CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 04-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2010 |
04-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8410 |
0.8417 |
0.0007 |
0.1% |
0.8444 |
| High |
0.8515 |
0.8469 |
-0.0046 |
-0.5% |
0.8515 |
| Low |
0.8355 |
0.8203 |
-0.0152 |
-1.8% |
0.8203 |
| Close |
0.8421 |
0.8205 |
-0.0216 |
-2.6% |
0.8205 |
| Range |
0.0160 |
0.0266 |
0.0106 |
66.3% |
0.0312 |
| ATR |
0.0177 |
0.0184 |
0.0006 |
3.6% |
0.0000 |
| Volume |
106,791 |
105,427 |
-1,364 |
-1.3% |
489,414 |
|
| Daily Pivots for day following 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9090 |
0.8914 |
0.8351 |
|
| R3 |
0.8824 |
0.8648 |
0.8278 |
|
| R2 |
0.8558 |
0.8558 |
0.8254 |
|
| R1 |
0.8382 |
0.8382 |
0.8229 |
0.8337 |
| PP |
0.8292 |
0.8292 |
0.8292 |
0.8270 |
| S1 |
0.8116 |
0.8116 |
0.8181 |
0.8071 |
| S2 |
0.8026 |
0.8026 |
0.8156 |
|
| S3 |
0.7760 |
0.7850 |
0.8132 |
|
| S4 |
0.7494 |
0.7584 |
0.8059 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9244 |
0.9036 |
0.8377 |
|
| R3 |
0.8932 |
0.8724 |
0.8291 |
|
| R2 |
0.8620 |
0.8620 |
0.8262 |
|
| R1 |
0.8412 |
0.8412 |
0.8234 |
0.8360 |
| PP |
0.8308 |
0.8308 |
0.8308 |
0.8282 |
| S1 |
0.8100 |
0.8100 |
0.8176 |
0.8048 |
| S2 |
0.7996 |
0.7996 |
0.8148 |
|
| S3 |
0.7684 |
0.7788 |
0.8119 |
|
| S4 |
0.7372 |
0.7476 |
0.8033 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8537 |
0.8203 |
0.0334 |
4.1% |
0.0186 |
2.3% |
1% |
False |
True |
127,088 |
| 10 |
0.8537 |
0.8049 |
0.0488 |
5.9% |
0.0211 |
2.6% |
32% |
False |
False |
150,185 |
| 20 |
0.9042 |
0.8049 |
0.0993 |
12.1% |
0.0192 |
2.3% |
16% |
False |
False |
157,543 |
| 40 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0151 |
1.8% |
12% |
False |
False |
127,579 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0128 |
1.6% |
12% |
False |
False |
109,436 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0121 |
1.5% |
12% |
False |
False |
83,300 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0116 |
1.4% |
12% |
False |
False |
66,700 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9600 |
|
2.618 |
0.9165 |
|
1.618 |
0.8899 |
|
1.000 |
0.8735 |
|
0.618 |
0.8633 |
|
HIGH |
0.8469 |
|
0.618 |
0.8367 |
|
0.500 |
0.8336 |
|
0.382 |
0.8305 |
|
LOW |
0.8203 |
|
0.618 |
0.8039 |
|
1.000 |
0.7937 |
|
1.618 |
0.7773 |
|
2.618 |
0.7507 |
|
4.250 |
0.7073 |
|
|
| Fisher Pivots for day following 04-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8336 |
0.8359 |
| PP |
0.8292 |
0.8308 |
| S1 |
0.8249 |
0.8256 |
|