CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 17-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8462 |
0.8478 |
0.0016 |
0.2% |
0.7968 |
| High |
0.8490 |
0.8500 |
0.0010 |
0.1% |
0.8310 |
| Low |
0.8458 |
0.8450 |
-0.0008 |
-0.1% |
0.7968 |
| Close |
0.8472 |
0.8489 |
0.0017 |
0.2% |
0.8307 |
| Range |
0.0032 |
0.0050 |
0.0018 |
56.3% |
0.0342 |
| ATR |
0.0096 |
0.0093 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
19 |
6 |
-13 |
-68.4% |
5 |
|
| Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8630 |
0.8609 |
0.8517 |
|
| R3 |
0.8580 |
0.8559 |
0.8503 |
|
| R2 |
0.8530 |
0.8530 |
0.8498 |
|
| R1 |
0.8509 |
0.8509 |
0.8494 |
0.8520 |
| PP |
0.8480 |
0.8480 |
0.8480 |
0.8485 |
| S1 |
0.8459 |
0.8459 |
0.8484 |
0.8470 |
| S2 |
0.8430 |
0.8430 |
0.8480 |
|
| S3 |
0.8380 |
0.8409 |
0.8475 |
|
| S4 |
0.8330 |
0.8359 |
0.8462 |
|
|
| 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 |
0.8500 |
0.8280 |
0.0220 |
2.6% |
0.0045 |
0.5% |
95% |
True |
False |
5 |
| 10 |
0.8500 |
0.7968 |
0.0532 |
6.3% |
0.0023 |
0.3% |
98% |
True |
False |
3 |
| 20 |
0.8500 |
0.7950 |
0.0550 |
6.5% |
0.0024 |
0.3% |
98% |
True |
False |
8 |
| 40 |
0.9033 |
0.7950 |
0.1083 |
12.8% |
0.0014 |
0.2% |
50% |
False |
False |
25 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.4% |
0.0010 |
0.1% |
47% |
False |
False |
17 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.4% |
0.0007 |
0.1% |
47% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8713 |
|
2.618 |
0.8631 |
|
1.618 |
0.8581 |
|
1.000 |
0.8550 |
|
0.618 |
0.8531 |
|
HIGH |
0.8500 |
|
0.618 |
0.8481 |
|
0.500 |
0.8475 |
|
0.382 |
0.8469 |
|
LOW |
0.8450 |
|
0.618 |
0.8419 |
|
1.000 |
0.8400 |
|
1.618 |
0.8369 |
|
2.618 |
0.8319 |
|
4.250 |
0.8238 |
|
|
| Fisher Pivots for day following 17-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8484 |
0.8465 |
| PP |
0.8480 |
0.8441 |
| S1 |
0.8475 |
0.8418 |
|