CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8111 |
0.8291 |
0.0180 |
2.2% |
0.8820 |
| High |
0.8345 |
0.8337 |
-0.0008 |
-0.1% |
0.8835 |
| Low |
0.8065 |
0.8165 |
0.0100 |
1.2% |
0.8065 |
| Close |
0.8241 |
0.8300 |
0.0059 |
0.7% |
0.8241 |
| Range |
0.0280 |
0.0172 |
-0.0108 |
-38.6% |
0.0770 |
| ATR |
0.0162 |
0.0163 |
0.0001 |
0.4% |
0.0000 |
| Volume |
248,063 |
208,834 |
-39,229 |
-15.8% |
905,959 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8783 |
0.8714 |
0.8395 |
|
| R3 |
0.8611 |
0.8542 |
0.8347 |
|
| R2 |
0.8439 |
0.8439 |
0.8332 |
|
| R1 |
0.8370 |
0.8370 |
0.8316 |
0.8405 |
| PP |
0.8267 |
0.8267 |
0.8267 |
0.8285 |
| S1 |
0.8198 |
0.8198 |
0.8284 |
0.8233 |
| S2 |
0.8095 |
0.8095 |
0.8268 |
|
| S3 |
0.7923 |
0.8026 |
0.8253 |
|
| S4 |
0.7751 |
0.7854 |
0.8205 |
|
|
| 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 |
0.8762 |
0.8065 |
0.0697 |
8.4% |
0.0249 |
3.0% |
34% |
False |
False |
200,060 |
| 10 |
0.8997 |
0.8065 |
0.0932 |
11.2% |
0.0185 |
2.2% |
25% |
False |
False |
157,328 |
| 20 |
0.9280 |
0.8065 |
0.1215 |
14.6% |
0.0167 |
2.0% |
19% |
False |
False |
152,404 |
| 40 |
0.9308 |
0.8065 |
0.1243 |
15.0% |
0.0126 |
1.5% |
19% |
False |
False |
115,512 |
| 60 |
0.9308 |
0.8065 |
0.1243 |
15.0% |
0.0111 |
1.3% |
19% |
False |
False |
93,460 |
| 80 |
0.9308 |
0.8065 |
0.1243 |
15.0% |
0.0112 |
1.4% |
19% |
False |
False |
70,286 |
| 100 |
0.9308 |
0.8065 |
0.1243 |
15.0% |
0.0106 |
1.3% |
19% |
False |
False |
56,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9068 |
|
2.618 |
0.8787 |
|
1.618 |
0.8615 |
|
1.000 |
0.8509 |
|
0.618 |
0.8443 |
|
HIGH |
0.8337 |
|
0.618 |
0.8271 |
|
0.500 |
0.8251 |
|
0.382 |
0.8231 |
|
LOW |
0.8165 |
|
0.618 |
0.8059 |
|
1.000 |
0.7993 |
|
1.618 |
0.7887 |
|
2.618 |
0.7715 |
|
4.250 |
0.7434 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8284 |
0.8290 |
| PP |
0.8267 |
0.8280 |
| S1 |
0.8251 |
0.8270 |
|