CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8586 |
0.8667 |
0.0081 |
0.9% |
0.8715 |
| High |
0.8680 |
0.8700 |
0.0020 |
0.2% |
0.8772 |
| Low |
0.8517 |
0.8629 |
0.0112 |
1.3% |
0.8517 |
| Close |
0.8668 |
0.8652 |
-0.0016 |
-0.2% |
0.8668 |
| Range |
0.0163 |
0.0071 |
-0.0092 |
-56.4% |
0.0255 |
| ATR |
0.0149 |
0.0144 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
93,783 |
103,509 |
9,726 |
10.4% |
473,154 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8873 |
0.8834 |
0.8691 |
|
| R3 |
0.8802 |
0.8763 |
0.8672 |
|
| R2 |
0.8731 |
0.8731 |
0.8665 |
|
| R1 |
0.8692 |
0.8692 |
0.8659 |
0.8676 |
| PP |
0.8660 |
0.8660 |
0.8660 |
0.8653 |
| S1 |
0.8621 |
0.8621 |
0.8645 |
0.8605 |
| S2 |
0.8589 |
0.8589 |
0.8639 |
|
| S3 |
0.8518 |
0.8550 |
0.8632 |
|
| S4 |
0.8447 |
0.8479 |
0.8613 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9417 |
0.9298 |
0.8808 |
|
| R3 |
0.9162 |
0.9043 |
0.8738 |
|
| R2 |
0.8907 |
0.8907 |
0.8715 |
|
| R1 |
0.8788 |
0.8788 |
0.8691 |
0.8720 |
| PP |
0.8652 |
0.8652 |
0.8652 |
0.8619 |
| S1 |
0.8533 |
0.8533 |
0.8645 |
0.8465 |
| S2 |
0.8397 |
0.8397 |
0.8621 |
|
| S3 |
0.8142 |
0.8278 |
0.8598 |
|
| S4 |
0.7887 |
0.8023 |
0.8528 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8750 |
0.8517 |
0.0233 |
2.7% |
0.0121 |
1.4% |
58% |
False |
False |
103,929 |
| 10 |
0.8772 |
0.8416 |
0.0356 |
4.1% |
0.0115 |
1.3% |
66% |
False |
False |
91,376 |
| 20 |
0.8772 |
0.8000 |
0.0772 |
8.9% |
0.0144 |
1.7% |
84% |
False |
False |
59,338 |
| 40 |
0.9130 |
0.7970 |
0.1160 |
13.4% |
0.0158 |
1.8% |
59% |
False |
False |
30,387 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0130 |
1.5% |
54% |
False |
False |
20,330 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0109 |
1.3% |
54% |
False |
False |
15,270 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
14.6% |
0.0087 |
1.0% |
54% |
False |
False |
12,217 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9002 |
|
2.618 |
0.8886 |
|
1.618 |
0.8815 |
|
1.000 |
0.8771 |
|
0.618 |
0.8744 |
|
HIGH |
0.8700 |
|
0.618 |
0.8673 |
|
0.500 |
0.8665 |
|
0.382 |
0.8656 |
|
LOW |
0.8629 |
|
0.618 |
0.8585 |
|
1.000 |
0.8558 |
|
1.618 |
0.8514 |
|
2.618 |
0.8443 |
|
4.250 |
0.8327 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8665 |
0.8638 |
| PP |
0.8660 |
0.8623 |
| S1 |
0.8656 |
0.8609 |
|