CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8295 |
0.8410 |
0.0115 |
1.4% |
0.8291 |
| High |
0.8413 |
0.8515 |
0.0102 |
1.2% |
0.8537 |
| Low |
0.8265 |
0.8355 |
0.0090 |
1.1% |
0.8049 |
| Close |
0.8354 |
0.8421 |
0.0067 |
0.8% |
0.8445 |
| Range |
0.0148 |
0.0160 |
0.0012 |
8.1% |
0.0488 |
| ATR |
0.0179 |
0.0177 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
159,465 |
106,791 |
-52,674 |
-33.0% |
764,380 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8910 |
0.8826 |
0.8509 |
|
| R3 |
0.8750 |
0.8666 |
0.8465 |
|
| R2 |
0.8590 |
0.8590 |
0.8450 |
|
| R1 |
0.8506 |
0.8506 |
0.8436 |
0.8548 |
| PP |
0.8430 |
0.8430 |
0.8430 |
0.8452 |
| S1 |
0.8346 |
0.8346 |
0.8406 |
0.8388 |
| S2 |
0.8270 |
0.8270 |
0.8392 |
|
| S3 |
0.8110 |
0.8186 |
0.8377 |
|
| S4 |
0.7950 |
0.8026 |
0.8333 |
|
|
| 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 |
0.8204 |
0.0333 |
4.0% |
0.0195 |
2.3% |
65% |
False |
False |
135,360 |
| 10 |
0.8537 |
0.8049 |
0.0488 |
5.8% |
0.0219 |
2.6% |
76% |
False |
False |
165,501 |
| 20 |
0.9056 |
0.8049 |
0.1007 |
12.0% |
0.0198 |
2.4% |
37% |
False |
False |
160,489 |
| 40 |
0.9308 |
0.8049 |
0.1259 |
15.0% |
0.0146 |
1.7% |
30% |
False |
False |
126,895 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
15.0% |
0.0125 |
1.5% |
30% |
False |
False |
108,187 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
15.0% |
0.0119 |
1.4% |
30% |
False |
False |
81,987 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
15.0% |
0.0114 |
1.4% |
30% |
False |
False |
65,658 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9195 |
|
2.618 |
0.8934 |
|
1.618 |
0.8774 |
|
1.000 |
0.8675 |
|
0.618 |
0.8614 |
|
HIGH |
0.8515 |
|
0.618 |
0.8454 |
|
0.500 |
0.8435 |
|
0.382 |
0.8416 |
|
LOW |
0.8355 |
|
0.618 |
0.8256 |
|
1.000 |
0.8195 |
|
1.618 |
0.8096 |
|
2.618 |
0.7936 |
|
4.250 |
0.7675 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8435 |
0.8411 |
| PP |
0.8430 |
0.8400 |
| S1 |
0.8426 |
0.8390 |
|