CME Australian Dollar Future June 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 |
0.8227 |
0.8091 |
-0.0136 |
-1.7% |
0.8444 |
| High |
0.8227 |
0.8285 |
0.0058 |
0.7% |
0.8515 |
| Low |
0.8089 |
0.8083 |
-0.0006 |
-0.1% |
0.8203 |
| Close |
0.8134 |
0.8208 |
0.0074 |
0.9% |
0.8205 |
| Range |
0.0138 |
0.0202 |
0.0064 |
46.4% |
0.0312 |
| ATR |
0.0181 |
0.0182 |
0.0002 |
0.8% |
0.0000 |
| Volume |
131,028 |
130,463 |
-565 |
-0.4% |
489,414 |
|
| Daily Pivots for day following 08-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8798 |
0.8705 |
0.8319 |
|
| R3 |
0.8596 |
0.8503 |
0.8264 |
|
| R2 |
0.8394 |
0.8394 |
0.8245 |
|
| R1 |
0.8301 |
0.8301 |
0.8227 |
0.8348 |
| PP |
0.8192 |
0.8192 |
0.8192 |
0.8215 |
| S1 |
0.8099 |
0.8099 |
0.8189 |
0.8146 |
| S2 |
0.7990 |
0.7990 |
0.8171 |
|
| S3 |
0.7788 |
0.7897 |
0.8152 |
|
| S4 |
0.7586 |
0.7695 |
0.8097 |
|
|
| 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 |
0.8515 |
0.8083 |
0.0432 |
5.3% |
0.0183 |
2.2% |
29% |
False |
True |
126,634 |
| 10 |
0.8537 |
0.8049 |
0.0488 |
5.9% |
0.0200 |
2.4% |
33% |
False |
False |
130,645 |
| 20 |
0.8997 |
0.8049 |
0.0948 |
11.5% |
0.0192 |
2.3% |
17% |
False |
False |
143,986 |
| 40 |
0.9304 |
0.8049 |
0.1255 |
15.3% |
0.0155 |
1.9% |
13% |
False |
False |
130,715 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0132 |
1.6% |
13% |
False |
False |
111,843 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0122 |
1.5% |
13% |
False |
False |
86,553 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0118 |
1.4% |
13% |
False |
False |
69,306 |
| 120 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0110 |
1.3% |
13% |
False |
False |
57,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9144 |
|
2.618 |
0.8814 |
|
1.618 |
0.8612 |
|
1.000 |
0.8487 |
|
0.618 |
0.8410 |
|
HIGH |
0.8285 |
|
0.618 |
0.8208 |
|
0.500 |
0.8184 |
|
0.382 |
0.8160 |
|
LOW |
0.8083 |
|
0.618 |
0.7958 |
|
1.000 |
0.7881 |
|
1.618 |
0.7756 |
|
2.618 |
0.7554 |
|
4.250 |
0.7225 |
|
|
| Fisher Pivots for day following 08-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8200 |
0.8276 |
| PP |
0.8192 |
0.8253 |
| S1 |
0.8184 |
0.8231 |
|