CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 01-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8404 |
0.8339 |
-0.0065 |
-0.8% |
0.8183 |
| High |
0.8448 |
0.8412 |
-0.0036 |
-0.4% |
0.8448 |
| Low |
0.8327 |
0.8187 |
-0.0140 |
-1.7% |
0.7970 |
| Close |
0.8357 |
0.8281 |
-0.0076 |
-0.9% |
0.8357 |
| Range |
0.0121 |
0.0225 |
0.0104 |
86.0% |
0.0478 |
| ATR |
0.0166 |
0.0170 |
0.0004 |
2.5% |
0.0000 |
| Volume |
2,671 |
1,493 |
-1,178 |
-44.1% |
6,944 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8968 |
0.8850 |
0.8405 |
|
| R3 |
0.8743 |
0.8625 |
0.8343 |
|
| R2 |
0.8518 |
0.8518 |
0.8322 |
|
| R1 |
0.8400 |
0.8400 |
0.8302 |
0.8347 |
| PP |
0.8293 |
0.8293 |
0.8293 |
0.8267 |
| S1 |
0.8175 |
0.8175 |
0.8260 |
0.8122 |
| S2 |
0.8068 |
0.8068 |
0.8240 |
|
| S3 |
0.7843 |
0.7950 |
0.8219 |
|
| S4 |
0.7618 |
0.7725 |
0.8157 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9692 |
0.9503 |
0.8620 |
|
| R3 |
0.9214 |
0.9025 |
0.8488 |
|
| R2 |
0.8736 |
0.8736 |
0.8445 |
|
| R1 |
0.8547 |
0.8547 |
0.8401 |
0.8642 |
| PP |
0.8258 |
0.8258 |
0.8258 |
0.8306 |
| S1 |
0.8069 |
0.8069 |
0.8313 |
0.8164 |
| S2 |
0.7780 |
0.7780 |
0.8269 |
|
| S3 |
0.7302 |
0.7591 |
0.8226 |
|
| S4 |
0.6824 |
0.7113 |
0.8094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8448 |
0.7970 |
0.0478 |
5.8% |
0.0205 |
2.5% |
65% |
False |
False |
1,347 |
| 10 |
0.8668 |
0.7970 |
0.0698 |
8.4% |
0.0222 |
2.7% |
45% |
False |
False |
2,021 |
| 20 |
0.9123 |
0.7970 |
0.1153 |
13.9% |
0.0180 |
2.2% |
27% |
False |
False |
1,494 |
| 40 |
0.9230 |
0.7970 |
0.1260 |
15.2% |
0.0127 |
1.5% |
25% |
False |
False |
861 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.2% |
0.0101 |
1.2% |
25% |
False |
False |
606 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.2% |
0.0076 |
0.9% |
25% |
False |
False |
456 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9368 |
|
2.618 |
0.9001 |
|
1.618 |
0.8776 |
|
1.000 |
0.8637 |
|
0.618 |
0.8551 |
|
HIGH |
0.8412 |
|
0.618 |
0.8326 |
|
0.500 |
0.8300 |
|
0.382 |
0.8273 |
|
LOW |
0.8187 |
|
0.618 |
0.8048 |
|
1.000 |
0.7962 |
|
1.618 |
0.7823 |
|
2.618 |
0.7598 |
|
4.250 |
0.7231 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8300 |
0.8284 |
| PP |
0.8293 |
0.8283 |
| S1 |
0.8287 |
0.8282 |
|