CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 09-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2010 |
09-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8091 |
0.8266 |
0.0175 |
2.2% |
0.8444 |
| High |
0.8285 |
0.8354 |
0.0069 |
0.8% |
0.8515 |
| Low |
0.8083 |
0.8191 |
0.0108 |
1.3% |
0.8203 |
| Close |
0.8208 |
0.8270 |
0.0062 |
0.8% |
0.8205 |
| Range |
0.0202 |
0.0163 |
-0.0039 |
-19.3% |
0.0312 |
| ATR |
0.0182 |
0.0181 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
130,463 |
150,230 |
19,767 |
15.2% |
489,414 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8761 |
0.8678 |
0.8360 |
|
| R3 |
0.8598 |
0.8515 |
0.8315 |
|
| R2 |
0.8435 |
0.8435 |
0.8300 |
|
| R1 |
0.8352 |
0.8352 |
0.8285 |
0.8394 |
| PP |
0.8272 |
0.8272 |
0.8272 |
0.8292 |
| S1 |
0.8189 |
0.8189 |
0.8255 |
0.8231 |
| S2 |
0.8109 |
0.8109 |
0.8240 |
|
| S3 |
0.7946 |
0.8026 |
0.8225 |
|
| S4 |
0.7783 |
0.7863 |
0.8180 |
|
|
| 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 |
5.2% |
0.0186 |
2.2% |
43% |
False |
False |
124,787 |
| 10 |
0.8537 |
0.8083 |
0.0454 |
5.5% |
0.0195 |
2.4% |
41% |
False |
False |
134,091 |
| 20 |
0.8996 |
0.8049 |
0.0947 |
11.5% |
0.0196 |
2.4% |
23% |
False |
False |
144,406 |
| 40 |
0.9304 |
0.8049 |
0.1255 |
15.2% |
0.0157 |
1.9% |
18% |
False |
False |
132,729 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
15.2% |
0.0133 |
1.6% |
18% |
False |
False |
112,993 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
15.2% |
0.0123 |
1.5% |
18% |
False |
False |
88,420 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
15.2% |
0.0119 |
1.4% |
18% |
False |
False |
70,808 |
| 120 |
0.9308 |
0.8049 |
0.1259 |
15.2% |
0.0110 |
1.3% |
18% |
False |
False |
59,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9047 |
|
2.618 |
0.8781 |
|
1.618 |
0.8618 |
|
1.000 |
0.8517 |
|
0.618 |
0.8455 |
|
HIGH |
0.8354 |
|
0.618 |
0.8292 |
|
0.500 |
0.8273 |
|
0.382 |
0.8253 |
|
LOW |
0.8191 |
|
0.618 |
0.8090 |
|
1.000 |
0.8028 |
|
1.618 |
0.7927 |
|
2.618 |
0.7764 |
|
4.250 |
0.7498 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8273 |
0.8253 |
| PP |
0.8272 |
0.8236 |
| S1 |
0.8271 |
0.8219 |
|