CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 22-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2010 |
22-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8607 |
0.8610 |
0.0003 |
0.0% |
0.8480 |
| High |
0.8672 |
0.8648 |
-0.0024 |
-0.3% |
0.8528 |
| Low |
0.8575 |
0.8544 |
-0.0031 |
-0.4% |
0.8335 |
| Close |
0.8594 |
0.8557 |
-0.0037 |
-0.4% |
0.8525 |
| Range |
0.0097 |
0.0104 |
0.0007 |
7.2% |
0.0193 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
0.8% |
0.0000 |
| Volume |
8 |
94 |
86 |
1,075.0% |
32 |
|
| Daily Pivots for day following 22-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8895 |
0.8830 |
0.8614 |
|
| R3 |
0.8791 |
0.8726 |
0.8586 |
|
| R2 |
0.8687 |
0.8687 |
0.8576 |
|
| R1 |
0.8622 |
0.8622 |
0.8567 |
0.8603 |
| PP |
0.8583 |
0.8583 |
0.8583 |
0.8573 |
| S1 |
0.8518 |
0.8518 |
0.8547 |
0.8499 |
| S2 |
0.8479 |
0.8479 |
0.8538 |
|
| S3 |
0.8375 |
0.8414 |
0.8528 |
|
| S4 |
0.8271 |
0.8310 |
0.8500 |
|
|
| 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 |
0.8450 |
0.0222 |
2.6% |
0.0064 |
0.7% |
48% |
False |
False |
26 |
| 10 |
0.8672 |
0.8098 |
0.0574 |
6.7% |
0.0047 |
0.5% |
80% |
False |
False |
13 |
| 20 |
0.8672 |
0.7950 |
0.0722 |
8.4% |
0.0028 |
0.3% |
84% |
False |
False |
11 |
| 40 |
0.9033 |
0.7950 |
0.1083 |
12.7% |
0.0020 |
0.2% |
56% |
False |
False |
27 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0014 |
0.2% |
53% |
False |
False |
18 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0010 |
0.1% |
53% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9090 |
|
2.618 |
0.8920 |
|
1.618 |
0.8816 |
|
1.000 |
0.8752 |
|
0.618 |
0.8712 |
|
HIGH |
0.8648 |
|
0.618 |
0.8608 |
|
0.500 |
0.8596 |
|
0.382 |
0.8584 |
|
LOW |
0.8544 |
|
0.618 |
0.8480 |
|
1.000 |
0.8440 |
|
1.618 |
0.8376 |
|
2.618 |
0.8272 |
|
4.250 |
0.8102 |
|
|
| Fisher Pivots for day following 22-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8596 |
0.8582 |
| PP |
0.8583 |
0.8573 |
| S1 |
0.8570 |
0.8565 |
|