CME Australian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 30-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8546 |
0.8329 |
-0.0217 |
-2.5% |
0.8607 |
| High |
0.8546 |
0.8396 |
-0.0150 |
-1.8% |
0.8672 |
| Low |
0.8304 |
0.8248 |
-0.0056 |
-0.7% |
0.8444 |
| Close |
0.8346 |
0.8286 |
-0.0060 |
-0.7% |
0.8577 |
| Range |
0.0242 |
0.0148 |
-0.0094 |
-38.8% |
0.0228 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
2.7% |
0.0000 |
| Volume |
26 |
396 |
370 |
1,423.1% |
315 |
|
| Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8754 |
0.8668 |
0.8367 |
|
| R3 |
0.8606 |
0.8520 |
0.8327 |
|
| R2 |
0.8458 |
0.8458 |
0.8313 |
|
| R1 |
0.8372 |
0.8372 |
0.8300 |
0.8341 |
| PP |
0.8310 |
0.8310 |
0.8310 |
0.8295 |
| S1 |
0.8224 |
0.8224 |
0.8272 |
0.8193 |
| S2 |
0.8162 |
0.8162 |
0.8259 |
|
| S3 |
0.8014 |
0.8076 |
0.8245 |
|
| S4 |
0.7866 |
0.7928 |
0.8205 |
|
|
| 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 |
0.8248 |
0.0346 |
4.2% |
0.0139 |
1.7% |
11% |
False |
True |
121 |
| 10 |
0.8672 |
0.8248 |
0.0424 |
5.1% |
0.0108 |
1.3% |
9% |
False |
True |
80 |
| 20 |
0.8672 |
0.7968 |
0.0704 |
8.5% |
0.0063 |
0.8% |
45% |
False |
False |
42 |
| 40 |
0.8818 |
0.7950 |
0.0868 |
10.5% |
0.0040 |
0.5% |
39% |
False |
False |
44 |
| 60 |
0.9086 |
0.7950 |
0.1136 |
13.7% |
0.0027 |
0.3% |
30% |
False |
False |
30 |
| 80 |
0.9086 |
0.7950 |
0.1136 |
13.7% |
0.0020 |
0.2% |
30% |
False |
False |
23 |
| 100 |
0.9086 |
0.7950 |
0.1136 |
13.7% |
0.0016 |
0.2% |
30% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9025 |
|
2.618 |
0.8783 |
|
1.618 |
0.8635 |
|
1.000 |
0.8544 |
|
0.618 |
0.8487 |
|
HIGH |
0.8396 |
|
0.618 |
0.8339 |
|
0.500 |
0.8322 |
|
0.382 |
0.8305 |
|
LOW |
0.8248 |
|
0.618 |
0.8157 |
|
1.000 |
0.8100 |
|
1.618 |
0.8009 |
|
2.618 |
0.7861 |
|
4.250 |
0.7619 |
|
|
| Fisher Pivots for day following 30-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8322 |
0.8421 |
| PP |
0.8310 |
0.8376 |
| S1 |
0.8298 |
0.8331 |
|