CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8955 |
0.8989 |
0.0034 |
0.4% |
0.9190 |
| High |
0.9042 |
0.8997 |
-0.0045 |
-0.5% |
0.9231 |
| Low |
0.8844 |
0.8897 |
0.0053 |
0.6% |
0.8668 |
| Close |
0.8978 |
0.8945 |
-0.0033 |
-0.4% |
0.8844 |
| Range |
0.0198 |
0.0100 |
-0.0098 |
-49.5% |
0.0563 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
263,856 |
141,829 |
-122,027 |
-46.2% |
782,684 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9246 |
0.9196 |
0.9000 |
|
| R3 |
0.9146 |
0.9096 |
0.8973 |
|
| R2 |
0.9046 |
0.9046 |
0.8963 |
|
| R1 |
0.8996 |
0.8996 |
0.8954 |
0.8971 |
| PP |
0.8946 |
0.8946 |
0.8946 |
0.8934 |
| S1 |
0.8896 |
0.8896 |
0.8936 |
0.8871 |
| S2 |
0.8846 |
0.8846 |
0.8927 |
|
| S3 |
0.8746 |
0.8796 |
0.8918 |
|
| S4 |
0.8646 |
0.8696 |
0.8890 |
|
|
| 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 |
0.9076 |
0.8668 |
0.0408 |
4.6% |
0.0184 |
2.1% |
68% |
False |
False |
201,964 |
| 10 |
0.9280 |
0.8668 |
0.0612 |
6.8% |
0.0143 |
1.6% |
45% |
False |
False |
155,425 |
| 20 |
0.9304 |
0.8668 |
0.0636 |
7.1% |
0.0119 |
1.3% |
44% |
False |
False |
121,051 |
| 40 |
0.9308 |
0.8668 |
0.0640 |
7.2% |
0.0102 |
1.1% |
43% |
False |
False |
97,287 |
| 60 |
0.9308 |
0.8668 |
0.0640 |
7.2% |
0.0098 |
1.1% |
43% |
False |
False |
69,758 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.3% |
0.0099 |
1.1% |
56% |
False |
False |
52,408 |
| 100 |
0.9308 |
0.8474 |
0.0834 |
9.3% |
0.0093 |
1.0% |
56% |
False |
False |
41,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9422 |
|
2.618 |
0.9259 |
|
1.618 |
0.9159 |
|
1.000 |
0.9097 |
|
0.618 |
0.9059 |
|
HIGH |
0.8997 |
|
0.618 |
0.8959 |
|
0.500 |
0.8947 |
|
0.382 |
0.8935 |
|
LOW |
0.8897 |
|
0.618 |
0.8835 |
|
1.000 |
0.8797 |
|
1.618 |
0.8735 |
|
2.618 |
0.8635 |
|
4.250 |
0.8472 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8947 |
0.8931 |
| PP |
0.8946 |
0.8918 |
| S1 |
0.8946 |
0.8904 |
|