CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8640 |
0.8420 |
-0.0220 |
-2.5% |
0.8715 |
| High |
0.8643 |
0.8493 |
-0.0150 |
-1.7% |
0.8772 |
| Low |
0.8393 |
0.8330 |
-0.0063 |
-0.8% |
0.8517 |
| Close |
0.8435 |
0.8374 |
-0.0061 |
-0.7% |
0.8668 |
| Range |
0.0250 |
0.0163 |
-0.0087 |
-34.8% |
0.0255 |
| ATR |
0.0152 |
0.0153 |
0.0001 |
0.5% |
0.0000 |
| Volume |
67,487 |
133,817 |
66,330 |
98.3% |
473,154 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8888 |
0.8794 |
0.8464 |
|
| R3 |
0.8725 |
0.8631 |
0.8419 |
|
| R2 |
0.8562 |
0.8562 |
0.8404 |
|
| R1 |
0.8468 |
0.8468 |
0.8389 |
0.8434 |
| PP |
0.8399 |
0.8399 |
0.8399 |
0.8382 |
| S1 |
0.8305 |
0.8305 |
0.8359 |
0.8271 |
| S2 |
0.8236 |
0.8236 |
0.8344 |
|
| S3 |
0.8073 |
0.8142 |
0.8329 |
|
| S4 |
0.7910 |
0.7979 |
0.8284 |
|
|
| 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 |
0.8700 |
0.8330 |
0.0370 |
4.4% |
0.0155 |
1.9% |
12% |
False |
True |
106,224 |
| 10 |
0.8772 |
0.8330 |
0.0442 |
5.3% |
0.0131 |
1.6% |
10% |
False |
True |
94,438 |
| 20 |
0.8772 |
0.8000 |
0.0772 |
9.2% |
0.0147 |
1.8% |
48% |
False |
False |
69,149 |
| 40 |
0.8971 |
0.7970 |
0.1001 |
12.0% |
0.0162 |
1.9% |
40% |
False |
False |
35,410 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0134 |
1.6% |
32% |
False |
False |
23,682 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0114 |
1.4% |
32% |
False |
False |
17,786 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0092 |
1.1% |
32% |
False |
False |
14,230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9186 |
|
2.618 |
0.8920 |
|
1.618 |
0.8757 |
|
1.000 |
0.8656 |
|
0.618 |
0.8594 |
|
HIGH |
0.8493 |
|
0.618 |
0.8431 |
|
0.500 |
0.8412 |
|
0.382 |
0.8392 |
|
LOW |
0.8330 |
|
0.618 |
0.8229 |
|
1.000 |
0.8167 |
|
1.618 |
0.8066 |
|
2.618 |
0.7903 |
|
4.250 |
0.7637 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8412 |
0.8515 |
| PP |
0.8399 |
0.8468 |
| S1 |
0.8387 |
0.8421 |
|