CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8364 |
0.8462 |
0.0098 |
1.2% |
0.7968 |
| High |
0.8450 |
0.8490 |
0.0040 |
0.5% |
0.8310 |
| Low |
0.8335 |
0.8458 |
0.0123 |
1.5% |
0.7968 |
| Close |
0.8462 |
0.8472 |
0.0010 |
0.1% |
0.8307 |
| Range |
0.0115 |
0.0032 |
-0.0083 |
-72.2% |
0.0342 |
| ATR |
0.0101 |
0.0096 |
-0.0005 |
-4.9% |
0.0000 |
| Volume |
1 |
19 |
18 |
1,800.0% |
5 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8569 |
0.8553 |
0.8490 |
|
| R3 |
0.8537 |
0.8521 |
0.8481 |
|
| R2 |
0.8505 |
0.8505 |
0.8478 |
|
| R1 |
0.8489 |
0.8489 |
0.8475 |
0.8497 |
| PP |
0.8473 |
0.8473 |
0.8473 |
0.8478 |
| S1 |
0.8457 |
0.8457 |
0.8469 |
0.8465 |
| S2 |
0.8441 |
0.8441 |
0.8466 |
|
| S3 |
0.8409 |
0.8425 |
0.8463 |
|
| S4 |
0.8377 |
0.8393 |
0.8454 |
|
|
| 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 |
0.8490 |
0.8280 |
0.0210 |
2.5% |
0.0035 |
0.4% |
91% |
True |
False |
4 |
| 10 |
0.8490 |
0.7968 |
0.0522 |
6.2% |
0.0018 |
0.2% |
97% |
True |
False |
4 |
| 20 |
0.8490 |
0.7950 |
0.0540 |
6.4% |
0.0022 |
0.3% |
97% |
True |
False |
47 |
| 40 |
0.9033 |
0.7950 |
0.1083 |
12.8% |
0.0013 |
0.2% |
48% |
False |
False |
24 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.4% |
0.0009 |
0.1% |
46% |
False |
False |
17 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.4% |
0.0007 |
0.1% |
46% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8626 |
|
2.618 |
0.8574 |
|
1.618 |
0.8542 |
|
1.000 |
0.8522 |
|
0.618 |
0.8510 |
|
HIGH |
0.8490 |
|
0.618 |
0.8478 |
|
0.500 |
0.8474 |
|
0.382 |
0.8470 |
|
LOW |
0.8458 |
|
0.618 |
0.8438 |
|
1.000 |
0.8426 |
|
1.618 |
0.8406 |
|
2.618 |
0.8374 |
|
4.250 |
0.8322 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8474 |
0.8452 |
| PP |
0.8473 |
0.8432 |
| S1 |
0.8473 |
0.8413 |
|