CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 12-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.8758 |
0.8702 |
-0.0056 |
-0.6% |
0.9005 |
High |
0.8758 |
0.8702 |
-0.0056 |
-0.6% |
0.9005 |
Low |
0.8758 |
0.8702 |
-0.0056 |
-0.6% |
0.8604 |
Close |
0.8758 |
0.8702 |
-0.0056 |
-0.6% |
0.8666 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0061 |
0.0000 |
-0.6% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8702 |
0.8702 |
0.8702 |
|
R3 |
0.8702 |
0.8702 |
0.8702 |
|
R2 |
0.8702 |
0.8702 |
0.8702 |
|
R1 |
0.8702 |
0.8702 |
0.8702 |
0.8702 |
PP |
0.8702 |
0.8702 |
0.8702 |
0.8702 |
S1 |
0.8702 |
0.8702 |
0.8702 |
0.8702 |
S2 |
0.8702 |
0.8702 |
0.8702 |
|
S3 |
0.8702 |
0.8702 |
0.8702 |
|
S4 |
0.8702 |
0.8702 |
0.8702 |
|
|
Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9961 |
0.9715 |
0.8887 |
|
R3 |
0.9560 |
0.9314 |
0.8776 |
|
R2 |
0.9159 |
0.9159 |
0.8740 |
|
R1 |
0.8913 |
0.8913 |
0.8703 |
0.8836 |
PP |
0.8758 |
0.8758 |
0.8758 |
0.8720 |
S1 |
0.8512 |
0.8512 |
0.8629 |
0.8435 |
S2 |
0.8357 |
0.8357 |
0.8592 |
|
S3 |
0.7956 |
0.8111 |
0.8556 |
|
S4 |
0.7555 |
0.7710 |
0.8445 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8790 |
0.8604 |
0.0186 |
2.1% |
0.0000 |
0.0% |
53% |
False |
False |
1 |
10 |
0.9033 |
0.8604 |
0.0429 |
4.9% |
0.0000 |
0.0% |
23% |
False |
False |
2 |
20 |
0.9080 |
0.8604 |
0.0476 |
5.5% |
0.0000 |
0.0% |
21% |
False |
False |
2 |
40 |
0.9086 |
0.8604 |
0.0482 |
5.5% |
0.0000 |
0.0% |
20% |
False |
False |
1 |
60 |
0.9086 |
0.8584 |
0.0502 |
5.8% |
0.0000 |
0.0% |
24% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8702 |
2.618 |
0.8702 |
1.618 |
0.8702 |
1.000 |
0.8702 |
0.618 |
0.8702 |
HIGH |
0.8702 |
0.618 |
0.8702 |
0.500 |
0.8702 |
0.382 |
0.8702 |
LOW |
0.8702 |
0.618 |
0.8702 |
1.000 |
0.8702 |
1.618 |
0.8702 |
2.618 |
0.8702 |
4.250 |
0.8702 |
|
|
Fisher Pivots for day following 12-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8702 |
0.8746 |
PP |
0.8702 |
0.8731 |
S1 |
0.8702 |
0.8717 |
|