CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8922 |
0.8820 |
-0.0102 |
-1.1% |
0.8955 |
| High |
0.8951 |
0.8835 |
-0.0116 |
-1.3% |
0.9042 |
| Low |
0.8820 |
0.8657 |
-0.0163 |
-1.8% |
0.8820 |
| Close |
0.8825 |
0.8703 |
-0.0122 |
-1.4% |
0.8825 |
| Range |
0.0131 |
0.0178 |
0.0047 |
35.9% |
0.0222 |
| ATR |
0.0120 |
0.0124 |
0.0004 |
3.5% |
0.0000 |
| Volume |
101,116 |
114,490 |
13,374 |
13.2% |
722,345 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9266 |
0.9162 |
0.8801 |
|
| R3 |
0.9088 |
0.8984 |
0.8752 |
|
| R2 |
0.8910 |
0.8910 |
0.8736 |
|
| R1 |
0.8806 |
0.8806 |
0.8719 |
0.8769 |
| PP |
0.8732 |
0.8732 |
0.8732 |
0.8713 |
| S1 |
0.8628 |
0.8628 |
0.8687 |
0.8591 |
| S2 |
0.8554 |
0.8554 |
0.8670 |
|
| S3 |
0.8376 |
0.8450 |
0.8654 |
|
| S4 |
0.8198 |
0.8272 |
0.8605 |
|
|
| 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 |
0.8997 |
0.8657 |
0.0340 |
3.9% |
0.0121 |
1.4% |
14% |
False |
True |
114,595 |
| 10 |
0.9229 |
0.8657 |
0.0572 |
6.6% |
0.0162 |
1.9% |
8% |
False |
True |
150,568 |
| 20 |
0.9282 |
0.8657 |
0.0625 |
7.2% |
0.0126 |
1.5% |
7% |
False |
True |
127,228 |
| 40 |
0.9308 |
0.8657 |
0.0651 |
7.5% |
0.0107 |
1.2% |
7% |
False |
True |
101,032 |
| 60 |
0.9308 |
0.8657 |
0.0651 |
7.5% |
0.0100 |
1.1% |
7% |
False |
True |
76,894 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.6% |
0.0101 |
1.2% |
27% |
False |
False |
57,792 |
| 100 |
0.9308 |
0.8474 |
0.0834 |
9.6% |
0.0096 |
1.1% |
27% |
False |
False |
46,295 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9592 |
|
2.618 |
0.9301 |
|
1.618 |
0.9123 |
|
1.000 |
0.9013 |
|
0.618 |
0.8945 |
|
HIGH |
0.8835 |
|
0.618 |
0.8767 |
|
0.500 |
0.8746 |
|
0.382 |
0.8725 |
|
LOW |
0.8657 |
|
0.618 |
0.8547 |
|
1.000 |
0.8479 |
|
1.618 |
0.8369 |
|
2.618 |
0.8191 |
|
4.250 |
0.7901 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8746 |
0.8827 |
| PP |
0.8732 |
0.8785 |
| S1 |
0.8717 |
0.8744 |
|