CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 21-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
0.8590 |
0.8715 |
0.0125 |
1.5% |
0.8427 |
High |
0.8644 |
0.8772 |
0.0128 |
1.5% |
0.8644 |
Low |
0.8565 |
0.8665 |
0.0100 |
1.2% |
0.8416 |
Close |
0.8615 |
0.8688 |
0.0073 |
0.8% |
0.8615 |
Range |
0.0079 |
0.0107 |
0.0028 |
35.4% |
0.0228 |
ATR |
0.0154 |
0.0154 |
0.0000 |
0.1% |
0.0000 |
Volume |
88,741 |
57,017 |
-31,724 |
-35.7% |
422,965 |
|
Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9029 |
0.8966 |
0.8747 |
|
R3 |
0.8922 |
0.8859 |
0.8717 |
|
R2 |
0.8815 |
0.8815 |
0.8708 |
|
R1 |
0.8752 |
0.8752 |
0.8698 |
0.8730 |
PP |
0.8708 |
0.8708 |
0.8708 |
0.8698 |
S1 |
0.8645 |
0.8645 |
0.8678 |
0.8623 |
S2 |
0.8601 |
0.8601 |
0.8668 |
|
S3 |
0.8494 |
0.8538 |
0.8659 |
|
S4 |
0.8387 |
0.8431 |
0.8629 |
|
|
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 |
0.8772 |
0.8416 |
0.0356 |
4.1% |
0.0108 |
1.2% |
76% |
True |
False |
78,822 |
10 |
0.8772 |
0.8000 |
0.0772 |
8.9% |
0.0137 |
1.6% |
89% |
True |
False |
65,147 |
20 |
0.8772 |
0.7970 |
0.0802 |
9.2% |
0.0162 |
1.9% |
90% |
True |
False |
33,703 |
40 |
0.9176 |
0.7970 |
0.1206 |
13.9% |
0.0153 |
1.8% |
60% |
False |
False |
17,444 |
60 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0125 |
1.4% |
57% |
False |
False |
11,680 |
80 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0102 |
1.2% |
57% |
False |
False |
8,775 |
100 |
0.9230 |
0.7970 |
0.1260 |
14.5% |
0.0081 |
0.9% |
57% |
False |
False |
7,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9227 |
2.618 |
0.9052 |
1.618 |
0.8945 |
1.000 |
0.8879 |
0.618 |
0.8838 |
HIGH |
0.8772 |
0.618 |
0.8731 |
0.500 |
0.8719 |
0.382 |
0.8706 |
LOW |
0.8665 |
0.618 |
0.8599 |
1.000 |
0.8558 |
1.618 |
0.8492 |
2.618 |
0.8385 |
4.250 |
0.8210 |
|
|
Fisher Pivots for day following 21-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8719 |
0.8670 |
PP |
0.8708 |
0.8652 |
S1 |
0.8698 |
0.8635 |
|