CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 18-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2010 |
18-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
0.8478 |
0.8498 |
0.0020 |
0.2% |
0.8480 |
High |
0.8500 |
0.8528 |
0.0028 |
0.3% |
0.8528 |
Low |
0.8450 |
0.8491 |
0.0041 |
0.5% |
0.8335 |
Close |
0.8489 |
0.8525 |
0.0036 |
0.4% |
0.8525 |
Range |
0.0050 |
0.0037 |
-0.0013 |
-26.0% |
0.0193 |
ATR |
0.0093 |
0.0089 |
-0.0004 |
-4.1% |
0.0000 |
Volume |
6 |
4 |
-2 |
-33.3% |
32 |
|
Daily Pivots for day following 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8626 |
0.8612 |
0.8545 |
|
R3 |
0.8589 |
0.8575 |
0.8535 |
|
R2 |
0.8552 |
0.8552 |
0.8532 |
|
R1 |
0.8538 |
0.8538 |
0.8528 |
0.8545 |
PP |
0.8515 |
0.8515 |
0.8515 |
0.8518 |
S1 |
0.8501 |
0.8501 |
0.8522 |
0.8508 |
S2 |
0.8478 |
0.8478 |
0.8518 |
|
S3 |
0.8441 |
0.8464 |
0.8515 |
|
S4 |
0.8404 |
0.8427 |
0.8505 |
|
|
Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9042 |
0.8976 |
0.8631 |
|
R3 |
0.8849 |
0.8783 |
0.8578 |
|
R2 |
0.8656 |
0.8656 |
0.8560 |
|
R1 |
0.8590 |
0.8590 |
0.8543 |
0.8623 |
PP |
0.8463 |
0.8463 |
0.8463 |
0.8479 |
S1 |
0.8397 |
0.8397 |
0.8507 |
0.8430 |
S2 |
0.8270 |
0.8270 |
0.8490 |
|
S3 |
0.8077 |
0.8204 |
0.8472 |
|
S4 |
0.7884 |
0.8011 |
0.8419 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8528 |
0.8335 |
0.0193 |
2.3% |
0.0047 |
0.5% |
98% |
True |
False |
6 |
10 |
0.8528 |
0.7968 |
0.0560 |
6.6% |
0.0026 |
0.3% |
99% |
True |
False |
3 |
20 |
0.8528 |
0.7950 |
0.0578 |
6.8% |
0.0026 |
0.3% |
99% |
True |
False |
8 |
40 |
0.9033 |
0.7950 |
0.1083 |
12.7% |
0.0015 |
0.2% |
53% |
False |
False |
25 |
60 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0010 |
0.1% |
51% |
False |
False |
17 |
80 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0008 |
0.1% |
51% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8685 |
2.618 |
0.8625 |
1.618 |
0.8588 |
1.000 |
0.8565 |
0.618 |
0.8551 |
HIGH |
0.8528 |
0.618 |
0.8514 |
0.500 |
0.8510 |
0.382 |
0.8505 |
LOW |
0.8491 |
0.618 |
0.8468 |
1.000 |
0.8454 |
1.618 |
0.8431 |
2.618 |
0.8394 |
4.250 |
0.8334 |
|
|
Fisher Pivots for day following 18-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8520 |
0.8513 |
PP |
0.8515 |
0.8501 |
S1 |
0.8510 |
0.8489 |
|