CME Australian Dollar Future June 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 |
0.8488 |
0.8514 |
0.0026 |
0.3% |
0.8227 |
| High |
0.8509 |
0.8646 |
0.0137 |
1.6% |
0.8509 |
| Low |
0.8426 |
0.8511 |
0.0085 |
1.0% |
0.8083 |
| Close |
0.8485 |
0.8636 |
0.0151 |
1.8% |
0.8485 |
| Range |
0.0083 |
0.0135 |
0.0052 |
62.7% |
0.0426 |
| ATR |
0.0178 |
0.0177 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
93,215 |
22,978 |
-70,237 |
-75.3% |
602,159 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9003 |
0.8954 |
0.8710 |
|
| R3 |
0.8868 |
0.8819 |
0.8673 |
|
| R2 |
0.8733 |
0.8733 |
0.8661 |
|
| R1 |
0.8684 |
0.8684 |
0.8648 |
0.8709 |
| PP |
0.8598 |
0.8598 |
0.8598 |
0.8610 |
| S1 |
0.8549 |
0.8549 |
0.8624 |
0.8574 |
| S2 |
0.8463 |
0.8463 |
0.8611 |
|
| S3 |
0.8328 |
0.8414 |
0.8599 |
|
| S4 |
0.8193 |
0.8279 |
0.8562 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9637 |
0.9487 |
0.8719 |
|
| R3 |
0.9211 |
0.9061 |
0.8602 |
|
| R2 |
0.8785 |
0.8785 |
0.8563 |
|
| R1 |
0.8635 |
0.8635 |
0.8524 |
0.8710 |
| PP |
0.8359 |
0.8359 |
0.8359 |
0.8397 |
| S1 |
0.8209 |
0.8209 |
0.8446 |
0.8284 |
| S2 |
0.7933 |
0.7933 |
0.8407 |
|
| S3 |
0.7507 |
0.7783 |
0.8368 |
|
| S4 |
0.7081 |
0.7357 |
0.8251 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8646 |
0.8083 |
0.0563 |
6.5% |
0.0165 |
1.9% |
98% |
True |
False |
98,821 |
| 10 |
0.8646 |
0.8083 |
0.0563 |
6.5% |
0.0177 |
2.0% |
98% |
True |
False |
111,455 |
| 20 |
0.8835 |
0.8049 |
0.0786 |
9.1% |
0.0202 |
2.3% |
75% |
False |
False |
139,244 |
| 40 |
0.9282 |
0.8049 |
0.1233 |
14.3% |
0.0162 |
1.9% |
48% |
False |
False |
133,559 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
14.6% |
0.0137 |
1.6% |
47% |
False |
False |
113,013 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
14.6% |
0.0125 |
1.4% |
47% |
False |
False |
91,061 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
14.6% |
0.0121 |
1.4% |
47% |
False |
False |
72,938 |
| 120 |
0.9308 |
0.8049 |
0.1259 |
14.6% |
0.0113 |
1.3% |
47% |
False |
False |
60,833 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9220 |
|
2.618 |
0.8999 |
|
1.618 |
0.8864 |
|
1.000 |
0.8781 |
|
0.618 |
0.8729 |
|
HIGH |
0.8646 |
|
0.618 |
0.8594 |
|
0.500 |
0.8579 |
|
0.382 |
0.8563 |
|
LOW |
0.8511 |
|
0.618 |
0.8428 |
|
1.000 |
0.8376 |
|
1.618 |
0.8293 |
|
2.618 |
0.8158 |
|
4.250 |
0.7937 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8617 |
0.8576 |
| PP |
0.8598 |
0.8516 |
| S1 |
0.8579 |
0.8456 |
|