CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8480 |
0.8364 |
-0.0116 |
-1.4% |
0.7968 |
| High |
0.8480 |
0.8450 |
-0.0030 |
-0.4% |
0.8310 |
| Low |
0.8480 |
0.8335 |
-0.0145 |
-1.7% |
0.7968 |
| Close |
0.8434 |
0.8462 |
0.0028 |
0.3% |
0.8307 |
| Range |
0.0000 |
0.0115 |
0.0115 |
|
0.0342 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.1% |
0.0000 |
| Volume |
2 |
1 |
-1 |
-50.0% |
5 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8761 |
0.8726 |
0.8525 |
|
| R3 |
0.8646 |
0.8611 |
0.8494 |
|
| R2 |
0.8531 |
0.8531 |
0.8483 |
|
| R1 |
0.8496 |
0.8496 |
0.8473 |
0.8514 |
| PP |
0.8416 |
0.8416 |
0.8416 |
0.8424 |
| S1 |
0.8381 |
0.8381 |
0.8451 |
0.8399 |
| S2 |
0.8301 |
0.8301 |
0.8441 |
|
| S3 |
0.8186 |
0.8266 |
0.8430 |
|
| S4 |
0.8071 |
0.8151 |
0.8399 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9221 |
0.9106 |
0.8495 |
|
| R3 |
0.8879 |
0.8764 |
0.8401 |
|
| R2 |
0.8537 |
0.8537 |
0.8370 |
|
| R1 |
0.8422 |
0.8422 |
0.8338 |
0.8480 |
| PP |
0.8195 |
0.8195 |
0.8195 |
0.8224 |
| S1 |
0.8080 |
0.8080 |
0.8276 |
0.8138 |
| S2 |
0.7853 |
0.7853 |
0.8244 |
|
| S3 |
0.7511 |
0.7738 |
0.8213 |
|
| S4 |
0.7169 |
0.7396 |
0.8119 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8480 |
0.8098 |
0.0382 |
4.5% |
0.0029 |
0.3% |
95% |
False |
False |
1 |
| 10 |
0.8480 |
0.7968 |
0.0512 |
6.1% |
0.0015 |
0.2% |
96% |
False |
False |
4 |
| 20 |
0.8512 |
0.7950 |
0.0562 |
6.6% |
0.0023 |
0.3% |
91% |
False |
False |
47 |
| 40 |
0.9051 |
0.7950 |
0.1101 |
13.0% |
0.0012 |
0.1% |
47% |
False |
False |
24 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.4% |
0.0008 |
0.1% |
45% |
False |
False |
16 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.4% |
0.0006 |
0.1% |
45% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8939 |
|
2.618 |
0.8751 |
|
1.618 |
0.8636 |
|
1.000 |
0.8565 |
|
0.618 |
0.8521 |
|
HIGH |
0.8450 |
|
0.618 |
0.8406 |
|
0.500 |
0.8393 |
|
0.382 |
0.8379 |
|
LOW |
0.8335 |
|
0.618 |
0.8264 |
|
1.000 |
0.8220 |
|
1.618 |
0.8149 |
|
2.618 |
0.8034 |
|
4.250 |
0.7846 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8439 |
0.8435 |
| PP |
0.8416 |
0.8407 |
| S1 |
0.8393 |
0.8380 |
|