CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8559 |
0.8534 |
-0.0025 |
-0.3% |
0.8136 |
| High |
0.8586 |
0.8603 |
0.0017 |
0.2% |
0.8419 |
| Low |
0.8491 |
0.8497 |
0.0006 |
0.1% |
0.8000 |
| Close |
0.8562 |
0.8579 |
0.0017 |
0.2% |
0.8395 |
| Range |
0.0095 |
0.0106 |
0.0011 |
11.6% |
0.0419 |
| ATR |
0.0164 |
0.0160 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
84,352 |
77,672 |
-6,680 |
-7.9% |
177,798 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8878 |
0.8834 |
0.8637 |
|
| R3 |
0.8772 |
0.8728 |
0.8608 |
|
| R2 |
0.8666 |
0.8666 |
0.8598 |
|
| R1 |
0.8622 |
0.8622 |
0.8589 |
0.8644 |
| PP |
0.8560 |
0.8560 |
0.8560 |
0.8571 |
| S1 |
0.8516 |
0.8516 |
0.8569 |
0.8538 |
| S2 |
0.8454 |
0.8454 |
0.8560 |
|
| S3 |
0.8348 |
0.8410 |
0.8550 |
|
| S4 |
0.8242 |
0.8304 |
0.8521 |
|
|
| 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 |
0.8603 |
0.8336 |
0.0267 |
3.1% |
0.0119 |
1.4% |
91% |
True |
False |
84,676 |
| 10 |
0.8603 |
0.8000 |
0.0603 |
7.0% |
0.0159 |
1.8% |
96% |
True |
False |
51,473 |
| 20 |
0.8603 |
0.7970 |
0.0633 |
7.4% |
0.0183 |
2.1% |
96% |
True |
False |
26,750 |
| 40 |
0.9176 |
0.7970 |
0.1206 |
14.1% |
0.0153 |
1.8% |
50% |
False |
False |
13,818 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0125 |
1.5% |
48% |
False |
False |
9,253 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0099 |
1.2% |
48% |
False |
False |
6,953 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.7% |
0.0079 |
0.9% |
48% |
False |
False |
5,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9054 |
|
2.618 |
0.8881 |
|
1.618 |
0.8775 |
|
1.000 |
0.8709 |
|
0.618 |
0.8669 |
|
HIGH |
0.8603 |
|
0.618 |
0.8563 |
|
0.500 |
0.8550 |
|
0.382 |
0.8537 |
|
LOW |
0.8497 |
|
0.618 |
0.8431 |
|
1.000 |
0.8391 |
|
1.618 |
0.8325 |
|
2.618 |
0.8219 |
|
4.250 |
0.8047 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8569 |
0.8556 |
| PP |
0.8560 |
0.8533 |
| S1 |
0.8550 |
0.8510 |
|