CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8635 |
0.8658 |
0.0023 |
0.3% |
0.8427 |
| High |
0.8699 |
0.8691 |
-0.0008 |
-0.1% |
0.8644 |
| Low |
0.8579 |
0.8562 |
-0.0017 |
-0.2% |
0.8416 |
| Close |
0.8654 |
0.8607 |
-0.0047 |
-0.5% |
0.8615 |
| Range |
0.0120 |
0.0129 |
0.0009 |
7.5% |
0.0228 |
| ATR |
0.0150 |
0.0148 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
101,162 |
132,524 |
31,362 |
31.0% |
422,965 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9007 |
0.8936 |
0.8678 |
|
| R3 |
0.8878 |
0.8807 |
0.8642 |
|
| R2 |
0.8749 |
0.8749 |
0.8631 |
|
| R1 |
0.8678 |
0.8678 |
0.8619 |
0.8649 |
| PP |
0.8620 |
0.8620 |
0.8620 |
0.8606 |
| S1 |
0.8549 |
0.8549 |
0.8595 |
0.8520 |
| S2 |
0.8491 |
0.8491 |
0.8583 |
|
| S3 |
0.8362 |
0.8420 |
0.8572 |
|
| S4 |
0.8233 |
0.8291 |
0.8536 |
|
|
| 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 |
0.8562 |
0.0210 |
2.4% |
0.0112 |
1.3% |
21% |
False |
True |
93,622 |
| 10 |
0.8772 |
0.8336 |
0.0436 |
5.1% |
0.0115 |
1.3% |
62% |
False |
False |
89,149 |
| 20 |
0.8772 |
0.8000 |
0.0772 |
9.0% |
0.0154 |
1.8% |
79% |
False |
False |
49,668 |
| 40 |
0.9176 |
0.7970 |
0.1206 |
14.0% |
0.0155 |
1.8% |
53% |
False |
False |
25,477 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0127 |
1.5% |
51% |
False |
False |
17,044 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0106 |
1.2% |
51% |
False |
False |
12,804 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0085 |
1.0% |
51% |
False |
False |
10,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9239 |
|
2.618 |
0.9029 |
|
1.618 |
0.8900 |
|
1.000 |
0.8820 |
|
0.618 |
0.8771 |
|
HIGH |
0.8691 |
|
0.618 |
0.8642 |
|
0.500 |
0.8627 |
|
0.382 |
0.8611 |
|
LOW |
0.8562 |
|
0.618 |
0.8482 |
|
1.000 |
0.8433 |
|
1.618 |
0.8353 |
|
2.618 |
0.8224 |
|
4.250 |
0.8014 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8627 |
0.8656 |
| PP |
0.8620 |
0.8640 |
| S1 |
0.8614 |
0.8623 |
|