CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8320 |
0.8330 |
0.0010 |
0.1% |
0.8339 |
| High |
0.8420 |
0.8380 |
-0.0040 |
-0.5% |
0.8420 |
| Low |
0.8269 |
0.8111 |
-0.0158 |
-1.9% |
0.8111 |
| Close |
0.8333 |
0.8118 |
-0.0215 |
-2.6% |
0.8118 |
| Range |
0.0151 |
0.0269 |
0.0118 |
78.1% |
0.0309 |
| ATR |
0.0167 |
0.0174 |
0.0007 |
4.4% |
0.0000 |
| Volume |
1,549 |
2,712 |
1,163 |
75.1% |
9,349 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9010 |
0.8833 |
0.8266 |
|
| R3 |
0.8741 |
0.8564 |
0.8192 |
|
| R2 |
0.8472 |
0.8472 |
0.8167 |
|
| R1 |
0.8295 |
0.8295 |
0.8143 |
0.8249 |
| PP |
0.8203 |
0.8203 |
0.8203 |
0.8180 |
| S1 |
0.8026 |
0.8026 |
0.8093 |
0.7980 |
| S2 |
0.7934 |
0.7934 |
0.8069 |
|
| S3 |
0.7665 |
0.7757 |
0.8044 |
|
| S4 |
0.7396 |
0.7488 |
0.7970 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9143 |
0.8940 |
0.8288 |
|
| R3 |
0.8834 |
0.8631 |
0.8203 |
|
| R2 |
0.8525 |
0.8525 |
0.8175 |
|
| R1 |
0.8322 |
0.8322 |
0.8146 |
0.8269 |
| PP |
0.8216 |
0.8216 |
0.8216 |
0.8190 |
| S1 |
0.8013 |
0.8013 |
0.8090 |
0.7960 |
| S2 |
0.7907 |
0.7907 |
0.8061 |
|
| S3 |
0.7598 |
0.7704 |
0.8033 |
|
| S4 |
0.7289 |
0.7395 |
0.7948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8448 |
0.8111 |
0.0337 |
4.2% |
0.0180 |
2.2% |
2% |
False |
True |
2,404 |
| 10 |
0.8448 |
0.7970 |
0.0478 |
5.9% |
0.0202 |
2.5% |
31% |
False |
False |
1,899 |
| 20 |
0.8943 |
0.7970 |
0.0973 |
12.0% |
0.0176 |
2.2% |
15% |
False |
False |
1,828 |
| 40 |
0.9230 |
0.7970 |
0.1260 |
15.5% |
0.0137 |
1.7% |
12% |
False |
False |
1,051 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.5% |
0.0111 |
1.4% |
12% |
False |
False |
736 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.5% |
0.0083 |
1.0% |
12% |
False |
False |
554 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9523 |
|
2.618 |
0.9084 |
|
1.618 |
0.8815 |
|
1.000 |
0.8649 |
|
0.618 |
0.8546 |
|
HIGH |
0.8380 |
|
0.618 |
0.8277 |
|
0.500 |
0.8246 |
|
0.382 |
0.8214 |
|
LOW |
0.8111 |
|
0.618 |
0.7945 |
|
1.000 |
0.7842 |
|
1.618 |
0.7676 |
|
2.618 |
0.7407 |
|
4.250 |
0.6968 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8246 |
0.8266 |
| PP |
0.8203 |
0.8216 |
| S1 |
0.8161 |
0.8167 |
|