CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8828 |
0.8955 |
0.0127 |
1.4% |
0.9190 |
| High |
0.8902 |
0.9042 |
0.0140 |
1.6% |
0.9231 |
| Low |
0.8766 |
0.8844 |
0.0078 |
0.9% |
0.8668 |
| Close |
0.8844 |
0.8978 |
0.0134 |
1.5% |
0.8844 |
| Range |
0.0136 |
0.0198 |
0.0062 |
45.6% |
0.0563 |
| ATR |
0.0118 |
0.0124 |
0.0006 |
4.9% |
0.0000 |
| Volume |
268,773 |
263,856 |
-4,917 |
-1.8% |
782,684 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9549 |
0.9461 |
0.9087 |
|
| R3 |
0.9351 |
0.9263 |
0.9032 |
|
| R2 |
0.9153 |
0.9153 |
0.9014 |
|
| R1 |
0.9065 |
0.9065 |
0.8996 |
0.9109 |
| PP |
0.8955 |
0.8955 |
0.8955 |
0.8977 |
| S1 |
0.8867 |
0.8867 |
0.8960 |
0.8911 |
| S2 |
0.8757 |
0.8757 |
0.8942 |
|
| S3 |
0.8559 |
0.8669 |
0.8924 |
|
| S4 |
0.8361 |
0.8471 |
0.8869 |
|
|
| 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 |
0.9229 |
0.8668 |
0.0561 |
6.2% |
0.0202 |
2.2% |
55% |
False |
False |
186,542 |
| 10 |
0.9280 |
0.8668 |
0.0612 |
6.8% |
0.0149 |
1.7% |
51% |
False |
False |
147,480 |
| 20 |
0.9304 |
0.8668 |
0.0636 |
7.1% |
0.0117 |
1.3% |
49% |
False |
False |
117,444 |
| 40 |
0.9308 |
0.8668 |
0.0640 |
7.1% |
0.0101 |
1.1% |
48% |
False |
False |
95,771 |
| 60 |
0.9308 |
0.8668 |
0.0640 |
7.1% |
0.0099 |
1.1% |
48% |
False |
False |
67,409 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.3% |
0.0099 |
1.1% |
60% |
False |
False |
50,636 |
| 100 |
0.9308 |
0.8474 |
0.0834 |
9.3% |
0.0093 |
1.0% |
60% |
False |
False |
40,568 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9884 |
|
2.618 |
0.9560 |
|
1.618 |
0.9362 |
|
1.000 |
0.9240 |
|
0.618 |
0.9164 |
|
HIGH |
0.9042 |
|
0.618 |
0.8966 |
|
0.500 |
0.8943 |
|
0.382 |
0.8920 |
|
LOW |
0.8844 |
|
0.618 |
0.8722 |
|
1.000 |
0.8646 |
|
1.618 |
0.8524 |
|
2.618 |
0.8326 |
|
4.250 |
0.8003 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8966 |
0.8939 |
| PP |
0.8955 |
0.8901 |
| S1 |
0.8943 |
0.8862 |
|