CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8962 |
0.8868 |
-0.0094 |
-1.0% |
0.8615 |
| High |
0.8968 |
0.8998 |
0.0030 |
0.3% |
0.8918 |
| Low |
0.8858 |
0.8866 |
0.0008 |
0.1% |
0.8576 |
| Close |
0.8871 |
0.8970 |
0.0099 |
1.1% |
0.8907 |
| Range |
0.0110 |
0.0132 |
0.0022 |
20.0% |
0.0342 |
| ATR |
0.0131 |
0.0131 |
0.0000 |
0.0% |
0.0000 |
| Volume |
82,451 |
92,717 |
10,266 |
12.5% |
516,359 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9341 |
0.9287 |
0.9043 |
|
| R3 |
0.9209 |
0.9155 |
0.9006 |
|
| R2 |
0.9077 |
0.9077 |
0.8994 |
|
| R1 |
0.9023 |
0.9023 |
0.8982 |
0.9050 |
| PP |
0.8945 |
0.8945 |
0.8945 |
0.8958 |
| S1 |
0.8891 |
0.8891 |
0.8958 |
0.8918 |
| S2 |
0.8813 |
0.8813 |
0.8946 |
|
| S3 |
0.8681 |
0.8759 |
0.8934 |
|
| S4 |
0.8549 |
0.8627 |
0.8897 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9709 |
0.9095 |
|
| R3 |
0.9484 |
0.9367 |
0.9001 |
|
| R2 |
0.9142 |
0.9142 |
0.8970 |
|
| R1 |
0.9025 |
0.9025 |
0.8938 |
0.9084 |
| PP |
0.8800 |
0.8800 |
0.8800 |
0.8830 |
| S1 |
0.8683 |
0.8683 |
0.8876 |
0.8742 |
| S2 |
0.8458 |
0.8458 |
0.8844 |
|
| S3 |
0.8116 |
0.8341 |
0.8813 |
|
| S4 |
0.7774 |
0.7999 |
0.8719 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9019 |
0.8842 |
0.0177 |
2.0% |
0.0099 |
1.1% |
72% |
False |
False |
93,234 |
| 10 |
0.9019 |
0.8576 |
0.0443 |
4.9% |
0.0123 |
1.4% |
89% |
False |
False |
101,042 |
| 20 |
0.9019 |
0.8247 |
0.0772 |
8.6% |
0.0131 |
1.5% |
94% |
False |
False |
104,813 |
| 40 |
0.9019 |
0.8000 |
0.1019 |
11.4% |
0.0139 |
1.5% |
95% |
False |
False |
86,981 |
| 60 |
0.9019 |
0.7970 |
0.1049 |
11.7% |
0.0152 |
1.7% |
95% |
False |
False |
58,544 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.0% |
0.0134 |
1.5% |
79% |
False |
False |
43,965 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.0% |
0.0118 |
1.3% |
79% |
False |
False |
35,192 |
| 120 |
0.9230 |
0.7970 |
0.1260 |
14.0% |
0.0098 |
1.1% |
79% |
False |
False |
29,327 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9559 |
|
2.618 |
0.9344 |
|
1.618 |
0.9212 |
|
1.000 |
0.9130 |
|
0.618 |
0.9080 |
|
HIGH |
0.8998 |
|
0.618 |
0.8948 |
|
0.500 |
0.8932 |
|
0.382 |
0.8916 |
|
LOW |
0.8866 |
|
0.618 |
0.8784 |
|
1.000 |
0.8734 |
|
1.618 |
0.8652 |
|
2.618 |
0.8520 |
|
4.250 |
0.8305 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8957 |
0.8960 |
| PP |
0.8945 |
0.8949 |
| S1 |
0.8932 |
0.8939 |
|