CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9027 |
0.8828 |
-0.0199 |
-2.2% |
0.9190 |
| High |
0.9056 |
0.8902 |
-0.0154 |
-1.7% |
0.9231 |
| Low |
0.8668 |
0.8766 |
0.0098 |
1.1% |
0.8668 |
| Close |
0.8788 |
0.8844 |
0.0056 |
0.6% |
0.8844 |
| Range |
0.0388 |
0.0136 |
-0.0252 |
-64.9% |
0.0563 |
| ATR |
0.0116 |
0.0118 |
0.0001 |
1.2% |
0.0000 |
| Volume |
164,341 |
268,773 |
104,432 |
63.5% |
782,684 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9245 |
0.9181 |
0.8919 |
|
| R3 |
0.9109 |
0.9045 |
0.8881 |
|
| R2 |
0.8973 |
0.8973 |
0.8869 |
|
| R1 |
0.8909 |
0.8909 |
0.8856 |
0.8941 |
| PP |
0.8837 |
0.8837 |
0.8837 |
0.8854 |
| S1 |
0.8773 |
0.8773 |
0.8832 |
0.8805 |
| S2 |
0.8701 |
0.8701 |
0.8819 |
|
| S3 |
0.8565 |
0.8637 |
0.8807 |
|
| S4 |
0.8429 |
0.8501 |
0.8769 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0603 |
1.0287 |
0.9154 |
|
| R3 |
1.0040 |
0.9724 |
0.8999 |
|
| R2 |
0.9477 |
0.9477 |
0.8947 |
|
| R1 |
0.9161 |
0.9161 |
0.8896 |
0.9038 |
| PP |
0.8914 |
0.8914 |
0.8914 |
0.8853 |
| S1 |
0.8598 |
0.8598 |
0.8792 |
0.8475 |
| S2 |
0.8351 |
0.8351 |
0.8741 |
|
| S3 |
0.7788 |
0.8035 |
0.8689 |
|
| S4 |
0.7225 |
0.7472 |
0.8534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9231 |
0.8668 |
0.0563 |
6.4% |
0.0172 |
1.9% |
31% |
False |
False |
156,536 |
| 10 |
0.9280 |
0.8668 |
0.0612 |
6.9% |
0.0135 |
1.5% |
29% |
False |
False |
132,754 |
| 20 |
0.9308 |
0.8668 |
0.0640 |
7.2% |
0.0114 |
1.3% |
28% |
False |
False |
107,679 |
| 40 |
0.9308 |
0.8668 |
0.0640 |
7.2% |
0.0098 |
1.1% |
28% |
False |
False |
91,014 |
| 60 |
0.9308 |
0.8661 |
0.0647 |
7.3% |
0.0098 |
1.1% |
28% |
False |
False |
63,018 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.4% |
0.0098 |
1.1% |
44% |
False |
False |
47,339 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9480 |
|
2.618 |
0.9258 |
|
1.618 |
0.9122 |
|
1.000 |
0.9038 |
|
0.618 |
0.8986 |
|
HIGH |
0.8902 |
|
0.618 |
0.8850 |
|
0.500 |
0.8834 |
|
0.382 |
0.8818 |
|
LOW |
0.8766 |
|
0.618 |
0.8682 |
|
1.000 |
0.8630 |
|
1.618 |
0.8546 |
|
2.618 |
0.8410 |
|
4.250 |
0.8188 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8841 |
0.8872 |
| PP |
0.8837 |
0.8863 |
| S1 |
0.8834 |
0.8853 |
|