CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2010 |
02-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8339 |
0.8213 |
-0.0126 |
-1.5% |
0.8183 |
| High |
0.8412 |
0.8323 |
-0.0089 |
-1.1% |
0.8448 |
| Low |
0.8187 |
0.8189 |
0.0002 |
0.0% |
0.7970 |
| Close |
0.8281 |
0.8268 |
-0.0013 |
-0.2% |
0.8357 |
| Range |
0.0225 |
0.0134 |
-0.0091 |
-40.4% |
0.0478 |
| ATR |
0.0170 |
0.0168 |
-0.0003 |
-1.5% |
0.0000 |
| Volume |
1,493 |
3,595 |
2,102 |
140.8% |
6,944 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8662 |
0.8599 |
0.8342 |
|
| R3 |
0.8528 |
0.8465 |
0.8305 |
|
| R2 |
0.8394 |
0.8394 |
0.8293 |
|
| R1 |
0.8331 |
0.8331 |
0.8280 |
0.8363 |
| PP |
0.8260 |
0.8260 |
0.8260 |
0.8276 |
| S1 |
0.8197 |
0.8197 |
0.8256 |
0.8229 |
| S2 |
0.8126 |
0.8126 |
0.8243 |
|
| S3 |
0.7992 |
0.8063 |
0.8231 |
|
| S4 |
0.7858 |
0.7929 |
0.8194 |
|
|
| 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 |
0.8100 |
0.0348 |
4.2% |
0.0193 |
2.3% |
48% |
False |
False |
1,967 |
| 10 |
0.8516 |
0.7970 |
0.0546 |
6.6% |
0.0220 |
2.7% |
55% |
False |
False |
2,300 |
| 20 |
0.8971 |
0.7970 |
0.1001 |
12.1% |
0.0178 |
2.1% |
30% |
False |
False |
1,671 |
| 40 |
0.9230 |
0.7970 |
0.1260 |
15.2% |
0.0128 |
1.5% |
24% |
False |
False |
949 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.2% |
0.0104 |
1.3% |
24% |
False |
False |
665 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.2% |
0.0078 |
0.9% |
24% |
False |
False |
500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8893 |
|
2.618 |
0.8674 |
|
1.618 |
0.8540 |
|
1.000 |
0.8457 |
|
0.618 |
0.8406 |
|
HIGH |
0.8323 |
|
0.618 |
0.8272 |
|
0.500 |
0.8256 |
|
0.382 |
0.8240 |
|
LOW |
0.8189 |
|
0.618 |
0.8106 |
|
1.000 |
0.8055 |
|
1.618 |
0.7972 |
|
2.618 |
0.7838 |
|
4.250 |
0.7620 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8264 |
0.8318 |
| PP |
0.8260 |
0.8301 |
| S1 |
0.8256 |
0.8285 |
|