CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8610 |
0.8537 |
-0.0073 |
-0.8% |
0.8480 |
| High |
0.8648 |
0.8590 |
-0.0058 |
-0.7% |
0.8528 |
| Low |
0.8544 |
0.8491 |
-0.0053 |
-0.6% |
0.8335 |
| Close |
0.8557 |
0.8563 |
0.0006 |
0.1% |
0.8525 |
| Range |
0.0104 |
0.0099 |
-0.0005 |
-4.8% |
0.0193 |
| ATR |
0.0094 |
0.0094 |
0.0000 |
0.4% |
0.0000 |
| Volume |
94 |
81 |
-13 |
-13.8% |
32 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8845 |
0.8803 |
0.8617 |
|
| R3 |
0.8746 |
0.8704 |
0.8590 |
|
| R2 |
0.8647 |
0.8647 |
0.8581 |
|
| R1 |
0.8605 |
0.8605 |
0.8572 |
0.8626 |
| PP |
0.8548 |
0.8548 |
0.8548 |
0.8559 |
| S1 |
0.8506 |
0.8506 |
0.8554 |
0.8527 |
| S2 |
0.8449 |
0.8449 |
0.8545 |
|
| S3 |
0.8350 |
0.8407 |
0.8536 |
|
| S4 |
0.8251 |
0.8308 |
0.8509 |
|
|
| 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% |
0.0077 |
0.9% |
51% |
False |
False |
38 |
| 10 |
0.8672 |
0.8280 |
0.0392 |
4.6% |
0.0056 |
0.7% |
72% |
False |
False |
21 |
| 20 |
0.8672 |
0.7968 |
0.0704 |
8.2% |
0.0028 |
0.3% |
85% |
False |
False |
15 |
| 40 |
0.9033 |
0.7950 |
0.1083 |
12.6% |
0.0023 |
0.3% |
57% |
False |
False |
29 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0015 |
0.2% |
54% |
False |
False |
20 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0011 |
0.1% |
54% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9011 |
|
2.618 |
0.8849 |
|
1.618 |
0.8750 |
|
1.000 |
0.8689 |
|
0.618 |
0.8651 |
|
HIGH |
0.8590 |
|
0.618 |
0.8552 |
|
0.500 |
0.8541 |
|
0.382 |
0.8529 |
|
LOW |
0.8491 |
|
0.618 |
0.8430 |
|
1.000 |
0.8392 |
|
1.618 |
0.8331 |
|
2.618 |
0.8232 |
|
4.250 |
0.8070 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8556 |
0.8582 |
| PP |
0.8548 |
0.8575 |
| S1 |
0.8541 |
0.8569 |
|