CME Australian Dollar Future September 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 |
0.8398 |
0.8427 |
0.0029 |
0.3% |
0.8136 |
| High |
0.8419 |
0.8575 |
0.0156 |
1.9% |
0.8419 |
| Low |
0.8336 |
0.8420 |
0.0084 |
1.0% |
0.8000 |
| Close |
0.8395 |
0.8522 |
0.0127 |
1.5% |
0.8395 |
| Range |
0.0083 |
0.0155 |
0.0072 |
86.7% |
0.0419 |
| ATR |
0.0170 |
0.0170 |
0.0001 |
0.4% |
0.0000 |
| Volume |
89,156 |
85,868 |
-3,288 |
-3.7% |
177,798 |
|
| Daily Pivots for day following 14-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8971 |
0.8901 |
0.8607 |
|
| R3 |
0.8816 |
0.8746 |
0.8565 |
|
| R2 |
0.8661 |
0.8661 |
0.8550 |
|
| R1 |
0.8591 |
0.8591 |
0.8536 |
0.8626 |
| PP |
0.8506 |
0.8506 |
0.8506 |
0.8523 |
| S1 |
0.8436 |
0.8436 |
0.8508 |
0.8471 |
| S2 |
0.8351 |
0.8351 |
0.8494 |
|
| S3 |
0.8196 |
0.8281 |
0.8479 |
|
| S4 |
0.8041 |
0.8126 |
0.8437 |
|
|
| 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 |
0.8575 |
0.8000 |
0.0575 |
6.7% |
0.0166 |
1.9% |
91% |
True |
False |
51,471 |
| 10 |
0.8575 |
0.8000 |
0.0575 |
6.7% |
0.0174 |
2.0% |
91% |
True |
False |
27,301 |
| 20 |
0.8742 |
0.7970 |
0.0772 |
9.1% |
0.0195 |
2.3% |
72% |
False |
False |
14,620 |
| 40 |
0.9179 |
0.7970 |
0.1209 |
14.2% |
0.0149 |
1.8% |
46% |
False |
False |
7,621 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
14.8% |
0.0122 |
1.4% |
44% |
False |
False |
5,118 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.8% |
0.0095 |
1.1% |
44% |
False |
False |
3,849 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.8% |
0.0076 |
0.9% |
44% |
False |
False |
3,080 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9234 |
|
2.618 |
0.8981 |
|
1.618 |
0.8826 |
|
1.000 |
0.8730 |
|
0.618 |
0.8671 |
|
HIGH |
0.8575 |
|
0.618 |
0.8516 |
|
0.500 |
0.8498 |
|
0.382 |
0.8479 |
|
LOW |
0.8420 |
|
0.618 |
0.8324 |
|
1.000 |
0.8265 |
|
1.618 |
0.8169 |
|
2.618 |
0.8014 |
|
4.250 |
0.7761 |
|
|
| Fisher Pivots for day following 14-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8514 |
0.8474 |
| PP |
0.8506 |
0.8426 |
| S1 |
0.8498 |
0.8379 |
|