CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 10-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jun-2010 |
10-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8266 |
0.8276 |
0.0010 |
0.1% |
0.8444 |
| High |
0.8354 |
0.8508 |
0.0154 |
1.8% |
0.8515 |
| Low |
0.8191 |
0.8266 |
0.0075 |
0.9% |
0.8203 |
| Close |
0.8270 |
0.8485 |
0.0215 |
2.6% |
0.8205 |
| Range |
0.0163 |
0.0242 |
0.0079 |
48.5% |
0.0312 |
| ATR |
0.0181 |
0.0185 |
0.0004 |
2.4% |
0.0000 |
| Volume |
150,230 |
97,223 |
-53,007 |
-35.3% |
489,414 |
|
| Daily Pivots for day following 10-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9146 |
0.9057 |
0.8618 |
|
| R3 |
0.8904 |
0.8815 |
0.8552 |
|
| R2 |
0.8662 |
0.8662 |
0.8529 |
|
| R1 |
0.8573 |
0.8573 |
0.8507 |
0.8618 |
| PP |
0.8420 |
0.8420 |
0.8420 |
0.8442 |
| S1 |
0.8331 |
0.8331 |
0.8463 |
0.8376 |
| S2 |
0.8178 |
0.8178 |
0.8441 |
|
| S3 |
0.7936 |
0.8089 |
0.8418 |
|
| S4 |
0.7694 |
0.7847 |
0.8352 |
|
|
| 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 |
0.8508 |
0.8083 |
0.0425 |
5.0% |
0.0202 |
2.4% |
95% |
True |
False |
122,874 |
| 10 |
0.8537 |
0.8083 |
0.0454 |
5.4% |
0.0199 |
2.3% |
89% |
False |
False |
129,117 |
| 20 |
0.8996 |
0.8049 |
0.0947 |
11.2% |
0.0203 |
2.4% |
46% |
False |
False |
143,519 |
| 40 |
0.9304 |
0.8049 |
0.1255 |
14.8% |
0.0161 |
1.9% |
35% |
False |
False |
133,691 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
14.8% |
0.0136 |
1.6% |
35% |
False |
False |
113,511 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
14.8% |
0.0124 |
1.5% |
35% |
False |
False |
89,620 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
14.8% |
0.0121 |
1.4% |
35% |
False |
False |
71,779 |
| 120 |
0.9308 |
0.8049 |
0.1259 |
14.8% |
0.0112 |
1.3% |
35% |
False |
False |
59,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9537 |
|
2.618 |
0.9142 |
|
1.618 |
0.8900 |
|
1.000 |
0.8750 |
|
0.618 |
0.8658 |
|
HIGH |
0.8508 |
|
0.618 |
0.8416 |
|
0.500 |
0.8387 |
|
0.382 |
0.8358 |
|
LOW |
0.8266 |
|
0.618 |
0.8116 |
|
1.000 |
0.8024 |
|
1.618 |
0.7874 |
|
2.618 |
0.7632 |
|
4.250 |
0.7238 |
|
|
| Fisher Pivots for day following 10-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8452 |
0.8422 |
| PP |
0.8420 |
0.8359 |
| S1 |
0.8387 |
0.8296 |
|