CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8291 |
0.8231 |
-0.0060 |
-0.7% |
0.8820 |
| High |
0.8337 |
0.8263 |
-0.0074 |
-0.9% |
0.8835 |
| Low |
0.8165 |
0.8049 |
-0.0116 |
-1.4% |
0.8065 |
| Close |
0.8300 |
0.8174 |
-0.0126 |
-1.5% |
0.8241 |
| Range |
0.0172 |
0.0214 |
0.0042 |
24.4% |
0.0770 |
| ATR |
0.0163 |
0.0169 |
0.0006 |
3.9% |
0.0000 |
| Volume |
208,834 |
115,765 |
-93,069 |
-44.6% |
905,959 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8804 |
0.8703 |
0.8292 |
|
| R3 |
0.8590 |
0.8489 |
0.8233 |
|
| R2 |
0.8376 |
0.8376 |
0.8213 |
|
| R1 |
0.8275 |
0.8275 |
0.8194 |
0.8219 |
| PP |
0.8162 |
0.8162 |
0.8162 |
0.8134 |
| S1 |
0.8061 |
0.8061 |
0.8154 |
0.8005 |
| S2 |
0.7948 |
0.7948 |
0.8135 |
|
| S3 |
0.7734 |
0.7847 |
0.8115 |
|
| S4 |
0.7520 |
0.7633 |
0.8056 |
|
|
| 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 |
0.8613 |
0.8049 |
0.0564 |
6.9% |
0.0259 |
3.2% |
22% |
False |
True |
192,644 |
| 10 |
0.8996 |
0.8049 |
0.0947 |
11.6% |
0.0197 |
2.4% |
13% |
False |
True |
154,721 |
| 20 |
0.9280 |
0.8049 |
0.1231 |
15.1% |
0.0170 |
2.1% |
10% |
False |
True |
155,073 |
| 40 |
0.9308 |
0.8049 |
0.1259 |
15.4% |
0.0127 |
1.6% |
10% |
False |
True |
115,669 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
15.4% |
0.0113 |
1.4% |
10% |
False |
True |
95,375 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
15.4% |
0.0114 |
1.4% |
10% |
False |
True |
71,731 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
15.4% |
0.0108 |
1.3% |
10% |
False |
True |
57,452 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9173 |
|
2.618 |
0.8823 |
|
1.618 |
0.8609 |
|
1.000 |
0.8477 |
|
0.618 |
0.8395 |
|
HIGH |
0.8263 |
|
0.618 |
0.8181 |
|
0.500 |
0.8156 |
|
0.382 |
0.8131 |
|
LOW |
0.8049 |
|
0.618 |
0.7917 |
|
1.000 |
0.7835 |
|
1.618 |
0.7703 |
|
2.618 |
0.7489 |
|
4.250 |
0.7140 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8168 |
0.8197 |
| PP |
0.8162 |
0.8189 |
| S1 |
0.8156 |
0.8182 |
|