CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 07-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2010 |
07-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
0.8037 |
0.7968 |
-0.0069 |
-0.9% |
0.8199 |
High |
0.8037 |
0.7968 |
-0.0069 |
-0.9% |
0.8300 |
Low |
0.8037 |
0.7968 |
-0.0069 |
-0.9% |
0.8037 |
Close |
0.8037 |
0.7968 |
-0.0069 |
-0.9% |
0.8037 |
Range |
|
|
|
|
|
ATR |
0.0097 |
0.0095 |
-0.0002 |
-2.1% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
52 |
|
Daily Pivots for day following 07-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.7968 |
0.7968 |
0.7968 |
|
R3 |
0.7968 |
0.7968 |
0.7968 |
|
R2 |
0.7968 |
0.7968 |
0.7968 |
|
R1 |
0.7968 |
0.7968 |
0.7968 |
0.7968 |
PP |
0.7968 |
0.7968 |
0.7968 |
0.7968 |
S1 |
0.7968 |
0.7968 |
0.7968 |
0.7968 |
S2 |
0.7968 |
0.7968 |
0.7968 |
|
S3 |
0.7968 |
0.7968 |
0.7968 |
|
S4 |
0.7968 |
0.7968 |
0.7968 |
|
|
Weekly Pivots for week ending 04-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8914 |
0.8738 |
0.8182 |
|
R3 |
0.8651 |
0.8475 |
0.8109 |
|
R2 |
0.8388 |
0.8388 |
0.8085 |
|
R1 |
0.8212 |
0.8212 |
0.8061 |
0.8169 |
PP |
0.8125 |
0.8125 |
0.8125 |
0.8103 |
S1 |
0.7949 |
0.7949 |
0.8013 |
0.7906 |
S2 |
0.7862 |
0.7862 |
0.7989 |
|
S3 |
0.7599 |
0.7686 |
0.7965 |
|
S4 |
0.7336 |
0.7423 |
0.7892 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8300 |
0.7968 |
0.0332 |
4.2% |
0.0000 |
0.0% |
0% |
False |
True |
10 |
10 |
0.8300 |
0.7950 |
0.0350 |
4.4% |
0.0010 |
0.1% |
5% |
False |
False |
9 |
20 |
0.8790 |
0.7950 |
0.0840 |
10.5% |
0.0017 |
0.2% |
2% |
False |
False |
46 |
40 |
0.9086 |
0.7950 |
0.1136 |
14.3% |
0.0009 |
0.1% |
2% |
False |
False |
24 |
60 |
0.9086 |
0.7950 |
0.1136 |
14.3% |
0.0006 |
0.1% |
2% |
False |
False |
16 |
80 |
0.9086 |
0.7950 |
0.1136 |
14.3% |
0.0004 |
0.1% |
2% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.7968 |
2.618 |
0.7968 |
1.618 |
0.7968 |
1.000 |
0.7968 |
0.618 |
0.7968 |
HIGH |
0.7968 |
0.618 |
0.7968 |
0.500 |
0.7968 |
0.382 |
0.7968 |
LOW |
0.7968 |
0.618 |
0.7968 |
1.000 |
0.7968 |
1.618 |
0.7968 |
2.618 |
0.7968 |
4.250 |
0.7968 |
|
|
Fisher Pivots for day following 07-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
0.7968 |
0.8134 |
PP |
0.7968 |
0.8079 |
S1 |
0.7968 |
0.8023 |
|