CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8715 |
0.8672 |
-0.0043 |
-0.5% |
0.8427 |
| High |
0.8772 |
0.8750 |
-0.0022 |
-0.3% |
0.8644 |
| Low |
0.8665 |
0.8627 |
-0.0038 |
-0.4% |
0.8416 |
| Close |
0.8688 |
0.8651 |
-0.0037 |
-0.4% |
0.8615 |
| Range |
0.0107 |
0.0123 |
0.0016 |
15.0% |
0.0228 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
57,017 |
88,668 |
31,651 |
55.5% |
422,965 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9045 |
0.8971 |
0.8719 |
|
| R3 |
0.8922 |
0.8848 |
0.8685 |
|
| R2 |
0.8799 |
0.8799 |
0.8674 |
|
| R1 |
0.8725 |
0.8725 |
0.8662 |
0.8701 |
| PP |
0.8676 |
0.8676 |
0.8676 |
0.8664 |
| S1 |
0.8602 |
0.8602 |
0.8640 |
0.8578 |
| S2 |
0.8553 |
0.8553 |
0.8628 |
|
| S3 |
0.8430 |
0.8479 |
0.8617 |
|
| S4 |
0.8307 |
0.8356 |
0.8583 |
|
|
| 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 |
0.8491 |
0.0281 |
3.2% |
0.0102 |
1.2% |
57% |
False |
False |
79,290 |
| 10 |
0.8772 |
0.8104 |
0.0668 |
7.7% |
0.0130 |
1.5% |
82% |
False |
False |
72,654 |
| 20 |
0.8772 |
0.7970 |
0.0802 |
9.3% |
0.0160 |
1.9% |
85% |
False |
False |
38,052 |
| 40 |
0.9176 |
0.7970 |
0.1206 |
13.9% |
0.0155 |
1.8% |
56% |
False |
False |
19,652 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0125 |
1.4% |
54% |
False |
False |
13,155 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0103 |
1.2% |
54% |
False |
False |
9,883 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0083 |
1.0% |
54% |
False |
False |
7,908 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9273 |
|
2.618 |
0.9072 |
|
1.618 |
0.8949 |
|
1.000 |
0.8873 |
|
0.618 |
0.8826 |
|
HIGH |
0.8750 |
|
0.618 |
0.8703 |
|
0.500 |
0.8689 |
|
0.382 |
0.8674 |
|
LOW |
0.8627 |
|
0.618 |
0.8551 |
|
1.000 |
0.8504 |
|
1.618 |
0.8428 |
|
2.618 |
0.8305 |
|
4.250 |
0.8104 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8689 |
0.8669 |
| PP |
0.8676 |
0.8663 |
| S1 |
0.8664 |
0.8657 |
|