.8091 |
0.8292 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9792 |
0.9525 |
0.8601 |
|
| R3 |
0.9339 |
0.9072 |
0.8477 |
|
| R2 |
0.8886 |
0.8886 |
0.8435 |
|
| R1 |
0.8619 |
0.8619 |
0.8394 |
0.8526 |
| PP |
0.8433 |
0.8433 |
0.8433 |
0.8387 |
| S1 |
0.8166 |
0.8166 |
0.8310 |
0.8073 |
| S2 |
0.7980 |
0.7980 |
0.8269 |
|
| S3 |
0.7527 |
0.7713 |
0.8227 |
|
| S4 |
0.7074 |
0.7260 |
0.8103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8700 |
0.8247 |
0.0453 |
5.4% |
0.0145 |
1.7% |
23% |
False |
False |
119,391 |
| 10 |
0.8772 |
0.8247 |
0.0525 |
6.3% |
0.0137 |
1.6% |
20% |
False |
False |
107,011 |
| 20 |
0.8772 |
0.8000 |
0.0772 |
9.2% |
0.0138 |
1.7% |
46% |
False |
False |
83,543 |
| 40 |
0.8943 |
0.7970 |
0.0973 |
11.6% |
0.0157 |
1.9% |
39% |
False |
False |
42,686 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0137 |
1.6% |
30% |
False |
False |
28,549 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0117 |
1.4% |
30% |
False |
False |
21,438 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0094 |
1.1% |
30% |
False |
False |
17,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8904 |
|
2.618 |
0.8726 |
|
1.618 |
0.8617 |
|
1.000 |
0.8550 |
|
0.618 |
0.8508 |
|
HIGH |
0.8441 |
|
0.618 |
0.8399 |
|
0.500 |
0.8387 |
|
0.382 |
0.8374 |
|
LOW |
0.8332 |
|
0.618 |
0.8265 |
|
1.000 |
0.8223 |
|
1.618 |
0.8156 |
|
2.618 |
0.8047 |
|
4.250 |
0.7869 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8387 |
0.8370 |
| PP |
0.8375 |
0.8364 |
| S1 |
0.8364 |
0.8358 |
|