CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8343 |
0.8450 |
0.0107 |
1.3% |
0.8667 |
| High |
0.8492 |
0.8595 |
0.0103 |
1.2% |
0.8700 |
| Low |
0.8250 |
0.8382 |
0.0132 |
1.6% |
0.8247 |
| Close |
0.8428 |
0.8583 |
0.0155 |
1.8% |
0.8352 |
| Range |
0.0242 |
0.0213 |
-0.0029 |
-12.0% |
0.0453 |
| ATR |
0.0155 |
0.0159 |
0.0004 |
2.7% |
0.0000 |
| Volume |
105,527 |
129,053 |
23,526 |
22.3% |
596,957 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9159 |
0.9084 |
0.8700 |
|
| R3 |
0.8946 |
0.8871 |
0.8642 |
|
| R2 |
0.8733 |
0.8733 |
0.8622 |
|
| R1 |
0.8658 |
0.8658 |
0.8603 |
0.8696 |
| PP |
0.8520 |
0.8520 |
0.8520 |
0.8539 |
| S1 |
0.8445 |
0.8445 |
0.8563 |
0.8483 |
| S2 |
0.8307 |
0.8307 |
0.8544 |
|
| S3 |
0.8094 |
0.8232 |
0.8524 |
|
| S4 |
0.7881 |
0.8019 |
0.8466 |
|
|
| 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 |
0.8595 |
0.8247 |
0.0348 |
4.1% |
0.0172 |
2.0% |
97% |
True |
False |
132,108 |
| 10 |
0.8700 |
0.8247 |
0.0453 |
5.3% |
0.0159 |
1.9% |
74% |
False |
False |
115,900 |
| 20 |
0.8772 |
0.8104 |
0.0668 |
7.8% |
0.0145 |
1.7% |
72% |
False |
False |
94,277 |
| 40 |
0.8896 |
0.7970 |
0.0926 |
10.8% |
0.0162 |
1.9% |
66% |
False |
False |
48,511 |
| 60 |
0.9195 |
0.7970 |
0.1225 |
14.3% |
0.0141 |
1.6% |
50% |
False |
False |
32,456 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0123 |
1.4% |
49% |
False |
False |
24,369 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0099 |
1.1% |
49% |
False |
False |
19,497 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9500 |
|
2.618 |
0.9153 |
|
1.618 |
0.8940 |
|
1.000 |
0.8808 |
|
0.618 |
0.8727 |
|
HIGH |
0.8595 |
|
0.618 |
0.8514 |
|
0.500 |
0.8489 |
|
0.382 |
0.8463 |
|
LOW |
0.8382 |
|
0.618 |
0.8250 |
|
1.000 |
0.8169 |
|
1.618 |
0.8037 |
|
2.618 |
0.7824 |
|
4.250 |
0.7477 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8552 |
0.8530 |
| PP |
0.8520 |
0.8476 |
| S1 |
0.8489 |
0.8423 |
|