CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8176 |
0.8187 |
0.0011 |
0.1% |
0.8339 |
| High |
0.8268 |
0.8418 |
0.0150 |
1.8% |
0.8420 |
| Low |
0.8104 |
0.8182 |
0.0078 |
1.0% |
0.8111 |
| Close |
0.8182 |
0.8395 |
0.0213 |
2.6% |
0.8118 |
| Range |
0.0164 |
0.0236 |
0.0072 |
43.9% |
0.0309 |
| ATR |
0.0172 |
0.0176 |
0.0005 |
2.7% |
0.0000 |
| Volume |
32,828 |
35,913 |
3,085 |
9.4% |
9,349 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9040 |
0.8953 |
0.8525 |
|
| R3 |
0.8804 |
0.8717 |
0.8460 |
|
| R2 |
0.8568 |
0.8568 |
0.8438 |
|
| R1 |
0.8481 |
0.8481 |
0.8417 |
0.8525 |
| PP |
0.8332 |
0.8332 |
0.8332 |
0.8353 |
| S1 |
0.8245 |
0.8245 |
0.8373 |
0.8289 |
| S2 |
0.8096 |
0.8096 |
0.8352 |
|
| S3 |
0.7860 |
0.8009 |
0.8330 |
|
| S4 |
0.7624 |
0.7773 |
0.8265 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9143 |
0.8940 |
0.8288 |
|
| R3 |
0.8834 |
0.8631 |
0.8203 |
|
| R2 |
0.8525 |
0.8525 |
0.8175 |
|
| R1 |
0.8322 |
0.8322 |
0.8146 |
0.8269 |
| PP |
0.8216 |
0.8216 |
0.8216 |
0.8190 |
| S1 |
0.8013 |
0.8013 |
0.8090 |
0.7960 |
| S2 |
0.7907 |
0.7907 |
0.8061 |
|
| S3 |
0.7598 |
0.7704 |
0.8033 |
|
| S4 |
0.7289 |
0.7395 |
0.7948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8418 |
0.8000 |
0.0418 |
5.0% |
0.0198 |
2.4% |
94% |
True |
False |
18,270 |
| 10 |
0.8448 |
0.8000 |
0.0448 |
5.3% |
0.0193 |
2.3% |
88% |
False |
False |
10,187 |
| 20 |
0.8896 |
0.7970 |
0.0926 |
11.0% |
0.0192 |
2.3% |
46% |
False |
False |
6,158 |
| 40 |
0.9195 |
0.7970 |
0.1225 |
14.6% |
0.0147 |
1.7% |
35% |
False |
False |
3,253 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0120 |
1.4% |
34% |
False |
False |
2,205 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0092 |
1.1% |
34% |
False |
False |
1,661 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0074 |
0.9% |
34% |
False |
False |
1,330 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9421 |
|
2.618 |
0.9036 |
|
1.618 |
0.8800 |
|
1.000 |
0.8654 |
|
0.618 |
0.8564 |
|
HIGH |
0.8418 |
|
0.618 |
0.8328 |
|
0.500 |
0.8300 |
|
0.382 |
0.8272 |
|
LOW |
0.8182 |
|
0.618 |
0.8036 |
|
1.000 |
0.7946 |
|
1.618 |
0.7800 |
|
2.618 |
0.7564 |
|
4.250 |
0.7179 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8363 |
0.8333 |
| PP |
0.8332 |
0.8271 |
| S1 |
0.8300 |
0.8209 |
|