CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8590 |
0.8715 |
0.0125 |
1.5% |
0.8427 |
| High |
0.8644 |
0.8772 |
0.0128 |
1.5% |
0.8644 |
| Low |
0.8565 |
0.8665 |
0.0100 |
1.2% |
0.8416 |
| Close |
0.8615 |
0.8688 |
0.0073 |
0.8% |
0.8615 |
| Range |
0.0079 |
0.0107 |
0.0028 |
35.4% |
0.0228 |
| ATR |
0.0154 |
0.0154 |
0.0000 |
0.1% |
0.0000 |
| Volume |
88,741 |
57,017 |
-31,724 |
-35.7% |
422,965 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9029 |
0.8966 |
0.8747 |
|
| R3 |
0.8922 |
0.8859 |
0.8717 |
|
| R2 |
0.8815 |
0.8815 |
0.8708 |
|
| R1 |
0.8752 |
0.8752 |
0.8698 |
0.8730 |
| PP |
0.8708 |
0.8708 |
0.8708 |
0.8698 |
| S1 |
0.8645 |
0.8645 |
0.8678 |
0.8623 |
| S2 |
0.8601 |
0.8601 |
0.8668 |
|
| S3 |
0.8494 |
0.8538 |
0.8659 |
|
| S4 |
0.8387 |
0.8431 |
0.8629 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9242 |
0.9157 |
0.8740 |
|
| R3 |
0.9014 |
0.8929 |
0.8678 |
|
| R2 |
0.8786 |
0.8786 |
0.8657 |
|
| R1 |
0.8701 |
0.8701 |
0.8636 |
0.8744 |
| PP |
0.8558 |
0.8558 |
0.8558 |
0.8580 |
| S1 |
0.8473 |
0.8473 |
0.8594 |
0.8516 |
| S2 |
0.8330 |
0.8330 |
0.8573 |
|
| S3 |
0.8102 |
0.8245 |
0.8552 |
|
| S4 |
0.7874 |
0.8017 |
0.8490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8772 |
0.8416 |
0.0356 |
4.1% |
0.0108 |
1.2% |
76% |
True |
False |
78,822 |
| 10 |
0.8772 |
0.8000 |
0.0772 |
8.9% |
0.0137 |
1.6% |
89% |
True |
False |
65,147 |
| 20 |
0.8772 |
0.7970 |
0.0802 |
9.2% |
0.0162 |
1.9% |
90% |
True |
False |
33,703 |
| 40 |
0.9176 |
0.7970 |
0.1206 |
13.9% |
0.0153 |
1.8% |
60% |
False |
False |
17,444 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0125 |
1.4% |
57% |
False |
False |
11,680 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0102 |
1.2% |
57% |
False |
False |
8,775 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0081 |
0.9% |
57% |
False |
False |
7,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9227 |
|
2.618 |
0.9052 |
|
1.618 |
0.8945 |
|
1.000 |
0.8879 |
|
0.618 |
0.8838 |
|
HIGH |
0.8772 |
|
0.618 |
0.8731 |
|
0.500 |
0.8719 |
|
0.382 |
0.8706 |
|
LOW |
0.8665 |
|
0.618 |
0.8599 |
|
1.000 |
0.8558 |
|
1.618 |
0.8492 |
|
2.618 |
0.8385 |
|
4.250 |
0.8210 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8719 |
0.8670 |
| PP |
0.8708 |
0.8652 |
| S1 |
0.8698 |
0.8635 |
|