CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 28-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2010 |
28-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8513 |
0.8579 |
0.0066 |
0.8% |
0.8607 |
| High |
0.8589 |
0.8594 |
0.0005 |
0.1% |
0.8672 |
| Low |
0.8444 |
0.8548 |
0.0104 |
1.2% |
0.8444 |
| Close |
0.8577 |
0.8562 |
-0.0015 |
-0.2% |
0.8577 |
| Range |
0.0145 |
0.0046 |
-0.0099 |
-68.3% |
0.0228 |
| ATR |
0.0099 |
0.0095 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
57 |
55 |
-2 |
-3.5% |
315 |
|
| Daily Pivots for day following 28-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8706 |
0.8680 |
0.8587 |
|
| R3 |
0.8660 |
0.8634 |
0.8575 |
|
| R2 |
0.8614 |
0.8614 |
0.8570 |
|
| R1 |
0.8588 |
0.8588 |
0.8566 |
0.8578 |
| PP |
0.8568 |
0.8568 |
0.8568 |
0.8563 |
| S1 |
0.8542 |
0.8542 |
0.8558 |
0.8532 |
| S2 |
0.8522 |
0.8522 |
0.8554 |
|
| S3 |
0.8476 |
0.8496 |
0.8549 |
|
| S4 |
0.8430 |
0.8450 |
0.8537 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9141 |
0.8702 |
|
| R3 |
0.9020 |
0.8913 |
0.8640 |
|
| R2 |
0.8792 |
0.8792 |
0.8619 |
|
| R1 |
0.8685 |
0.8685 |
0.8598 |
0.8625 |
| PP |
0.8564 |
0.8564 |
0.8564 |
0.8534 |
| S1 |
0.8457 |
0.8457 |
0.8556 |
0.8397 |
| S2 |
0.8336 |
0.8336 |
0.8535 |
|
| S3 |
0.8108 |
0.8229 |
0.8514 |
|
| S4 |
0.7880 |
0.8001 |
0.8452 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8648 |
0.8444 |
0.0204 |
2.4% |
0.0101 |
1.2% |
58% |
False |
False |
72 |
| 10 |
0.8672 |
0.8335 |
0.0337 |
3.9% |
0.0084 |
1.0% |
67% |
False |
False |
40 |
| 20 |
0.8672 |
0.7968 |
0.0704 |
8.2% |
0.0043 |
0.5% |
84% |
False |
False |
22 |
| 40 |
0.9005 |
0.7950 |
0.1055 |
12.3% |
0.0030 |
0.4% |
58% |
False |
False |
33 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0020 |
0.2% |
54% |
False |
False |
23 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0015 |
0.2% |
54% |
False |
False |
17 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.3% |
0.0012 |
0.1% |
54% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8790 |
|
2.618 |
0.8714 |
|
1.618 |
0.8668 |
|
1.000 |
0.8640 |
|
0.618 |
0.8622 |
|
HIGH |
0.8594 |
|
0.618 |
0.8576 |
|
0.500 |
0.8571 |
|
0.382 |
0.8566 |
|
LOW |
0.8548 |
|
0.618 |
0.8520 |
|
1.000 |
0.8502 |
|
1.618 |
0.8474 |
|
2.618 |
0.8428 |
|
4.250 |
0.8353 |
|
|
| Fisher Pivots for day following 28-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8571 |
0.8548 |
| PP |
0.8568 |
0.8533 |
| S1 |
0.8565 |
0.8519 |
|