CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8916 |
0.8922 |
0.0006 |
0.1% |
0.8955 |
| High |
0.8996 |
0.8951 |
-0.0045 |
-0.5% |
0.9042 |
| Low |
0.8889 |
0.8820 |
-0.0069 |
-0.8% |
0.8820 |
| Close |
0.8951 |
0.8825 |
-0.0126 |
-1.4% |
0.8825 |
| Range |
0.0107 |
0.0131 |
0.0024 |
22.4% |
0.0222 |
| ATR |
0.0119 |
0.0120 |
0.0001 |
0.7% |
0.0000 |
| Volume |
100,579 |
101,116 |
537 |
0.5% |
722,345 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9258 |
0.9173 |
0.8897 |
|
| R3 |
0.9127 |
0.9042 |
0.8861 |
|
| R2 |
0.8996 |
0.8996 |
0.8849 |
|
| R1 |
0.8911 |
0.8911 |
0.8837 |
0.8888 |
| PP |
0.8865 |
0.8865 |
0.8865 |
0.8854 |
| S1 |
0.8780 |
0.8780 |
0.8813 |
0.8757 |
| S2 |
0.8734 |
0.8734 |
0.8801 |
|
| S3 |
0.8603 |
0.8649 |
0.8789 |
|
| S4 |
0.8472 |
0.8518 |
0.8753 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9562 |
0.9415 |
0.8947 |
|
| R3 |
0.9340 |
0.9193 |
0.8886 |
|
| R2 |
0.9118 |
0.9118 |
0.8866 |
|
| R1 |
0.8971 |
0.8971 |
0.8845 |
0.8934 |
| PP |
0.8896 |
0.8896 |
0.8896 |
0.8877 |
| S1 |
0.8749 |
0.8749 |
0.8805 |
0.8712 |
| S2 |
0.8674 |
0.8674 |
0.8784 |
|
| S3 |
0.8452 |
0.8527 |
0.8764 |
|
| S4 |
0.8230 |
0.8305 |
0.8703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9042 |
0.8820 |
0.0222 |
2.5% |
0.0125 |
1.4% |
2% |
False |
True |
144,469 |
| 10 |
0.9231 |
0.8668 |
0.0563 |
6.4% |
0.0149 |
1.7% |
28% |
False |
False |
150,502 |
| 20 |
0.9282 |
0.8668 |
0.0614 |
7.0% |
0.0122 |
1.4% |
26% |
False |
False |
127,874 |
| 40 |
0.9308 |
0.8668 |
0.0640 |
7.3% |
0.0105 |
1.2% |
25% |
False |
False |
99,898 |
| 60 |
0.9308 |
0.8668 |
0.0640 |
7.3% |
0.0099 |
1.1% |
25% |
False |
False |
75,000 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.5% |
0.0100 |
1.1% |
42% |
False |
False |
56,362 |
| 100 |
0.9308 |
0.8474 |
0.0834 |
9.5% |
0.0095 |
1.1% |
42% |
False |
False |
45,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9508 |
|
2.618 |
0.9294 |
|
1.618 |
0.9163 |
|
1.000 |
0.9082 |
|
0.618 |
0.9032 |
|
HIGH |
0.8951 |
|
0.618 |
0.8901 |
|
0.500 |
0.8886 |
|
0.382 |
0.8870 |
|
LOW |
0.8820 |
|
0.618 |
0.8739 |
|
1.000 |
0.8689 |
|
1.618 |
0.8608 |
|
2.618 |
0.8477 |
|
4.250 |
0.8263 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8886 |
0.8908 |
| PP |
0.8865 |
0.8880 |
| S1 |
0.8845 |
0.8853 |
|