CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8450 |
0.8564 |
0.0114 |
1.3% |
0.8667 |
| High |
0.8595 |
0.8725 |
0.0130 |
1.5% |
0.8700 |
| Low |
0.8382 |
0.8558 |
0.0176 |
2.1% |
0.8247 |
| Close |
0.8583 |
0.8678 |
0.0095 |
1.1% |
0.8352 |
| Range |
0.0213 |
0.0167 |
-0.0046 |
-21.6% |
0.0453 |
| ATR |
0.0159 |
0.0160 |
0.0001 |
0.4% |
0.0000 |
| Volume |
129,053 |
117,313 |
-11,740 |
-9.1% |
596,957 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9155 |
0.9083 |
0.8770 |
|
| R3 |
0.8988 |
0.8916 |
0.8724 |
|
| R2 |
0.8821 |
0.8821 |
0.8709 |
|
| R1 |
0.8749 |
0.8749 |
0.8693 |
0.8785 |
| PP |
0.8654 |
0.8654 |
0.8654 |
0.8672 |
| S1 |
0.8582 |
0.8582 |
0.8663 |
0.8618 |
| S2 |
0.8487 |
0.8487 |
0.8647 |
|
| S3 |
0.8320 |
0.8415 |
0.8632 |
|
| S4 |
0.8153 |
0.8248 |
0.8586 |
|
|
| 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 |
0.8725 |
0.8247 |
0.0478 |
5.5% |
0.0173 |
2.0% |
90% |
True |
False |
128,807 |
| 10 |
0.8725 |
0.8247 |
0.0478 |
5.5% |
0.0164 |
1.9% |
90% |
True |
False |
117,515 |
| 20 |
0.8772 |
0.8182 |
0.0590 |
6.8% |
0.0145 |
1.7% |
84% |
False |
False |
98,501 |
| 40 |
0.8896 |
0.7970 |
0.0926 |
10.7% |
0.0164 |
1.9% |
76% |
False |
False |
51,435 |
| 60 |
0.9195 |
0.7970 |
0.1225 |
14.1% |
0.0143 |
1.7% |
58% |
False |
False |
34,404 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0124 |
1.4% |
56% |
False |
False |
25,833 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0100 |
1.2% |
56% |
False |
False |
20,670 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0083 |
1.0% |
56% |
False |
False |
17,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9435 |
|
2.618 |
0.9162 |
|
1.618 |
0.8995 |
|
1.000 |
0.8892 |
|
0.618 |
0.8828 |
|
HIGH |
0.8725 |
|
0.618 |
0.8661 |
|
0.500 |
0.8642 |
|
0.382 |
0.8622 |
|
LOW |
0.8558 |
|
0.618 |
0.8455 |
|
1.000 |
0.8391 |
|
1.618 |
0.8288 |
|
2.618 |
0.8121 |
|
4.250 |
0.7848 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8666 |
0.8615 |
| PP |
0.8654 |
0.8551 |
| S1 |
0.8642 |
0.8488 |
|