CME Australian Dollar Future September 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 |
0.8005 |
0.8176 |
0.0171 |
2.1% |
0.8339 |
| High |
0.8192 |
0.8268 |
0.0076 |
0.9% |
0.8420 |
| Low |
0.8000 |
0.8104 |
0.0104 |
1.3% |
0.8111 |
| Close |
0.8121 |
0.8182 |
0.0061 |
0.8% |
0.8118 |
| Range |
0.0192 |
0.0164 |
-0.0028 |
-14.6% |
0.0309 |
| ATR |
0.0172 |
0.0172 |
-0.0001 |
-0.3% |
0.0000 |
| Volume |
13,592 |
32,828 |
19,236 |
141.5% |
9,349 |
|
| Daily Pivots for day following 09-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8677 |
0.8593 |
0.8272 |
|
| R3 |
0.8513 |
0.8429 |
0.8227 |
|
| R2 |
0.8349 |
0.8349 |
0.8212 |
|
| R1 |
0.8265 |
0.8265 |
0.8197 |
0.8307 |
| PP |
0.8185 |
0.8185 |
0.8185 |
0.8206 |
| S1 |
0.8101 |
0.8101 |
0.8167 |
0.8143 |
| S2 |
0.8021 |
0.8021 |
0.8152 |
|
| S3 |
0.7857 |
0.7937 |
0.8137 |
|
| S4 |
0.7693 |
0.7773 |
0.8092 |
|
|
| Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9143 |
0.8940 |
0.8288 |
|
| R3 |
0.8834 |
0.8631 |
0.8203 |
|
| R2 |
0.8525 |
0.8525 |
0.8175 |
|
| R1 |
0.8322 |
0.8322 |
0.8146 |
0.8269 |
| PP |
0.8216 |
0.8216 |
0.8216 |
0.8190 |
| S1 |
0.8013 |
0.8013 |
0.8090 |
0.7960 |
| S2 |
0.7907 |
0.7907 |
0.8061 |
|
| S3 |
0.7598 |
0.7704 |
0.8033 |
|
| S4 |
0.7289 |
0.7395 |
0.7948 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8420 |
0.8000 |
0.0420 |
5.1% |
0.0181 |
2.2% |
43% |
False |
False |
11,398 |
| 10 |
0.8448 |
0.8000 |
0.0448 |
5.5% |
0.0187 |
2.3% |
41% |
False |
False |
6,682 |
| 20 |
0.8896 |
0.7970 |
0.0926 |
11.3% |
0.0184 |
2.2% |
23% |
False |
False |
4,369 |
| 40 |
0.9195 |
0.7970 |
0.1225 |
15.0% |
0.0143 |
1.7% |
17% |
False |
False |
2,356 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.4% |
0.0117 |
1.4% |
17% |
False |
False |
1,611 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.4% |
0.0089 |
1.1% |
17% |
False |
False |
1,212 |
| 100 |
0.9230 |
0.7970 |
0.1260 |
15.4% |
0.0071 |
0.9% |
17% |
False |
False |
971 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8965 |
|
2.618 |
0.8697 |
|
1.618 |
0.8533 |
|
1.000 |
0.8432 |
|
0.618 |
0.8369 |
|
HIGH |
0.8268 |
|
0.618 |
0.8205 |
|
0.500 |
0.8186 |
|
0.382 |
0.8167 |
|
LOW |
0.8104 |
|
0.618 |
0.8003 |
|
1.000 |
0.7940 |
|
1.618 |
0.7839 |
|
2.618 |
0.7675 |
|
4.250 |
0.7407 |
|
|
| Fisher Pivots for day following 09-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8186 |
0.8166 |
| PP |
0.8185 |
0.8150 |
| S1 |
0.8183 |
0.8134 |
|