CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8989 |
0.8911 |
-0.0078 |
-0.9% |
0.9190 |
| High |
0.8997 |
0.8946 |
-0.0051 |
-0.6% |
0.9231 |
| Low |
0.8897 |
0.8855 |
-0.0042 |
-0.5% |
0.8668 |
| Close |
0.8945 |
0.8889 |
-0.0056 |
-0.6% |
0.8844 |
| Range |
0.0100 |
0.0091 |
-0.0009 |
-9.0% |
0.0563 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
141,829 |
114,965 |
-26,864 |
-18.9% |
782,684 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9170 |
0.9120 |
0.8939 |
|
| R3 |
0.9079 |
0.9029 |
0.8914 |
|
| R2 |
0.8988 |
0.8988 |
0.8906 |
|
| R1 |
0.8938 |
0.8938 |
0.8897 |
0.8918 |
| PP |
0.8897 |
0.8897 |
0.8897 |
0.8886 |
| S1 |
0.8847 |
0.8847 |
0.8881 |
0.8827 |
| S2 |
0.8806 |
0.8806 |
0.8872 |
|
| S3 |
0.8715 |
0.8756 |
0.8864 |
|
| S4 |
0.8624 |
0.8665 |
0.8839 |
|
|
| 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 |
0.9056 |
0.8668 |
0.0388 |
4.4% |
0.0183 |
2.1% |
57% |
False |
False |
190,752 |
| 10 |
0.9280 |
0.8668 |
0.0612 |
6.9% |
0.0141 |
1.6% |
36% |
False |
False |
153,465 |
| 20 |
0.9304 |
0.8668 |
0.0636 |
7.2% |
0.0119 |
1.3% |
35% |
False |
False |
123,863 |
| 40 |
0.9308 |
0.8668 |
0.0640 |
7.2% |
0.0102 |
1.2% |
35% |
False |
False |
98,507 |
| 60 |
0.9308 |
0.8668 |
0.0640 |
7.2% |
0.0097 |
1.1% |
35% |
False |
False |
71,653 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.4% |
0.0100 |
1.1% |
50% |
False |
False |
53,844 |
| 100 |
0.9308 |
0.8474 |
0.0834 |
9.4% |
0.0094 |
1.1% |
50% |
False |
False |
43,135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9333 |
|
2.618 |
0.9184 |
|
1.618 |
0.9093 |
|
1.000 |
0.9037 |
|
0.618 |
0.9002 |
|
HIGH |
0.8946 |
|
0.618 |
0.8911 |
|
0.500 |
0.8901 |
|
0.382 |
0.8890 |
|
LOW |
0.8855 |
|
0.618 |
0.8799 |
|
1.000 |
0.8764 |
|
1.618 |
0.8708 |
|
2.618 |
0.8617 |
|
4.250 |
0.8468 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8901 |
0.8943 |
| PP |
0.8897 |
0.8925 |
| S1 |
0.8893 |
0.8907 |
|