CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9045 |
0.9027 |
-0.0018 |
-0.2% |
0.9211 |
| High |
0.9076 |
0.9056 |
-0.0020 |
-0.2% |
0.9280 |
| Low |
0.8979 |
0.8668 |
-0.0311 |
-3.5% |
0.9084 |
| Close |
0.9010 |
0.8788 |
-0.0222 |
-2.5% |
0.9205 |
| Range |
0.0097 |
0.0388 |
0.0291 |
300.0% |
0.0196 |
| ATR |
0.0096 |
0.0116 |
0.0021 |
21.9% |
0.0000 |
| Volume |
171,023 |
164,341 |
-6,682 |
-3.9% |
544,863 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0001 |
0.9783 |
0.9001 |
|
| R3 |
0.9613 |
0.9395 |
0.8895 |
|
| R2 |
0.9225 |
0.9225 |
0.8859 |
|
| R1 |
0.9007 |
0.9007 |
0.8824 |
0.8922 |
| PP |
0.8837 |
0.8837 |
0.8837 |
0.8795 |
| S1 |
0.8619 |
0.8619 |
0.8752 |
0.8534 |
| S2 |
0.8449 |
0.8449 |
0.8717 |
|
| S3 |
0.8061 |
0.8231 |
0.8681 |
|
| S4 |
0.7673 |
0.7843 |
0.8575 |
|
|
| 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 |
0.8668 |
0.0612 |
7.0% |
0.0163 |
1.9% |
20% |
False |
True |
119,591 |
| 10 |
0.9280 |
0.8668 |
0.0612 |
7.0% |
0.0132 |
1.5% |
20% |
False |
True |
117,365 |
| 20 |
0.9308 |
0.8668 |
0.0640 |
7.3% |
0.0111 |
1.3% |
19% |
False |
True |
97,615 |
| 40 |
0.9308 |
0.8668 |
0.0640 |
7.3% |
0.0096 |
1.1% |
19% |
False |
True |
85,382 |
| 60 |
0.9308 |
0.8598 |
0.0710 |
8.1% |
0.0097 |
1.1% |
27% |
False |
False |
58,553 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.5% |
0.0097 |
1.1% |
38% |
False |
False |
43,989 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0705 |
|
2.618 |
1.0072 |
|
1.618 |
0.9684 |
|
1.000 |
0.9444 |
|
0.618 |
0.9296 |
|
HIGH |
0.9056 |
|
0.618 |
0.8908 |
|
0.500 |
0.8862 |
|
0.382 |
0.8816 |
|
LOW |
0.8668 |
|
0.618 |
0.8428 |
|
1.000 |
0.8280 |
|
1.618 |
0.8040 |
|
2.618 |
0.7652 |
|
4.250 |
0.7019 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8862 |
0.8949 |
| PP |
0.8837 |
0.8895 |
| S1 |
0.8813 |
0.8842 |
|