CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8210 |
0.8490 |
0.0280 |
3.4% |
0.8291 |
| High |
0.8514 |
0.8537 |
0.0023 |
0.3% |
0.8537 |
| Low |
0.8204 |
0.8414 |
0.0210 |
2.6% |
0.8049 |
| Close |
0.8467 |
0.8445 |
-0.0022 |
-0.3% |
0.8445 |
| Range |
0.0310 |
0.0123 |
-0.0187 |
-60.3% |
0.0488 |
| ATR |
0.0181 |
0.0177 |
-0.0004 |
-2.3% |
0.0000 |
| Volume |
146,787 |
146,026 |
-761 |
-0.5% |
764,380 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8834 |
0.8763 |
0.8513 |
|
| R3 |
0.8711 |
0.8640 |
0.8479 |
|
| R2 |
0.8588 |
0.8588 |
0.8468 |
|
| R1 |
0.8517 |
0.8517 |
0.8456 |
0.8491 |
| PP |
0.8465 |
0.8465 |
0.8465 |
0.8453 |
| S1 |
0.8394 |
0.8394 |
0.8434 |
0.8368 |
| S2 |
0.8342 |
0.8342 |
0.8422 |
|
| S3 |
0.8219 |
0.8271 |
0.8411 |
|
| S4 |
0.8096 |
0.8148 |
0.8377 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9808 |
0.9614 |
0.8713 |
|
| R3 |
0.9320 |
0.9126 |
0.8579 |
|
| R2 |
0.8832 |
0.8832 |
0.8534 |
|
| R1 |
0.8638 |
0.8638 |
0.8490 |
0.8735 |
| PP |
0.8344 |
0.8344 |
0.8344 |
0.8392 |
| S1 |
0.8150 |
0.8150 |
0.8400 |
0.8247 |
| S2 |
0.7856 |
0.7856 |
0.8356 |
|
| S3 |
0.7368 |
0.7662 |
0.8311 |
|
| S4 |
0.6880 |
0.7174 |
0.8177 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8537 |
0.8049 |
0.0488 |
5.8% |
0.0204 |
2.4% |
81% |
True |
False |
152,876 |
| 10 |
0.8835 |
0.8049 |
0.0786 |
9.3% |
0.0227 |
2.7% |
50% |
False |
False |
167,033 |
| 20 |
0.9231 |
0.8049 |
0.1182 |
14.0% |
0.0188 |
2.2% |
34% |
False |
False |
158,768 |
| 40 |
0.9308 |
0.8049 |
0.1259 |
14.9% |
0.0138 |
1.6% |
31% |
False |
False |
120,629 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
14.9% |
0.0120 |
1.4% |
31% |
False |
False |
102,553 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
14.9% |
0.0117 |
1.4% |
31% |
False |
False |
77,204 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
14.9% |
0.0111 |
1.3% |
31% |
False |
False |
61,848 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9060 |
|
2.618 |
0.8859 |
|
1.618 |
0.8736 |
|
1.000 |
0.8660 |
|
0.618 |
0.8613 |
|
HIGH |
0.8537 |
|
0.618 |
0.8490 |
|
0.500 |
0.8476 |
|
0.382 |
0.8461 |
|
LOW |
0.8414 |
|
0.618 |
0.8338 |
|
1.000 |
0.8291 |
|
1.618 |
0.8215 |
|
2.618 |
0.8092 |
|
4.250 |
0.7891 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8476 |
0.8415 |
| PP |
0.8465 |
0.8384 |
| S1 |
0.8455 |
0.8354 |
|