CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 01-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2010 |
01-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
0.8273 |
0.8199 |
-0.0074 |
-0.9% |
0.8134 |
High |
0.8273 |
0.8199 |
-0.0074 |
-0.9% |
0.8296 |
Low |
0.8273 |
0.8199 |
-0.0074 |
-0.9% |
0.7950 |
Close |
0.8273 |
0.8199 |
-0.0074 |
-0.9% |
0.8273 |
Range |
|
|
|
|
|
ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
17 |
17 |
0 |
0.0% |
45 |
|
Daily Pivots for day following 01-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8199 |
0.8199 |
0.8199 |
|
R3 |
0.8199 |
0.8199 |
0.8199 |
|
R2 |
0.8199 |
0.8199 |
0.8199 |
|
R1 |
0.8199 |
0.8199 |
0.8199 |
0.8199 |
PP |
0.8199 |
0.8199 |
0.8199 |
0.8199 |
S1 |
0.8199 |
0.8199 |
0.8199 |
0.8199 |
S2 |
0.8199 |
0.8199 |
0.8199 |
|
S3 |
0.8199 |
0.8199 |
0.8199 |
|
S4 |
0.8199 |
0.8199 |
0.8199 |
|
|
Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9211 |
0.9088 |
0.8463 |
|
R3 |
0.8865 |
0.8742 |
0.8368 |
|
R2 |
0.8519 |
0.8519 |
0.8336 |
|
R1 |
0.8396 |
0.8396 |
0.8305 |
0.8458 |
PP |
0.8173 |
0.8173 |
0.8173 |
0.8204 |
S1 |
0.8050 |
0.8050 |
0.8241 |
0.8112 |
S2 |
0.7827 |
0.7827 |
0.8210 |
|
S3 |
0.7481 |
0.7704 |
0.8178 |
|
S4 |
0.7135 |
0.7358 |
0.8083 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8296 |
0.7950 |
0.0346 |
4.2% |
0.0020 |
0.2% |
72% |
False |
False |
12 |
10 |
0.8512 |
0.7950 |
0.0562 |
6.9% |
0.0032 |
0.4% |
44% |
False |
False |
89 |
20 |
0.8847 |
0.7950 |
0.0897 |
10.9% |
0.0017 |
0.2% |
28% |
False |
False |
45 |
40 |
0.9086 |
0.7950 |
0.1136 |
13.9% |
0.0009 |
0.1% |
22% |
False |
False |
23 |
60 |
0.9086 |
0.7950 |
0.1136 |
13.9% |
0.0006 |
0.1% |
22% |
False |
False |
16 |
80 |
0.9086 |
0.7950 |
0.1136 |
13.9% |
0.0004 |
0.1% |
22% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8199 |
2.618 |
0.8199 |
1.618 |
0.8199 |
1.000 |
0.8199 |
0.618 |
0.8199 |
HIGH |
0.8199 |
0.618 |
0.8199 |
0.500 |
0.8199 |
0.382 |
0.8199 |
LOW |
0.8199 |
0.618 |
0.8199 |
1.000 |
0.8199 |
1.618 |
0.8199 |
2.618 |
0.8199 |
4.250 |
0.8199 |
|
|
Fisher Pivots for day following 01-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8199 |
0.8248 |
PP |
0.8199 |
0.8231 |
S1 |
0.8199 |
0.8215 |
|