CME Australian Dollar Future June 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 |
0.8444 |
0.8295 |
-0.0149 |
-1.8% |
0.8291 |
| High |
0.8502 |
0.8413 |
-0.0089 |
-1.0% |
0.8537 |
| Low |
0.8269 |
0.8265 |
-0.0004 |
0.0% |
0.8049 |
| Close |
0.8368 |
0.8354 |
-0.0014 |
-0.2% |
0.8445 |
| Range |
0.0233 |
0.0148 |
-0.0085 |
-36.5% |
0.0488 |
| ATR |
0.0181 |
0.0179 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
117,731 |
159,465 |
41,734 |
35.4% |
764,380 |
|
| Daily Pivots for day following 02-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8788 |
0.8719 |
0.8435 |
|
| R3 |
0.8640 |
0.8571 |
0.8395 |
|
| R2 |
0.8492 |
0.8492 |
0.8381 |
|
| R1 |
0.8423 |
0.8423 |
0.8368 |
0.8458 |
| PP |
0.8344 |
0.8344 |
0.8344 |
0.8361 |
| S1 |
0.8275 |
0.8275 |
0.8340 |
0.8310 |
| S2 |
0.8196 |
0.8196 |
0.8327 |
|
| S3 |
0.8048 |
0.8127 |
0.8313 |
|
| S4 |
0.7900 |
0.7979 |
0.8273 |
|
|
| 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 |
0.8171 |
0.0366 |
4.4% |
0.0203 |
2.4% |
50% |
False |
False |
143,395 |
| 10 |
0.8613 |
0.8049 |
0.0564 |
6.8% |
0.0231 |
2.8% |
54% |
False |
False |
168,019 |
| 20 |
0.9076 |
0.8049 |
0.1027 |
12.3% |
0.0195 |
2.3% |
30% |
False |
False |
163,700 |
| 40 |
0.9308 |
0.8049 |
0.1259 |
15.1% |
0.0144 |
1.7% |
24% |
False |
False |
126,656 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
15.1% |
0.0124 |
1.5% |
24% |
False |
False |
106,796 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
15.1% |
0.0118 |
1.4% |
24% |
False |
False |
80,659 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
15.1% |
0.0113 |
1.4% |
24% |
False |
False |
64,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9042 |
|
2.618 |
0.8800 |
|
1.618 |
0.8652 |
|
1.000 |
0.8561 |
|
0.618 |
0.8504 |
|
HIGH |
0.8413 |
|
0.618 |
0.8356 |
|
0.500 |
0.8339 |
|
0.382 |
0.8322 |
|
LOW |
0.8265 |
|
0.618 |
0.8174 |
|
1.000 |
0.8117 |
|
1.618 |
0.8026 |
|
2.618 |
0.7878 |
|
4.250 |
0.7636 |
|
|
| Fisher Pivots for day following 02-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8349 |
0.8401 |
| PP |
0.8344 |
0.8385 |
| S1 |
0.8339 |
0.8370 |
|