CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 08-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2010 |
08-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8136 |
0.8005 |
-0.0131 |
-1.6% |
0.8339 |
| High |
0.8136 |
0.8192 |
0.0056 |
0.7% |
0.8420 |
| Low |
0.8005 |
0.8000 |
-0.0005 |
-0.1% |
0.8111 |
| Close |
0.8049 |
0.8121 |
0.0072 |
0.9% |
0.8118 |
| Range |
0.0131 |
0.0192 |
0.0061 |
46.6% |
0.0309 |
| ATR |
0.0171 |
0.0172 |
0.0002 |
0.9% |
0.0000 |
| Volume |
6,309 |
13,592 |
7,283 |
115.4% |
9,349 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8680 |
0.8593 |
0.8227 |
|
| R3 |
0.8488 |
0.8401 |
0.8174 |
|
| R2 |
0.8296 |
0.8296 |
0.8156 |
|
| R1 |
0.8209 |
0.8209 |
0.8139 |
0.8253 |
| PP |
0.8104 |
0.8104 |
0.8104 |
0.8126 |
| S1 |
0.8017 |
0.8017 |
0.8103 |
0.8061 |
| S2 |
0.7912 |
0.7912 |
0.8086 |
|
| S3 |
0.7720 |
0.7825 |
0.8068 |
|
| S4 |
0.7528 |
0.7633 |
0.8015 |
|
|
| 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 |
0.8000 |
0.0420 |
5.2% |
0.0175 |
2.2% |
29% |
False |
True |
5,551 |
| 10 |
0.8448 |
0.7970 |
0.0478 |
5.9% |
0.0190 |
2.3% |
32% |
False |
False |
3,449 |
| 20 |
0.8896 |
0.7970 |
0.0926 |
11.4% |
0.0180 |
2.2% |
16% |
False |
False |
2,745 |
| 40 |
0.9195 |
0.7970 |
0.1225 |
15.1% |
0.0140 |
1.7% |
12% |
False |
False |
1,545 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.5% |
0.0115 |
1.4% |
12% |
False |
False |
1,066 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.5% |
0.0087 |
1.1% |
12% |
False |
False |
802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9008 |
|
2.618 |
0.8695 |
|
1.618 |
0.8503 |
|
1.000 |
0.8384 |
|
0.618 |
0.8311 |
|
HIGH |
0.8192 |
|
0.618 |
0.8119 |
|
0.500 |
0.8096 |
|
0.382 |
0.8073 |
|
LOW |
0.8000 |
|
0.618 |
0.7881 |
|
1.000 |
0.7808 |
|
1.618 |
0.7689 |
|
2.618 |
0.7497 |
|
4.250 |
0.7184 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8113 |
0.8190 |
| PP |
0.8104 |
0.8167 |
| S1 |
0.8096 |
0.8144 |
|