CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 14-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.8763 |
0.8641 |
-0.0122 |
-1.4% |
0.8790 |
High |
0.8763 |
0.8641 |
-0.0122 |
-1.4% |
0.8790 |
Low |
0.8763 |
0.8641 |
-0.0122 |
-1.4% |
0.8641 |
Close |
0.8763 |
0.8641 |
-0.0122 |
-1.4% |
0.8641 |
Range |
|
|
|
|
|
ATR |
0.0061 |
0.0065 |
0.0004 |
7.2% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
5 |
|
Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8641 |
0.8641 |
0.8641 |
|
R3 |
0.8641 |
0.8641 |
0.8641 |
|
R2 |
0.8641 |
0.8641 |
0.8641 |
|
R1 |
0.8641 |
0.8641 |
0.8641 |
0.8641 |
PP |
0.8641 |
0.8641 |
0.8641 |
0.8641 |
S1 |
0.8641 |
0.8641 |
0.8641 |
0.8641 |
S2 |
0.8641 |
0.8641 |
0.8641 |
|
S3 |
0.8641 |
0.8641 |
0.8641 |
|
S4 |
0.8641 |
0.8641 |
0.8641 |
|
|
Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9138 |
0.9038 |
0.8723 |
|
R3 |
0.8989 |
0.8889 |
0.8682 |
|
R2 |
0.8840 |
0.8840 |
0.8668 |
|
R1 |
0.8740 |
0.8740 |
0.8655 |
0.8716 |
PP |
0.8691 |
0.8691 |
0.8691 |
0.8678 |
S1 |
0.8591 |
0.8591 |
0.8627 |
0.8567 |
S2 |
0.8542 |
0.8542 |
0.8614 |
|
S3 |
0.8393 |
0.8442 |
0.8600 |
|
S4 |
0.8244 |
0.8293 |
0.8559 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8790 |
0.8641 |
0.0149 |
1.7% |
0.0000 |
0.0% |
0% |
False |
True |
1 |
10 |
0.9005 |
0.8604 |
0.0401 |
4.6% |
0.0000 |
0.0% |
9% |
False |
False |
1 |
20 |
0.9051 |
0.8604 |
0.0447 |
5.2% |
0.0000 |
0.0% |
8% |
False |
False |
2 |
40 |
0.9086 |
0.8604 |
0.0482 |
5.6% |
0.0000 |
0.0% |
8% |
False |
False |
1 |
60 |
0.9086 |
0.8584 |
0.0502 |
5.8% |
0.0000 |
0.0% |
11% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8641 |
2.618 |
0.8641 |
1.618 |
0.8641 |
1.000 |
0.8641 |
0.618 |
0.8641 |
HIGH |
0.8641 |
0.618 |
0.8641 |
0.500 |
0.8641 |
0.382 |
0.8641 |
LOW |
0.8641 |
0.618 |
0.8641 |
1.000 |
0.8641 |
1.618 |
0.8641 |
2.618 |
0.8641 |
4.250 |
0.8641 |
|
|
Fisher Pivots for day following 14-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8641 |
0.8702 |
PP |
0.8641 |
0.8682 |
S1 |
0.8641 |
0.8661 |
|