CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8494 |
0.8559 |
0.0065 |
0.8% |
0.8136 |
| High |
0.8570 |
0.8586 |
0.0016 |
0.2% |
0.8419 |
| Low |
0.8416 |
0.8491 |
0.0075 |
0.9% |
0.8000 |
| Close |
0.8550 |
0.8562 |
0.0012 |
0.1% |
0.8395 |
| Range |
0.0154 |
0.0095 |
-0.0059 |
-38.3% |
0.0419 |
| ATR |
0.0169 |
0.0164 |
-0.0005 |
-3.1% |
0.0000 |
| Volume |
86,332 |
84,352 |
-1,980 |
-2.3% |
177,798 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8831 |
0.8792 |
0.8614 |
|
| R3 |
0.8736 |
0.8697 |
0.8588 |
|
| R2 |
0.8641 |
0.8641 |
0.8579 |
|
| R1 |
0.8602 |
0.8602 |
0.8571 |
0.8622 |
| PP |
0.8546 |
0.8546 |
0.8546 |
0.8556 |
| S1 |
0.8507 |
0.8507 |
0.8553 |
0.8527 |
| S2 |
0.8451 |
0.8451 |
0.8545 |
|
| S3 |
0.8356 |
0.8412 |
0.8536 |
|
| S4 |
0.8261 |
0.8317 |
0.8510 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9528 |
0.9381 |
0.8625 |
|
| R3 |
0.9109 |
0.8962 |
0.8510 |
|
| R2 |
0.8690 |
0.8690 |
0.8472 |
|
| R1 |
0.8543 |
0.8543 |
0.8433 |
0.8617 |
| PP |
0.8271 |
0.8271 |
0.8271 |
0.8308 |
| S1 |
0.8124 |
0.8124 |
0.8357 |
0.8198 |
| S2 |
0.7852 |
0.7852 |
0.8318 |
|
| S3 |
0.7433 |
0.7705 |
0.8280 |
|
| S4 |
0.7014 |
0.7286 |
0.8165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8586 |
0.8182 |
0.0404 |
4.7% |
0.0145 |
1.7% |
94% |
True |
False |
76,324 |
| 10 |
0.8586 |
0.8000 |
0.0586 |
6.8% |
0.0163 |
1.9% |
96% |
True |
False |
43,861 |
| 20 |
0.8586 |
0.7970 |
0.0616 |
7.2% |
0.0191 |
2.2% |
96% |
True |
False |
23,080 |
| 40 |
0.9179 |
0.7970 |
0.1209 |
14.1% |
0.0152 |
1.8% |
49% |
False |
False |
11,879 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0124 |
1.4% |
47% |
False |
False |
7,961 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0098 |
1.1% |
47% |
False |
False |
5,982 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0078 |
0.9% |
47% |
False |
False |
4,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8990 |
|
2.618 |
0.8835 |
|
1.618 |
0.8740 |
|
1.000 |
0.8681 |
|
0.618 |
0.8645 |
|
HIGH |
0.8586 |
|
0.618 |
0.8550 |
|
0.500 |
0.8539 |
|
0.382 |
0.8527 |
|
LOW |
0.8491 |
|
0.618 |
0.8432 |
|
1.000 |
0.8396 |
|
1.618 |
0.8337 |
|
2.618 |
0.8242 |
|
4.250 |
0.8087 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8554 |
0.8542 |
| PP |
0.8546 |
0.8521 |
| S1 |
0.8539 |
0.8501 |
|