CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8820 |
0.8747 |
-0.0073 |
-0.8% |
0.8955 |
| High |
0.8835 |
0.8762 |
-0.0073 |
-0.8% |
0.9042 |
| Low |
0.8657 |
0.8597 |
-0.0060 |
-0.7% |
0.8820 |
| Close |
0.8703 |
0.8616 |
-0.0087 |
-1.0% |
0.8825 |
| Range |
0.0178 |
0.0165 |
-0.0013 |
-7.3% |
0.0222 |
| ATR |
0.0124 |
0.0127 |
0.0003 |
2.4% |
0.0000 |
| Volume |
114,490 |
152,846 |
38,356 |
33.5% |
722,345 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9153 |
0.9050 |
0.8707 |
|
| R3 |
0.8988 |
0.8885 |
0.8661 |
|
| R2 |
0.8823 |
0.8823 |
0.8646 |
|
| R1 |
0.8720 |
0.8720 |
0.8631 |
0.8689 |
| PP |
0.8658 |
0.8658 |
0.8658 |
0.8643 |
| S1 |
0.8555 |
0.8555 |
0.8601 |
0.8524 |
| S2 |
0.8493 |
0.8493 |
0.8586 |
|
| S3 |
0.8328 |
0.8390 |
0.8571 |
|
| S4 |
0.8163 |
0.8225 |
0.8525 |
|
|
| 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 |
0.8996 |
0.8597 |
0.0399 |
4.6% |
0.0134 |
1.6% |
5% |
False |
True |
116,799 |
| 10 |
0.9076 |
0.8597 |
0.0479 |
5.6% |
0.0159 |
1.8% |
4% |
False |
True |
159,381 |
| 20 |
0.9282 |
0.8597 |
0.0685 |
8.0% |
0.0129 |
1.5% |
3% |
False |
True |
129,921 |
| 40 |
0.9308 |
0.8597 |
0.0711 |
8.3% |
0.0108 |
1.3% |
3% |
False |
True |
102,735 |
| 60 |
0.9308 |
0.8597 |
0.0711 |
8.3% |
0.0102 |
1.2% |
3% |
False |
True |
79,430 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.7% |
0.0102 |
1.2% |
17% |
False |
False |
59,702 |
| 100 |
0.9308 |
0.8474 |
0.0834 |
9.7% |
0.0097 |
1.1% |
17% |
False |
False |
47,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9463 |
|
2.618 |
0.9194 |
|
1.618 |
0.9029 |
|
1.000 |
0.8927 |
|
0.618 |
0.8864 |
|
HIGH |
0.8762 |
|
0.618 |
0.8699 |
|
0.500 |
0.8680 |
|
0.382 |
0.8660 |
|
LOW |
0.8597 |
|
0.618 |
0.8495 |
|
1.000 |
0.8432 |
|
1.618 |
0.8330 |
|
2.618 |
0.8165 |
|
4.250 |
0.7896 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8680 |
0.8774 |
| PP |
0.8658 |
0.8721 |
| S1 |
0.8637 |
0.8669 |
|