CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8474 |
0.8111 |
-0.0363 |
-4.3% |
0.8820 |
| High |
0.8474 |
0.8345 |
-0.0129 |
-1.5% |
0.8835 |
| Low |
0.8128 |
0.8065 |
-0.0063 |
-0.8% |
0.8065 |
| Close |
0.8255 |
0.8241 |
-0.0014 |
-0.2% |
0.8241 |
| Range |
0.0346 |
0.0280 |
-0.0066 |
-19.1% |
0.0770 |
| ATR |
0.0153 |
0.0162 |
0.0009 |
5.9% |
0.0000 |
| Volume |
258,580 |
248,063 |
-10,517 |
-4.1% |
905,959 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9057 |
0.8929 |
0.8395 |
|
| R3 |
0.8777 |
0.8649 |
0.8318 |
|
| R2 |
0.8497 |
0.8497 |
0.8292 |
|
| R1 |
0.8369 |
0.8369 |
0.8267 |
0.8433 |
| PP |
0.8217 |
0.8217 |
0.8217 |
0.8249 |
| S1 |
0.8089 |
0.8089 |
0.8215 |
0.8153 |
| S2 |
0.7937 |
0.7937 |
0.8190 |
|
| S3 |
0.7657 |
0.7809 |
0.8164 |
|
| S4 |
0.7377 |
0.7529 |
0.8087 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0690 |
1.0236 |
0.8665 |
|
| R3 |
0.9920 |
0.9466 |
0.8453 |
|
| R2 |
0.9150 |
0.9150 |
0.8382 |
|
| R1 |
0.8696 |
0.8696 |
0.8312 |
0.8538 |
| PP |
0.8380 |
0.8380 |
0.8380 |
0.8302 |
| S1 |
0.7926 |
0.7926 |
0.8170 |
0.7768 |
| S2 |
0.7610 |
0.7610 |
0.8100 |
|
| S3 |
0.6840 |
0.7156 |
0.8029 |
|
| S4 |
0.6070 |
0.6386 |
0.7818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8835 |
0.8065 |
0.0770 |
9.3% |
0.0250 |
3.0% |
23% |
False |
True |
181,191 |
| 10 |
0.9042 |
0.8065 |
0.0977 |
11.9% |
0.0188 |
2.3% |
18% |
False |
True |
162,830 |
| 20 |
0.9280 |
0.8065 |
0.1215 |
14.7% |
0.0161 |
2.0% |
14% |
False |
True |
147,792 |
| 40 |
0.9308 |
0.8065 |
0.1243 |
15.1% |
0.0125 |
1.5% |
14% |
False |
True |
112,293 |
| 60 |
0.9308 |
0.8065 |
0.1243 |
15.1% |
0.0110 |
1.3% |
14% |
False |
True |
90,011 |
| 80 |
0.9308 |
0.8065 |
0.1243 |
15.1% |
0.0111 |
1.3% |
14% |
False |
True |
67,681 |
| 100 |
0.9308 |
0.8065 |
0.1243 |
15.1% |
0.0105 |
1.3% |
14% |
False |
True |
54,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9535 |
|
2.618 |
0.9078 |
|
1.618 |
0.8798 |
|
1.000 |
0.8625 |
|
0.618 |
0.8518 |
|
HIGH |
0.8345 |
|
0.618 |
0.8238 |
|
0.500 |
0.8205 |
|
0.382 |
0.8172 |
|
LOW |
0.8065 |
|
0.618 |
0.7892 |
|
1.000 |
0.7785 |
|
1.618 |
0.7612 |
|
2.618 |
0.7332 |
|
4.250 |
0.6875 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8229 |
0.8339 |
| PP |
0.8217 |
0.8306 |
| S1 |
0.8205 |
0.8274 |
|