CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8266 |
0.8210 |
-0.0056 |
-0.7% |
0.8820 |
| High |
0.8373 |
0.8514 |
0.0141 |
1.7% |
0.8835 |
| Low |
0.8171 |
0.8204 |
0.0033 |
0.4% |
0.8065 |
| Close |
0.8236 |
0.8467 |
0.0231 |
2.8% |
0.8241 |
| Range |
0.0202 |
0.0310 |
0.0108 |
53.5% |
0.0770 |
| ATR |
0.0171 |
0.0181 |
0.0010 |
5.8% |
0.0000 |
| Volume |
146,968 |
146,787 |
-181 |
-0.1% |
905,959 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9325 |
0.9206 |
0.8638 |
|
| R3 |
0.9015 |
0.8896 |
0.8552 |
|
| R2 |
0.8705 |
0.8705 |
0.8524 |
|
| R1 |
0.8586 |
0.8586 |
0.8495 |
0.8646 |
| PP |
0.8395 |
0.8395 |
0.8395 |
0.8425 |
| S1 |
0.8276 |
0.8276 |
0.8439 |
0.8336 |
| S2 |
0.8085 |
0.8085 |
0.8410 |
|
| S3 |
0.7775 |
0.7966 |
0.8382 |
|
| S4 |
0.7465 |
0.7656 |
0.8297 |
|
|
| 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 |
0.8514 |
0.8049 |
0.0465 |
5.5% |
0.0236 |
2.8% |
90% |
True |
False |
173,283 |
| 10 |
0.8951 |
0.8049 |
0.0902 |
10.7% |
0.0228 |
2.7% |
46% |
False |
False |
162,542 |
| 20 |
0.9280 |
0.8049 |
0.1231 |
14.5% |
0.0186 |
2.2% |
34% |
False |
False |
155,669 |
| 40 |
0.9308 |
0.8049 |
0.1259 |
14.9% |
0.0137 |
1.6% |
33% |
False |
False |
119,373 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
14.9% |
0.0119 |
1.4% |
33% |
False |
False |
100,197 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
14.9% |
0.0117 |
1.4% |
33% |
False |
False |
75,391 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
14.9% |
0.0110 |
1.3% |
33% |
False |
False |
60,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9832 |
|
2.618 |
0.9326 |
|
1.618 |
0.9016 |
|
1.000 |
0.8824 |
|
0.618 |
0.8706 |
|
HIGH |
0.8514 |
|
0.618 |
0.8396 |
|
0.500 |
0.8359 |
|
0.382 |
0.8322 |
|
LOW |
0.8204 |
|
0.618 |
0.8012 |
|
1.000 |
0.7894 |
|
1.618 |
0.7702 |
|
2.618 |
0.7392 |
|
4.250 |
0.6887 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8431 |
0.8405 |
| PP |
0.8395 |
0.8343 |
| S1 |
0.8359 |
0.8282 |
|