CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8427 |
0.8494 |
0.0067 |
0.8% |
0.8136 |
| High |
0.8575 |
0.8570 |
-0.0005 |
-0.1% |
0.8419 |
| Low |
0.8420 |
0.8416 |
-0.0004 |
0.0% |
0.8000 |
| Close |
0.8522 |
0.8550 |
0.0028 |
0.3% |
0.8395 |
| Range |
0.0155 |
0.0154 |
-0.0001 |
-0.6% |
0.0419 |
| ATR |
0.0170 |
0.0169 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
85,868 |
86,332 |
464 |
0.5% |
177,798 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8974 |
0.8916 |
0.8635 |
|
| R3 |
0.8820 |
0.8762 |
0.8592 |
|
| R2 |
0.8666 |
0.8666 |
0.8578 |
|
| R1 |
0.8608 |
0.8608 |
0.8564 |
0.8637 |
| PP |
0.8512 |
0.8512 |
0.8512 |
0.8527 |
| S1 |
0.8454 |
0.8454 |
0.8536 |
0.8483 |
| S2 |
0.8358 |
0.8358 |
0.8522 |
|
| S3 |
0.8204 |
0.8300 |
0.8508 |
|
| S4 |
0.8050 |
0.8146 |
0.8465 |
|
|
| 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 |
0.8104 |
0.0471 |
5.5% |
0.0158 |
1.9% |
95% |
False |
False |
66,019 |
| 10 |
0.8575 |
0.8000 |
0.0575 |
6.7% |
0.0167 |
2.0% |
96% |
False |
False |
35,785 |
| 20 |
0.8668 |
0.7970 |
0.0698 |
8.2% |
0.0194 |
2.3% |
83% |
False |
False |
18,903 |
| 40 |
0.9179 |
0.7970 |
0.1209 |
14.1% |
0.0151 |
1.8% |
48% |
False |
False |
9,776 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0123 |
1.4% |
46% |
False |
False |
6,555 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0097 |
1.1% |
46% |
False |
False |
4,928 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0077 |
0.9% |
46% |
False |
False |
3,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9225 |
|
2.618 |
0.8973 |
|
1.618 |
0.8819 |
|
1.000 |
0.8724 |
|
0.618 |
0.8665 |
|
HIGH |
0.8570 |
|
0.618 |
0.8511 |
|
0.500 |
0.8493 |
|
0.382 |
0.8475 |
|
LOW |
0.8416 |
|
0.618 |
0.8321 |
|
1.000 |
0.8262 |
|
1.618 |
0.8167 |
|
2.618 |
0.8013 |
|
4.250 |
0.7762 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8531 |
0.8519 |
| PP |
0.8512 |
0.8487 |
| S1 |
0.8493 |
0.8456 |
|