CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 21-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2010 |
21-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8498 |
0.8607 |
0.0109 |
1.3% |
0.8480 |
| High |
0.8528 |
0.8672 |
0.0144 |
1.7% |
0.8528 |
| Low |
0.8491 |
0.8575 |
0.0084 |
1.0% |
0.8335 |
| Close |
0.8525 |
0.8594 |
0.0069 |
0.8% |
0.8525 |
| Range |
0.0037 |
0.0097 |
0.0060 |
162.2% |
0.0193 |
| ATR |
0.0089 |
0.0093 |
0.0004 |
4.7% |
0.0000 |
| Volume |
4 |
8 |
4 |
100.0% |
32 |
|
| Daily Pivots for day following 21-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8905 |
0.8846 |
0.8647 |
|
| R3 |
0.8808 |
0.8749 |
0.8621 |
|
| R2 |
0.8711 |
0.8711 |
0.8612 |
|
| R1 |
0.8652 |
0.8652 |
0.8603 |
0.8633 |
| PP |
0.8614 |
0.8614 |
0.8614 |
0.8604 |
| S1 |
0.8555 |
0.8555 |
0.8585 |
0.8536 |
| S2 |
0.8517 |
0.8517 |
0.8576 |
|
| S3 |
0.8420 |
0.8458 |
0.8567 |
|
| S4 |
0.8323 |
0.8361 |
0.8541 |
|
|
| 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 |
0.8672 |
0.8335 |
0.0337 |
3.9% |
0.0066 |
0.8% |
77% |
True |
False |
7 |
| 10 |
0.8672 |
0.8039 |
0.0633 |
7.4% |
0.0036 |
0.4% |
88% |
True |
False |
4 |
| 20 |
0.8672 |
0.7950 |
0.0722 |
8.4% |
0.0023 |
0.3% |
89% |
True |
False |
7 |
| 40 |
0.9033 |
0.7950 |
0.1083 |
12.6% |
0.0018 |
0.2% |
59% |
False |
False |
25 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.2% |
0.0012 |
0.1% |
57% |
False |
False |
17 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.2% |
0.0009 |
0.1% |
57% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9084 |
|
2.618 |
0.8926 |
|
1.618 |
0.8829 |
|
1.000 |
0.8769 |
|
0.618 |
0.8732 |
|
HIGH |
0.8672 |
|
0.618 |
0.8635 |
|
0.500 |
0.8624 |
|
0.382 |
0.8612 |
|
LOW |
0.8575 |
|
0.618 |
0.8515 |
|
1.000 |
0.8478 |
|
1.618 |
0.8418 |
|
2.618 |
0.8321 |
|
4.250 |
0.8163 |
|
|
| Fisher Pivots for day following 21-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8624 |
0.8583 |
| PP |
0.8614 |
0.8572 |
| S1 |
0.8604 |
0.8561 |
|