CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 11-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2010 |
11-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8187 |
0.8398 |
0.0211 |
2.6% |
0.8136 |
| High |
0.8418 |
0.8419 |
0.0001 |
0.0% |
0.8419 |
| Low |
0.8182 |
0.8336 |
0.0154 |
1.9% |
0.8000 |
| Close |
0.8395 |
0.8395 |
0.0000 |
0.0% |
0.8395 |
| Range |
0.0236 |
0.0083 |
-0.0153 |
-64.8% |
0.0419 |
| ATR |
0.0176 |
0.0170 |
-0.0007 |
-3.8% |
0.0000 |
| Volume |
35,913 |
89,156 |
53,243 |
148.3% |
177,798 |
|
| Daily Pivots for day following 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8632 |
0.8597 |
0.8441 |
|
| R3 |
0.8549 |
0.8514 |
0.8418 |
|
| R2 |
0.8466 |
0.8466 |
0.8410 |
|
| R1 |
0.8431 |
0.8431 |
0.8403 |
0.8407 |
| PP |
0.8383 |
0.8383 |
0.8383 |
0.8372 |
| S1 |
0.8348 |
0.8348 |
0.8387 |
0.8324 |
| S2 |
0.8300 |
0.8300 |
0.8380 |
|
| S3 |
0.8217 |
0.8265 |
0.8372 |
|
| S4 |
0.8134 |
0.8182 |
0.8349 |
|
|
| 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 |
0.8419 |
0.8000 |
0.0419 |
5.0% |
0.0161 |
1.9% |
94% |
True |
False |
35,559 |
| 10 |
0.8448 |
0.8000 |
0.0448 |
5.3% |
0.0171 |
2.0% |
88% |
False |
False |
18,981 |
| 20 |
0.8846 |
0.7970 |
0.0876 |
10.4% |
0.0193 |
2.3% |
49% |
False |
False |
10,610 |
| 40 |
0.9179 |
0.7970 |
0.1209 |
14.4% |
0.0148 |
1.8% |
35% |
False |
False |
5,478 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0120 |
1.4% |
34% |
False |
False |
3,688 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0093 |
1.1% |
34% |
False |
False |
2,776 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0074 |
0.9% |
34% |
False |
False |
2,222 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8772 |
|
2.618 |
0.8636 |
|
1.618 |
0.8553 |
|
1.000 |
0.8502 |
|
0.618 |
0.8470 |
|
HIGH |
0.8419 |
|
0.618 |
0.8387 |
|
0.500 |
0.8378 |
|
0.382 |
0.8368 |
|
LOW |
0.8336 |
|
0.618 |
0.8285 |
|
1.000 |
0.8253 |
|
1.618 |
0.8202 |
|
2.618 |
0.8119 |
|
4.250 |
0.7983 |
|
|
| Fisher Pivots for day following 11-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8389 |
0.8351 |
| PP |
0.8383 |
0.8306 |
| S1 |
0.8378 |
0.8262 |
|