CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8579 |
0.8546 |
-0.0033 |
-0.4% |
0.8607 |
| High |
0.8594 |
0.8546 |
-0.0048 |
-0.6% |
0.8672 |
| Low |
0.8548 |
0.8304 |
-0.0244 |
-2.9% |
0.8444 |
| Close |
0.8562 |
0.8346 |
-0.0216 |
-2.5% |
0.8577 |
| Range |
0.0046 |
0.0242 |
0.0196 |
426.1% |
0.0228 |
| ATR |
0.0095 |
0.0107 |
0.0012 |
12.2% |
0.0000 |
| Volume |
55 |
26 |
-29 |
-52.7% |
315 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9125 |
0.8977 |
0.8479 |
|
| R3 |
0.8883 |
0.8735 |
0.8413 |
|
| R2 |
0.8641 |
0.8641 |
0.8390 |
|
| R1 |
0.8493 |
0.8493 |
0.8368 |
0.8446 |
| PP |
0.8399 |
0.8399 |
0.8399 |
0.8375 |
| S1 |
0.8251 |
0.8251 |
0.8324 |
0.8204 |
| S2 |
0.8157 |
0.8157 |
0.8302 |
|
| S3 |
0.7915 |
0.8009 |
0.8279 |
|
| S4 |
0.7673 |
0.7767 |
0.8213 |
|
|
| 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 |
0.8594 |
0.8304 |
0.0290 |
3.5% |
0.0129 |
1.5% |
14% |
False |
True |
58 |
| 10 |
0.8672 |
0.8304 |
0.0368 |
4.4% |
0.0096 |
1.2% |
11% |
False |
True |
42 |
| 20 |
0.8672 |
0.7968 |
0.0704 |
8.4% |
0.0055 |
0.7% |
54% |
False |
False |
23 |
| 40 |
0.8847 |
0.7950 |
0.0897 |
10.7% |
0.0036 |
0.4% |
44% |
False |
False |
34 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.6% |
0.0024 |
0.3% |
35% |
False |
False |
23 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.6% |
0.0018 |
0.2% |
35% |
False |
False |
18 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.6% |
0.0015 |
0.2% |
35% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9575 |
|
2.618 |
0.9180 |
|
1.618 |
0.8938 |
|
1.000 |
0.8788 |
|
0.618 |
0.8696 |
|
HIGH |
0.8546 |
|
0.618 |
0.8454 |
|
0.500 |
0.8425 |
|
0.382 |
0.8396 |
|
LOW |
0.8304 |
|
0.618 |
0.8154 |
|
1.000 |
0.8062 |
|
1.618 |
0.7912 |
|
2.618 |
0.7670 |
|
4.250 |
0.7276 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8425 |
0.8449 |
| PP |
0.8399 |
0.8415 |
| S1 |
0.8372 |
0.8380 |
|