CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 21-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.8092 |
0.8200 |
0.0108 |
1.3% |
0.8600 |
High |
0.8092 |
0.8200 |
0.0108 |
1.3% |
0.8600 |
Low |
0.8092 |
0.8050 |
-0.0042 |
-0.5% |
0.8050 |
Close |
0.8092 |
0.8079 |
-0.0013 |
-0.2% |
0.8079 |
Range |
0.0000 |
0.0150 |
0.0150 |
|
0.0550 |
ATR |
0.0079 |
0.0084 |
0.0005 |
6.5% |
0.0000 |
Volume |
6 |
35 |
29 |
483.3% |
836 |
|
Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8560 |
0.8469 |
0.8162 |
|
R3 |
0.8410 |
0.8319 |
0.8120 |
|
R2 |
0.8260 |
0.8260 |
0.8107 |
|
R1 |
0.8169 |
0.8169 |
0.8093 |
0.8140 |
PP |
0.8110 |
0.8110 |
0.8110 |
0.8095 |
S1 |
0.8019 |
0.8019 |
0.8065 |
0.7990 |
S2 |
0.7960 |
0.7960 |
0.8052 |
|
S3 |
0.7810 |
0.7869 |
0.8038 |
|
S4 |
0.7660 |
0.7719 |
0.7997 |
|
|
Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9893 |
0.9536 |
0.8382 |
|
R3 |
0.9343 |
0.8986 |
0.8230 |
|
R2 |
0.8793 |
0.8793 |
0.8180 |
|
R1 |
0.8436 |
0.8436 |
0.8129 |
0.8340 |
PP |
0.8243 |
0.8243 |
0.8243 |
0.8195 |
S1 |
0.7886 |
0.7886 |
0.8029 |
0.7790 |
S2 |
0.7693 |
0.7693 |
0.7978 |
|
S3 |
0.7143 |
0.7336 |
0.7928 |
|
S4 |
0.6593 |
0.6786 |
0.7777 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.8600 |
0.8050 |
0.0550 |
6.8% |
0.0050 |
0.6% |
5% |
False |
True |
167 |
10 |
0.8790 |
0.8050 |
0.0740 |
9.2% |
0.0025 |
0.3% |
4% |
False |
True |
84 |
20 |
0.9033 |
0.8050 |
0.0983 |
12.2% |
0.0012 |
0.2% |
3% |
False |
True |
43 |
40 |
0.9086 |
0.8050 |
0.1036 |
12.8% |
0.0006 |
0.1% |
3% |
False |
True |
22 |
60 |
0.9086 |
0.8050 |
0.1036 |
12.8% |
0.0004 |
0.1% |
3% |
False |
True |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8838 |
2.618 |
0.8593 |
1.618 |
0.8443 |
1.000 |
0.8350 |
0.618 |
0.8293 |
HIGH |
0.8200 |
0.618 |
0.8143 |
0.500 |
0.8125 |
0.382 |
0.8107 |
LOW |
0.8050 |
0.618 |
0.7957 |
1.000 |
0.7900 |
1.618 |
0.7807 |
2.618 |
0.7657 |
4.250 |
0.7413 |
|
|
Fisher Pivots for day following 21-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8125 |
0.8155 |
PP |
0.8110 |
0.8130 |
S1 |
0.8094 |
0.8104 |
|