CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 29-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
0.8667 |
0.8640 |
-0.0027 |
-0.3% |
0.8715 |
High |
0.8700 |
0.8643 |
-0.0057 |
-0.7% |
0.8772 |
Low |
0.8629 |
0.8393 |
-0.0236 |
-2.7% |
0.8517 |
Close |
0.8652 |
0.8435 |
-0.0217 |
-2.5% |
0.8668 |
Range |
0.0071 |
0.0250 |
0.0179 |
252.1% |
0.0255 |
ATR |
0.0144 |
0.0152 |
0.0008 |
5.7% |
0.0000 |
Volume |
103,509 |
67,487 |
-36,022 |
-34.8% |
473,154 |
|
Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9240 |
0.9088 |
0.8573 |
|
R3 |
0.8990 |
0.8838 |
0.8504 |
|
R2 |
0.8740 |
0.8740 |
0.8481 |
|
R1 |
0.8588 |
0.8588 |
0.8458 |
0.8539 |
PP |
0.8490 |
0.8490 |
0.8490 |
0.8466 |
S1 |
0.8338 |
0.8338 |
0.8412 |
0.8289 |
S2 |
0.8240 |
0.8240 |
0.8389 |
|
S3 |
0.7990 |
0.8088 |
0.8366 |
|
S4 |
0.7740 |
0.7838 |
0.8298 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9417 |
0.9298 |
0.8808 |
|
R3 |
0.9162 |
0.9043 |
0.8738 |
|
R2 |
0.8907 |
0.8907 |
0.8715 |
|
R1 |
0.8788 |
0.8788 |
0.8691 |
0.8720 |
PP |
0.8652 |
0.8652 |
0.8652 |
0.8619 |
S1 |
0.8533 |
0.8533 |
0.8645 |
0.8465 |
S2 |
0.8397 |
0.8397 |
0.8621 |
|
S3 |
0.8142 |
0.8278 |
0.8598 |
|
S4 |
0.7887 |
0.8023 |
0.8528 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8700 |
0.8393 |
0.0307 |
3.6% |
0.0147 |
1.7% |
14% |
False |
True |
99,693 |
10 |
0.8772 |
0.8393 |
0.0379 |
4.5% |
0.0124 |
1.5% |
11% |
False |
True |
89,491 |
20 |
0.8772 |
0.8000 |
0.0772 |
9.2% |
0.0146 |
1.7% |
56% |
False |
False |
62,638 |
40 |
0.9123 |
0.7970 |
0.1153 |
13.7% |
0.0163 |
1.9% |
40% |
False |
False |
32,066 |
60 |
0.9230 |
0.7970 |
0.1260 |
14.9% |
0.0133 |
1.6% |
37% |
False |
False |
21,453 |
80 |
0.9230 |
0.7970 |
0.1260 |
14.9% |
0.0112 |
1.3% |
37% |
False |
False |
16,114 |
100 |
0.9230 |
0.7970 |
0.1260 |
14.9% |
0.0090 |
1.1% |
37% |
False |
False |
12,892 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9706 |
2.618 |
0.9298 |
1.618 |
0.9048 |
1.000 |
0.8893 |
0.618 |
0.8798 |
HIGH |
0.8643 |
0.618 |
0.8548 |
0.500 |
0.8518 |
0.382 |
0.8489 |
LOW |
0.8393 |
0.618 |
0.8239 |
1.000 |
0.8143 |
1.618 |
0.7989 |
2.618 |
0.7739 |
4.250 |
0.7331 |
|
|
Fisher Pivots for day following 29-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8518 |
0.8547 |
PP |
0.8490 |
0.8509 |
S1 |
0.8463 |
0.8472 |
|