CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8276 |
0.8488 |
0.0212 |
2.6% |
0.8227 |
| High |
0.8508 |
0.8509 |
0.0001 |
0.0% |
0.8509 |
| Low |
0.8266 |
0.8426 |
0.0160 |
1.9% |
0.8083 |
| Close |
0.8485 |
0.8485 |
0.0000 |
0.0% |
0.8485 |
| Range |
0.0242 |
0.0083 |
-0.0159 |
-65.7% |
0.0426 |
| ATR |
0.0185 |
0.0178 |
-0.0007 |
-3.9% |
0.0000 |
| Volume |
97,223 |
93,215 |
-4,008 |
-4.1% |
602,159 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8722 |
0.8687 |
0.8531 |
|
| R3 |
0.8639 |
0.8604 |
0.8508 |
|
| R2 |
0.8556 |
0.8556 |
0.8500 |
|
| R1 |
0.8521 |
0.8521 |
0.8493 |
0.8497 |
| PP |
0.8473 |
0.8473 |
0.8473 |
0.8462 |
| S1 |
0.8438 |
0.8438 |
0.8477 |
0.8414 |
| S2 |
0.8390 |
0.8390 |
0.8470 |
|
| S3 |
0.8307 |
0.8355 |
0.8462 |
|
| S4 |
0.8224 |
0.8272 |
0.8439 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9637 |
0.9487 |
0.8719 |
|
| R3 |
0.9211 |
0.9061 |
0.8602 |
|
| R2 |
0.8785 |
0.8785 |
0.8563 |
|
| R1 |
0.8635 |
0.8635 |
0.8524 |
0.8710 |
| PP |
0.8359 |
0.8359 |
0.8359 |
0.8397 |
| S1 |
0.8209 |
0.8209 |
0.8446 |
0.8284 |
| S2 |
0.7933 |
0.7933 |
0.8407 |
|
| S3 |
0.7507 |
0.7783 |
0.8368 |
|
| S4 |
0.7081 |
0.7357 |
0.8251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8509 |
0.8083 |
0.0426 |
5.0% |
0.0166 |
2.0% |
94% |
True |
False |
120,431 |
| 10 |
0.8537 |
0.8083 |
0.0454 |
5.4% |
0.0176 |
2.1% |
89% |
False |
False |
123,759 |
| 20 |
0.8951 |
0.8049 |
0.0902 |
10.6% |
0.0202 |
2.4% |
48% |
False |
False |
143,151 |
| 40 |
0.9286 |
0.8049 |
0.1237 |
14.6% |
0.0162 |
1.9% |
35% |
False |
False |
134,564 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
14.8% |
0.0136 |
1.6% |
35% |
False |
False |
113,814 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
14.8% |
0.0124 |
1.5% |
35% |
False |
False |
90,778 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
14.8% |
0.0121 |
1.4% |
35% |
False |
False |
72,710 |
| 120 |
0.9308 |
0.8049 |
0.1259 |
14.8% |
0.0113 |
1.3% |
35% |
False |
False |
60,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8862 |
|
2.618 |
0.8726 |
|
1.618 |
0.8643 |
|
1.000 |
0.8592 |
|
0.618 |
0.8560 |
|
HIGH |
0.8509 |
|
0.618 |
0.8477 |
|
0.500 |
0.8468 |
|
0.382 |
0.8458 |
|
LOW |
0.8426 |
|
0.618 |
0.8375 |
|
1.000 |
0.8343 |
|
1.618 |
0.8292 |
|
2.618 |
0.8209 |
|
4.250 |
0.8073 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8479 |
0.8440 |
| PP |
0.8473 |
0.8395 |
| S1 |
0.8468 |
0.8350 |
|