CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 18-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.8600 |
0.8512 |
-0.0088 |
-1.0% |
0.8790 |
High |
0.8600 |
0.8512 |
-0.0088 |
-1.0% |
0.8790 |
Low |
0.8570 |
0.8454 |
-0.0116 |
-1.4% |
0.8641 |
Close |
0.8522 |
0.8438 |
-0.0084 |
-1.0% |
0.8641 |
Range |
0.0030 |
0.0058 |
0.0028 |
93.3% |
0.0149 |
ATR |
0.0065 |
0.0066 |
0.0000 |
0.3% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
5 |
|
Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8642 |
0.8598 |
0.8470 |
|
R3 |
0.8584 |
0.8540 |
0.8454 |
|
R2 |
0.8526 |
0.8526 |
0.8449 |
|
R1 |
0.8482 |
0.8482 |
0.8443 |
0.8475 |
PP |
0.8468 |
0.8468 |
0.8468 |
0.8465 |
S1 |
0.8424 |
0.8424 |
0.8433 |
0.8417 |
S2 |
0.8410 |
0.8410 |
0.8427 |
|
S3 |
0.8352 |
0.8366 |
0.8422 |
|
S4 |
0.8294 |
0.8308 |
0.8406 |
|
|
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 |
0.8763 |
0.8454 |
0.0309 |
3.7% |
0.0018 |
0.2% |
-5% |
False |
True |
1 |
10 |
0.8818 |
0.8454 |
0.0364 |
4.3% |
0.0009 |
0.1% |
-4% |
False |
True |
1 |
20 |
0.9033 |
0.8454 |
0.0579 |
6.9% |
0.0004 |
0.1% |
-3% |
False |
True |
1 |
40 |
0.9086 |
0.8454 |
0.0632 |
7.5% |
0.0002 |
0.0% |
-3% |
False |
True |
1 |
60 |
0.9086 |
0.8454 |
0.0632 |
7.5% |
0.0001 |
0.0% |
-3% |
False |
True |
1 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8759 |
2.618 |
0.8664 |
1.618 |
0.8606 |
1.000 |
0.8570 |
0.618 |
0.8548 |
HIGH |
0.8512 |
0.618 |
0.8490 |
0.500 |
0.8483 |
0.382 |
0.8476 |
LOW |
0.8454 |
0.618 |
0.8418 |
1.000 |
0.8396 |
1.618 |
0.8360 |
2.618 |
0.8302 |
4.250 |
0.8208 |
|
|
Fisher Pivots for day following 18-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8483 |
0.8548 |
PP |
0.8468 |
0.8511 |
S1 |
0.8453 |
0.8475 |
|