CME Australian Dollar Future September 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 |
0.8213 |
0.8320 |
0.0107 |
1.3% |
0.8183 |
| High |
0.8323 |
0.8420 |
0.0097 |
1.2% |
0.8448 |
| Low |
0.8189 |
0.8269 |
0.0080 |
1.0% |
0.7970 |
| Close |
0.8268 |
0.8333 |
0.0065 |
0.8% |
0.8357 |
| Range |
0.0134 |
0.0151 |
0.0017 |
12.7% |
0.0478 |
| ATR |
0.0168 |
0.0167 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
3,595 |
1,549 |
-2,046 |
-56.9% |
6,944 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8794 |
0.8714 |
0.8416 |
|
| R3 |
0.8643 |
0.8563 |
0.8375 |
|
| R2 |
0.8492 |
0.8492 |
0.8361 |
|
| R1 |
0.8412 |
0.8412 |
0.8347 |
0.8452 |
| PP |
0.8341 |
0.8341 |
0.8341 |
0.8361 |
| S1 |
0.8261 |
0.8261 |
0.8319 |
0.8301 |
| S2 |
0.8190 |
0.8190 |
0.8305 |
|
| S3 |
0.8039 |
0.8110 |
0.8291 |
|
| S4 |
0.7888 |
0.7959 |
0.8250 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9692 |
0.9503 |
0.8620 |
|
| R3 |
0.9214 |
0.9025 |
0.8488 |
|
| R2 |
0.8736 |
0.8736 |
0.8445 |
|
| R1 |
0.8547 |
0.8547 |
0.8401 |
0.8642 |
| PP |
0.8258 |
0.8258 |
0.8258 |
0.8306 |
| S1 |
0.8069 |
0.8069 |
0.8313 |
0.8164 |
| S2 |
0.7780 |
0.7780 |
0.8269 |
|
| S3 |
0.7302 |
0.7591 |
0.8226 |
|
| S4 |
0.6824 |
0.7113 |
0.8094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8448 |
0.8120 |
0.0328 |
3.9% |
0.0187 |
2.2% |
65% |
False |
False |
2,105 |
| 10 |
0.8448 |
0.7970 |
0.0478 |
5.7% |
0.0208 |
2.5% |
76% |
False |
False |
2,027 |
| 20 |
0.8955 |
0.7970 |
0.0985 |
11.8% |
0.0181 |
2.2% |
37% |
False |
False |
1,714 |
| 40 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0131 |
1.6% |
29% |
False |
False |
986 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0106 |
1.3% |
29% |
False |
False |
691 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0080 |
1.0% |
29% |
False |
False |
520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9062 |
|
2.618 |
0.8815 |
|
1.618 |
0.8664 |
|
1.000 |
0.8571 |
|
0.618 |
0.8513 |
|
HIGH |
0.8420 |
|
0.618 |
0.8362 |
|
0.500 |
0.8345 |
|
0.382 |
0.8327 |
|
LOW |
0.8269 |
|
0.618 |
0.8176 |
|
1.000 |
0.8118 |
|
1.618 |
0.8025 |
|
2.618 |
0.7874 |
|
4.250 |
0.7627 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8345 |
0.8323 |
| PP |
0.8341 |
0.8313 |
| S1 |
0.8337 |
0.8304 |
|