CME Australian Dollar Future September 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 |
0.8330 |
0.8136 |
-0.0194 |
-2.3% |
0.8339 |
| High |
0.8380 |
0.8136 |
-0.0244 |
-2.9% |
0.8420 |
| Low |
0.8111 |
0.8005 |
-0.0106 |
-1.3% |
0.8111 |
| Close |
0.8118 |
0.8049 |
-0.0069 |
-0.8% |
0.8118 |
| Range |
0.0269 |
0.0131 |
-0.0138 |
-51.3% |
0.0309 |
| ATR |
0.0174 |
0.0171 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
2,712 |
6,309 |
3,597 |
132.6% |
9,349 |
|
| Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8456 |
0.8384 |
0.8121 |
|
| R3 |
0.8325 |
0.8253 |
0.8085 |
|
| R2 |
0.8194 |
0.8194 |
0.8073 |
|
| R1 |
0.8122 |
0.8122 |
0.8061 |
0.8093 |
| PP |
0.8063 |
0.8063 |
0.8063 |
0.8049 |
| S1 |
0.7991 |
0.7991 |
0.8037 |
0.7962 |
| S2 |
0.7932 |
0.7932 |
0.8025 |
|
| S3 |
0.7801 |
0.7860 |
0.8013 |
|
| S4 |
0.7670 |
0.7729 |
0.7977 |
|
|
| 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 |
0.8420 |
0.8005 |
0.0415 |
5.2% |
0.0182 |
2.3% |
11% |
False |
True |
3,131 |
| 10 |
0.8448 |
0.7970 |
0.0478 |
5.9% |
0.0187 |
2.3% |
17% |
False |
False |
2,260 |
| 20 |
0.8943 |
0.7970 |
0.0973 |
12.1% |
0.0178 |
2.2% |
8% |
False |
False |
2,084 |
| 40 |
0.9230 |
0.7970 |
0.1260 |
15.7% |
0.0138 |
1.7% |
6% |
False |
False |
1,208 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.7% |
0.0113 |
1.4% |
6% |
False |
False |
840 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.7% |
0.0085 |
1.1% |
6% |
False |
False |
632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8693 |
|
2.618 |
0.8479 |
|
1.618 |
0.8348 |
|
1.000 |
0.8267 |
|
0.618 |
0.8217 |
|
HIGH |
0.8136 |
|
0.618 |
0.8086 |
|
0.500 |
0.8071 |
|
0.382 |
0.8055 |
|
LOW |
0.8005 |
|
0.618 |
0.7924 |
|
1.000 |
0.7874 |
|
1.618 |
0.7793 |
|
2.618 |
0.7662 |
|
4.250 |
0.7448 |
|
|
| Fisher Pivots for day following 07-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8071 |
0.8213 |
| PP |
0.8063 |
0.8158 |
| S1 |
0.8056 |
0.8104 |
|