CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 07-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8417 |
0.8227 |
-0.0190 |
-2.3% |
0.8444 |
| High |
0.8469 |
0.8227 |
-0.0242 |
-2.9% |
0.8515 |
| Low |
0.8203 |
0.8089 |
-0.0114 |
-1.4% |
0.8203 |
| Close |
0.8205 |
0.8134 |
-0.0071 |
-0.9% |
0.8205 |
| Range |
0.0266 |
0.0138 |
-0.0128 |
-48.1% |
0.0312 |
| ATR |
0.0184 |
0.0181 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
105,427 |
131,028 |
25,601 |
24.3% |
489,414 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8564 |
0.8487 |
0.8210 |
|
| R3 |
0.8426 |
0.8349 |
0.8172 |
|
| R2 |
0.8288 |
0.8288 |
0.8159 |
|
| R1 |
0.8211 |
0.8211 |
0.8147 |
0.8181 |
| PP |
0.8150 |
0.8150 |
0.8150 |
0.8135 |
| S1 |
0.8073 |
0.8073 |
0.8121 |
0.8043 |
| S2 |
0.8012 |
0.8012 |
0.8109 |
|
| S3 |
0.7874 |
0.7935 |
0.8096 |
|
| S4 |
0.7736 |
0.7797 |
0.8058 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9244 |
0.9036 |
0.8377 |
|
| R3 |
0.8932 |
0.8724 |
0.8291 |
|
| R2 |
0.8620 |
0.8620 |
0.8262 |
|
| R1 |
0.8412 |
0.8412 |
0.8234 |
0.8360 |
| PP |
0.8308 |
0.8308 |
0.8308 |
0.8282 |
| S1 |
0.8100 |
0.8100 |
0.8176 |
0.8048 |
| S2 |
0.7996 |
0.7996 |
0.8148 |
|
| S3 |
0.7684 |
0.7788 |
0.8119 |
|
| S4 |
0.7372 |
0.7476 |
0.8033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8515 |
0.8089 |
0.0426 |
5.2% |
0.0189 |
2.3% |
11% |
False |
True |
124,088 |
| 10 |
0.8537 |
0.8049 |
0.0488 |
6.0% |
0.0197 |
2.4% |
17% |
False |
False |
138,482 |
| 20 |
0.9042 |
0.8049 |
0.0993 |
12.2% |
0.0192 |
2.4% |
9% |
False |
False |
150,656 |
| 40 |
0.9308 |
0.8049 |
0.1259 |
15.5% |
0.0153 |
1.9% |
7% |
False |
False |
129,167 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
15.5% |
0.0129 |
1.6% |
7% |
False |
False |
110,895 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
15.5% |
0.0121 |
1.5% |
7% |
False |
False |
84,927 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
15.5% |
0.0116 |
1.4% |
7% |
False |
False |
68,002 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8814 |
|
2.618 |
0.8588 |
|
1.618 |
0.8450 |
|
1.000 |
0.8365 |
|
0.618 |
0.8312 |
|
HIGH |
0.8227 |
|
0.618 |
0.8174 |
|
0.500 |
0.8158 |
|
0.382 |
0.8142 |
|
LOW |
0.8089 |
|
0.618 |
0.8004 |
|
1.000 |
0.7951 |
|
1.618 |
0.7866 |
|
2.618 |
0.7728 |
|
4.250 |
0.7503 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8158 |
0.8302 |
| PP |
0.8150 |
0.8246 |
| S1 |
0.8142 |
0.8190 |
|