CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 14-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2010 |
14-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8280 |
0.8480 |
0.0200 |
2.4% |
0.7968 |
| High |
0.8310 |
0.8480 |
0.0170 |
2.0% |
0.8310 |
| Low |
0.8280 |
0.8480 |
0.0200 |
2.4% |
0.7968 |
| Close |
0.8307 |
0.8434 |
0.0127 |
1.5% |
0.8307 |
| Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0342 |
| ATR |
0.0094 |
0.0100 |
0.0006 |
6.0% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
5 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8465 |
0.8449 |
0.8434 |
|
| R3 |
0.8465 |
0.8449 |
0.8434 |
|
| R2 |
0.8465 |
0.8465 |
0.8434 |
|
| R1 |
0.8449 |
0.8449 |
0.8434 |
0.8457 |
| PP |
0.8465 |
0.8465 |
0.8465 |
0.8469 |
| S1 |
0.8449 |
0.8449 |
0.8434 |
0.8457 |
| S2 |
0.8465 |
0.8465 |
0.8434 |
|
| S3 |
0.8465 |
0.8449 |
0.8434 |
|
| S4 |
0.8465 |
0.8449 |
0.8434 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9221 |
0.9106 |
0.8495 |
|
| R3 |
0.8879 |
0.8764 |
0.8401 |
|
| R2 |
0.8537 |
0.8537 |
0.8370 |
|
| R1 |
0.8422 |
0.8422 |
0.8338 |
0.8480 |
| PP |
0.8195 |
0.8195 |
0.8195 |
0.8224 |
| S1 |
0.8080 |
0.8080 |
0.8276 |
0.8138 |
| S2 |
0.7853 |
0.7853 |
0.8244 |
|
| S3 |
0.7511 |
0.7738 |
0.8213 |
|
| S4 |
0.7169 |
0.7396 |
0.8119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8480 |
0.8039 |
0.0441 |
5.2% |
0.0006 |
0.1% |
90% |
True |
False |
1 |
| 10 |
0.8480 |
0.7968 |
0.0512 |
6.1% |
0.0003 |
0.0% |
91% |
True |
False |
5 |
| 20 |
0.8600 |
0.7950 |
0.0650 |
7.7% |
0.0019 |
0.2% |
74% |
False |
False |
47 |
| 40 |
0.9051 |
0.7950 |
0.1101 |
13.1% |
0.0009 |
0.1% |
44% |
False |
False |
24 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.5% |
0.0006 |
0.1% |
43% |
False |
False |
16 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.5% |
0.0005 |
0.1% |
43% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8480 |
|
2.618 |
0.8480 |
|
1.618 |
0.8480 |
|
1.000 |
0.8480 |
|
0.618 |
0.8480 |
|
HIGH |
0.8480 |
|
0.618 |
0.8480 |
|
0.500 |
0.8480 |
|
0.382 |
0.8480 |
|
LOW |
0.8480 |
|
0.618 |
0.8480 |
|
1.000 |
0.8480 |
|
1.618 |
0.8480 |
|
2.618 |
0.8480 |
|
4.250 |
0.8480 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8480 |
0.8416 |
| PP |
0.8465 |
0.8398 |
| S1 |
0.8449 |
0.8380 |
|