CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 24-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2010 |
24-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8537 |
0.8592 |
0.0055 |
0.6% |
0.8480 |
| High |
0.8590 |
0.8592 |
0.0002 |
0.0% |
0.8528 |
| Low |
0.8491 |
0.8480 |
-0.0011 |
-0.1% |
0.8335 |
| Close |
0.8563 |
0.8516 |
-0.0047 |
-0.5% |
0.8525 |
| Range |
0.0099 |
0.0112 |
0.0013 |
13.1% |
0.0193 |
| ATR |
0.0094 |
0.0096 |
0.0001 |
1.3% |
0.0000 |
| Volume |
81 |
75 |
-6 |
-7.4% |
32 |
|
| Daily Pivots for day following 24-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8865 |
0.8803 |
0.8578 |
|
| R3 |
0.8753 |
0.8691 |
0.8547 |
|
| R2 |
0.8641 |
0.8641 |
0.8537 |
|
| R1 |
0.8579 |
0.8579 |
0.8526 |
0.8554 |
| PP |
0.8529 |
0.8529 |
0.8529 |
0.8517 |
| S1 |
0.8467 |
0.8467 |
0.8506 |
0.8442 |
| S2 |
0.8417 |
0.8417 |
0.8495 |
|
| S3 |
0.8305 |
0.8355 |
0.8485 |
|
| S4 |
0.8193 |
0.8243 |
0.8454 |
|
|
| 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 |
0.8480 |
0.0192 |
2.3% |
0.0090 |
1.1% |
19% |
False |
True |
52 |
| 10 |
0.8672 |
0.8280 |
0.0392 |
4.6% |
0.0068 |
0.8% |
60% |
False |
False |
29 |
| 20 |
0.8672 |
0.7968 |
0.0704 |
8.3% |
0.0034 |
0.4% |
78% |
False |
False |
19 |
| 40 |
0.9033 |
0.7950 |
0.1083 |
12.7% |
0.0026 |
0.3% |
52% |
False |
False |
31 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0017 |
0.2% |
50% |
False |
False |
21 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0013 |
0.2% |
50% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9068 |
|
2.618 |
0.8885 |
|
1.618 |
0.8773 |
|
1.000 |
0.8704 |
|
0.618 |
0.8661 |
|
HIGH |
0.8592 |
|
0.618 |
0.8549 |
|
0.500 |
0.8536 |
|
0.382 |
0.8523 |
|
LOW |
0.8480 |
|
0.618 |
0.8411 |
|
1.000 |
0.8368 |
|
1.618 |
0.8299 |
|
2.618 |
0.8187 |
|
4.250 |
0.8004 |
|
|
| Fisher Pivots for day following 24-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8536 |
0.8564 |
| PP |
0.8529 |
0.8548 |
| S1 |
0.8523 |
0.8532 |
|