CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8590 |
0.8474 |
-0.0116 |
-1.4% |
0.8955 |
| High |
0.8613 |
0.8474 |
-0.0139 |
-1.6% |
0.9042 |
| Low |
0.8331 |
0.8128 |
-0.0203 |
-2.4% |
0.8820 |
| Close |
0.8396 |
0.8255 |
-0.0141 |
-1.7% |
0.8825 |
| Range |
0.0282 |
0.0346 |
0.0064 |
22.7% |
0.0222 |
| ATR |
0.0138 |
0.0153 |
0.0015 |
10.8% |
0.0000 |
| Volume |
131,980 |
258,580 |
126,600 |
95.9% |
722,345 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9324 |
0.9135 |
0.8445 |
|
| R3 |
0.8978 |
0.8789 |
0.8350 |
|
| R2 |
0.8632 |
0.8632 |
0.8318 |
|
| R1 |
0.8443 |
0.8443 |
0.8287 |
0.8365 |
| PP |
0.8286 |
0.8286 |
0.8286 |
0.8246 |
| S1 |
0.8097 |
0.8097 |
0.8223 |
0.8019 |
| S2 |
0.7940 |
0.7940 |
0.8192 |
|
| S3 |
0.7594 |
0.7751 |
0.8160 |
|
| S4 |
0.7248 |
0.7405 |
0.8065 |
|
|
| 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 |
0.8951 |
0.8128 |
0.0823 |
10.0% |
0.0220 |
2.7% |
15% |
False |
True |
151,802 |
| 10 |
0.9042 |
0.8128 |
0.0914 |
11.1% |
0.0173 |
2.1% |
14% |
False |
True |
164,901 |
| 20 |
0.9280 |
0.8128 |
0.1152 |
14.0% |
0.0153 |
1.9% |
11% |
False |
True |
141,133 |
| 40 |
0.9308 |
0.8128 |
0.1180 |
14.3% |
0.0119 |
1.4% |
11% |
False |
True |
108,598 |
| 60 |
0.9308 |
0.8128 |
0.1180 |
14.3% |
0.0108 |
1.3% |
11% |
False |
True |
85,901 |
| 80 |
0.9308 |
0.8128 |
0.1180 |
14.3% |
0.0109 |
1.3% |
11% |
False |
True |
64,582 |
| 100 |
0.9308 |
0.8128 |
0.1180 |
14.3% |
0.0102 |
1.2% |
11% |
False |
True |
51,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9945 |
|
2.618 |
0.9380 |
|
1.618 |
0.9034 |
|
1.000 |
0.8820 |
|
0.618 |
0.8688 |
|
HIGH |
0.8474 |
|
0.618 |
0.8342 |
|
0.500 |
0.8301 |
|
0.382 |
0.8260 |
|
LOW |
0.8128 |
|
0.618 |
0.7914 |
|
1.000 |
0.7782 |
|
1.618 |
0.7568 |
|
2.618 |
0.7222 |
|
4.250 |
0.6658 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8301 |
0.8445 |
| PP |
0.8286 |
0.8382 |
| S1 |
0.8270 |
0.8318 |
|