CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 18-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8534 |
0.8590 |
0.0056 |
0.7% |
0.8427 |
| High |
0.8603 |
0.8644 |
0.0041 |
0.5% |
0.8644 |
| Low |
0.8497 |
0.8565 |
0.0068 |
0.8% |
0.8416 |
| Close |
0.8579 |
0.8615 |
0.0036 |
0.4% |
0.8615 |
| Range |
0.0106 |
0.0079 |
-0.0027 |
-25.5% |
0.0228 |
| ATR |
0.0160 |
0.0154 |
-0.0006 |
-3.6% |
0.0000 |
| Volume |
77,672 |
88,741 |
11,069 |
14.3% |
422,965 |
|
| Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8845 |
0.8809 |
0.8658 |
|
| R3 |
0.8766 |
0.8730 |
0.8637 |
|
| R2 |
0.8687 |
0.8687 |
0.8629 |
|
| R1 |
0.8651 |
0.8651 |
0.8622 |
0.8669 |
| PP |
0.8608 |
0.8608 |
0.8608 |
0.8617 |
| S1 |
0.8572 |
0.8572 |
0.8608 |
0.8590 |
| S2 |
0.8529 |
0.8529 |
0.8601 |
|
| S3 |
0.8450 |
0.8493 |
0.8593 |
|
| S4 |
0.8371 |
0.8414 |
0.8572 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9242 |
0.9157 |
0.8740 |
|
| R3 |
0.9014 |
0.8929 |
0.8678 |
|
| R2 |
0.8786 |
0.8786 |
0.8657 |
|
| R1 |
0.8701 |
0.8701 |
0.8636 |
0.8744 |
| PP |
0.8558 |
0.8558 |
0.8558 |
0.8580 |
| S1 |
0.8473 |
0.8473 |
0.8594 |
0.8516 |
| S2 |
0.8330 |
0.8330 |
0.8573 |
|
| S3 |
0.8102 |
0.8245 |
0.8552 |
|
| S4 |
0.7874 |
0.8017 |
0.8490 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8644 |
0.8416 |
0.0228 |
2.6% |
0.0118 |
1.4% |
87% |
True |
False |
84,593 |
| 10 |
0.8644 |
0.8000 |
0.0644 |
7.5% |
0.0140 |
1.6% |
95% |
True |
False |
60,076 |
| 20 |
0.8644 |
0.7970 |
0.0674 |
7.8% |
0.0171 |
2.0% |
96% |
True |
False |
30,988 |
| 40 |
0.9176 |
0.7970 |
0.1206 |
14.0% |
0.0153 |
1.8% |
53% |
False |
False |
16,030 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0125 |
1.4% |
51% |
False |
False |
10,732 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0100 |
1.2% |
51% |
False |
False |
8,062 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0080 |
0.9% |
51% |
False |
False |
6,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8980 |
|
2.618 |
0.8851 |
|
1.618 |
0.8772 |
|
1.000 |
0.8723 |
|
0.618 |
0.8693 |
|
HIGH |
0.8644 |
|
0.618 |
0.8614 |
|
0.500 |
0.8605 |
|
0.382 |
0.8595 |
|
LOW |
0.8565 |
|
0.618 |
0.8516 |
|
1.000 |
0.8486 |
|
1.618 |
0.8437 |
|
2.618 |
0.8358 |
|
4.250 |
0.8229 |
|
|
| Fisher Pivots for day following 18-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8612 |
0.8599 |
| PP |
0.8608 |
0.8583 |
| S1 |
0.8605 |
0.8568 |
|