CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8672 |
0.8635 |
-0.0037 |
-0.4% |
0.8427 |
| High |
0.8750 |
0.8699 |
-0.0051 |
-0.6% |
0.8644 |
| Low |
0.8627 |
0.8579 |
-0.0048 |
-0.6% |
0.8416 |
| Close |
0.8651 |
0.8654 |
0.0003 |
0.0% |
0.8615 |
| Range |
0.0123 |
0.0120 |
-0.0003 |
-2.4% |
0.0228 |
| ATR |
0.0152 |
0.0150 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
88,668 |
101,162 |
12,494 |
14.1% |
422,965 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9004 |
0.8949 |
0.8720 |
|
| R3 |
0.8884 |
0.8829 |
0.8687 |
|
| R2 |
0.8764 |
0.8764 |
0.8676 |
|
| R1 |
0.8709 |
0.8709 |
0.8665 |
0.8737 |
| PP |
0.8644 |
0.8644 |
0.8644 |
0.8658 |
| S1 |
0.8589 |
0.8589 |
0.8643 |
0.8617 |
| S2 |
0.8524 |
0.8524 |
0.8632 |
|
| S3 |
0.8404 |
0.8469 |
0.8621 |
|
| S4 |
0.8284 |
0.8349 |
0.8588 |
|
|
| 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 |
0.8497 |
0.0275 |
3.2% |
0.0107 |
1.2% |
57% |
False |
False |
82,652 |
| 10 |
0.8772 |
0.8182 |
0.0590 |
6.8% |
0.0126 |
1.5% |
80% |
False |
False |
79,488 |
| 20 |
0.8772 |
0.8000 |
0.0772 |
8.9% |
0.0156 |
1.8% |
85% |
False |
False |
43,085 |
| 40 |
0.9176 |
0.7970 |
0.1206 |
13.9% |
0.0155 |
1.8% |
57% |
False |
False |
22,176 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0126 |
1.5% |
54% |
False |
False |
14,837 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0105 |
1.2% |
54% |
False |
False |
11,148 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0084 |
1.0% |
54% |
False |
False |
8,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9209 |
|
2.618 |
0.9013 |
|
1.618 |
0.8893 |
|
1.000 |
0.8819 |
|
0.618 |
0.8773 |
|
HIGH |
0.8699 |
|
0.618 |
0.8653 |
|
0.500 |
0.8639 |
|
0.382 |
0.8625 |
|
LOW |
0.8579 |
|
0.618 |
0.8505 |
|
1.000 |
0.8459 |
|
1.618 |
0.8385 |
|
2.618 |
0.8265 |
|
4.250 |
0.8069 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8649 |
0.8676 |
| PP |
0.8644 |
0.8668 |
| S1 |
0.8639 |
0.8661 |
|