CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9216 |
0.9045 |
-0.0171 |
-1.9% |
0.9211 |
| High |
0.9229 |
0.9076 |
-0.0153 |
-1.7% |
0.9280 |
| Low |
0.9038 |
0.8979 |
-0.0059 |
-0.7% |
0.9084 |
| Close |
0.9041 |
0.9010 |
-0.0031 |
-0.3% |
0.9205 |
| Range |
0.0191 |
0.0097 |
-0.0094 |
-49.2% |
0.0196 |
| ATR |
0.0095 |
0.0096 |
0.0000 |
0.1% |
0.0000 |
| Volume |
64,717 |
171,023 |
106,306 |
164.3% |
544,863 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9313 |
0.9258 |
0.9063 |
|
| R3 |
0.9216 |
0.9161 |
0.9037 |
|
| R2 |
0.9119 |
0.9119 |
0.9028 |
|
| R1 |
0.9064 |
0.9064 |
0.9019 |
0.9043 |
| PP |
0.9022 |
0.9022 |
0.9022 |
0.9011 |
| S1 |
0.8967 |
0.8967 |
0.9001 |
0.8946 |
| S2 |
0.8925 |
0.8925 |
0.8992 |
|
| S3 |
0.8828 |
0.8870 |
0.8983 |
|
| S4 |
0.8731 |
0.8773 |
0.8957 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9778 |
0.9687 |
0.9313 |
|
| R3 |
0.9582 |
0.9491 |
0.9259 |
|
| R2 |
0.9386 |
0.9386 |
0.9241 |
|
| R1 |
0.9295 |
0.9295 |
0.9223 |
0.9243 |
| PP |
0.9190 |
0.9190 |
0.9190 |
0.9163 |
| S1 |
0.9099 |
0.9099 |
0.9187 |
0.9047 |
| S2 |
0.8994 |
0.8994 |
0.9169 |
|
| S3 |
0.8798 |
0.8903 |
0.9151 |
|
| S4 |
0.8602 |
0.8707 |
0.9097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9280 |
0.8979 |
0.0301 |
3.3% |
0.0099 |
1.1% |
10% |
False |
True |
116,177 |
| 10 |
0.9280 |
0.8979 |
0.0301 |
3.3% |
0.0101 |
1.1% |
10% |
False |
True |
108,071 |
| 20 |
0.9308 |
0.8979 |
0.0329 |
3.7% |
0.0095 |
1.1% |
9% |
False |
True |
93,301 |
| 40 |
0.9308 |
0.8924 |
0.0384 |
4.3% |
0.0088 |
1.0% |
22% |
False |
False |
82,036 |
| 60 |
0.9308 |
0.8525 |
0.0783 |
8.7% |
0.0093 |
1.0% |
62% |
False |
False |
55,820 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.3% |
0.0093 |
1.0% |
64% |
False |
False |
41,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9488 |
|
2.618 |
0.9330 |
|
1.618 |
0.9233 |
|
1.000 |
0.9173 |
|
0.618 |
0.9136 |
|
HIGH |
0.9076 |
|
0.618 |
0.9039 |
|
0.500 |
0.9028 |
|
0.382 |
0.9016 |
|
LOW |
0.8979 |
|
0.618 |
0.8919 |
|
1.000 |
0.8882 |
|
1.618 |
0.8822 |
|
2.618 |
0.8725 |
|
4.250 |
0.8567 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9028 |
0.9105 |
| PP |
0.9022 |
0.9073 |
| S1 |
0.9016 |
0.9042 |
|