CME Australian Dollar Future June 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 |
0.8490 |
0.8444 |
-0.0046 |
-0.5% |
0.8291 |
| High |
0.8537 |
0.8502 |
-0.0035 |
-0.4% |
0.8537 |
| Low |
0.8414 |
0.8269 |
-0.0145 |
-1.7% |
0.8049 |
| Close |
0.8445 |
0.8368 |
-0.0077 |
-0.9% |
0.8445 |
| Range |
0.0123 |
0.0233 |
0.0110 |
89.4% |
0.0488 |
| ATR |
0.0177 |
0.0181 |
0.0004 |
2.3% |
0.0000 |
| Volume |
146,026 |
117,731 |
-28,295 |
-19.4% |
764,380 |
|
| Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9079 |
0.8956 |
0.8496 |
|
| R3 |
0.8846 |
0.8723 |
0.8432 |
|
| R2 |
0.8613 |
0.8613 |
0.8411 |
|
| R1 |
0.8490 |
0.8490 |
0.8389 |
0.8435 |
| PP |
0.8380 |
0.8380 |
0.8380 |
0.8352 |
| S1 |
0.8257 |
0.8257 |
0.8347 |
0.8202 |
| S2 |
0.8147 |
0.8147 |
0.8325 |
|
| S3 |
0.7914 |
0.8024 |
0.8304 |
|
| S4 |
0.7681 |
0.7791 |
0.8240 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9808 |
0.9614 |
0.8713 |
|
| R3 |
0.9320 |
0.9126 |
0.8579 |
|
| R2 |
0.8832 |
0.8832 |
0.8534 |
|
| R1 |
0.8638 |
0.8638 |
0.8490 |
0.8735 |
| PP |
0.8344 |
0.8344 |
0.8344 |
0.8392 |
| S1 |
0.8150 |
0.8150 |
0.8400 |
0.8247 |
| S2 |
0.7856 |
0.7856 |
0.8356 |
|
| S3 |
0.7368 |
0.7662 |
0.8311 |
|
| S4 |
0.6880 |
0.7174 |
0.8177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8537 |
0.8049 |
0.0488 |
5.8% |
0.0216 |
2.6% |
65% |
False |
False |
134,655 |
| 10 |
0.8762 |
0.8049 |
0.0713 |
8.5% |
0.0233 |
2.8% |
45% |
False |
False |
167,358 |
| 20 |
0.9229 |
0.8049 |
0.1180 |
14.1% |
0.0197 |
2.4% |
27% |
False |
False |
158,963 |
| 40 |
0.9308 |
0.8049 |
0.1259 |
15.0% |
0.0143 |
1.7% |
25% |
False |
False |
123,398 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
15.0% |
0.0122 |
1.5% |
25% |
False |
False |
104,433 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
15.0% |
0.0118 |
1.4% |
25% |
False |
False |
78,674 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
15.0% |
0.0113 |
1.3% |
25% |
False |
False |
63,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9492 |
|
2.618 |
0.9112 |
|
1.618 |
0.8879 |
|
1.000 |
0.8735 |
|
0.618 |
0.8646 |
|
HIGH |
0.8502 |
|
0.618 |
0.8413 |
|
0.500 |
0.8386 |
|
0.382 |
0.8358 |
|
LOW |
0.8269 |
|
0.618 |
0.8125 |
|
1.000 |
0.8036 |
|
1.618 |
0.7892 |
|
2.618 |
0.7659 |
|
4.250 |
0.7279 |
|
|
| Fisher Pivots for day following 01-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8386 |
0.8371 |
| PP |
0.8380 |
0.8370 |
| S1 |
0.8374 |
0.8369 |
|