CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 19-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.8512 |
0.8250 |
-0.0262 |
-3.1% |
0.8790 |
High |
0.8512 |
0.8260 |
-0.0252 |
-3.0% |
0.8790 |
Low |
0.8454 |
0.8250 |
-0.0204 |
-2.4% |
0.8641 |
Close |
0.8438 |
0.8226 |
-0.0212 |
-2.5% |
0.8641 |
Range |
0.0058 |
0.0010 |
-0.0048 |
-82.8% |
0.0149 |
ATR |
0.0066 |
0.0074 |
0.0009 |
13.3% |
0.0000 |
Volume |
2 |
792 |
790 |
39,500.0% |
5 |
|
Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8275 |
0.8261 |
0.8232 |
|
R3 |
0.8265 |
0.8251 |
0.8229 |
|
R2 |
0.8255 |
0.8255 |
0.8228 |
|
R1 |
0.8241 |
0.8241 |
0.8227 |
0.8243 |
PP |
0.8245 |
0.8245 |
0.8245 |
0.8247 |
S1 |
0.8231 |
0.8231 |
0.8225 |
0.8233 |
S2 |
0.8235 |
0.8235 |
0.8224 |
|
S3 |
0.8225 |
0.8221 |
0.8223 |
|
S4 |
0.8215 |
0.8211 |
0.8221 |
|
|
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 |
0.8250 |
0.0513 |
6.2% |
0.0020 |
0.2% |
-5% |
False |
True |
159 |
10 |
0.8790 |
0.8250 |
0.0540 |
6.6% |
0.0010 |
0.1% |
-4% |
False |
True |
80 |
20 |
0.9033 |
0.8250 |
0.0783 |
9.5% |
0.0005 |
0.1% |
-3% |
False |
True |
41 |
40 |
0.9086 |
0.8250 |
0.0836 |
10.2% |
0.0002 |
0.0% |
-3% |
False |
True |
21 |
60 |
0.9086 |
0.8250 |
0.0836 |
10.2% |
0.0002 |
0.0% |
-3% |
False |
True |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8303 |
2.618 |
0.8286 |
1.618 |
0.8276 |
1.000 |
0.8270 |
0.618 |
0.8266 |
HIGH |
0.8260 |
0.618 |
0.8256 |
0.500 |
0.8255 |
0.382 |
0.8254 |
LOW |
0.8250 |
0.618 |
0.8244 |
1.000 |
0.8240 |
1.618 |
0.8234 |
2.618 |
0.8224 |
4.250 |
0.8208 |
|
|
Fisher Pivots for day following 19-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8255 |
0.8425 |
PP |
0.8245 |
0.8359 |
S1 |
0.8236 |
0.8292 |
|