CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 26-May-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
Open |
0.8050 |
0.8106 |
0.0056 |
0.7% |
0.8600 |
High |
0.8050 |
0.8106 |
0.0056 |
0.7% |
0.8600 |
Low |
0.7950 |
0.8106 |
0.0156 |
2.0% |
0.8050 |
Close |
0.8018 |
0.8072 |
0.0054 |
0.7% |
0.8079 |
Range |
0.0100 |
0.0000 |
-0.0100 |
-100.0% |
0.0550 |
ATR |
0.0089 |
0.0089 |
0.0000 |
-0.1% |
0.0000 |
Volume |
2 |
7 |
5 |
250.0% |
836 |
|
Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.8095 |
0.8083 |
0.8072 |
|
R3 |
0.8095 |
0.8083 |
0.8072 |
|
R2 |
0.8095 |
0.8095 |
0.8072 |
|
R1 |
0.8083 |
0.8083 |
0.8072 |
0.8089 |
PP |
0.8095 |
0.8095 |
0.8095 |
0.8098 |
S1 |
0.8083 |
0.8083 |
0.8072 |
0.8089 |
S2 |
0.8095 |
0.8095 |
0.8072 |
|
S3 |
0.8095 |
0.8083 |
0.8072 |
|
S4 |
0.8095 |
0.8083 |
0.8072 |
|
|
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 |
0.8200 |
0.7950 |
0.0250 |
3.1% |
0.0050 |
0.6% |
49% |
False |
False |
10 |
10 |
0.8763 |
0.7950 |
0.0813 |
10.1% |
0.0035 |
0.4% |
15% |
False |
False |
84 |
20 |
0.9033 |
0.7950 |
0.1083 |
13.4% |
0.0017 |
0.2% |
11% |
False |
False |
43 |
40 |
0.9086 |
0.7950 |
0.1136 |
14.1% |
0.0009 |
0.1% |
11% |
False |
False |
22 |
60 |
0.9086 |
0.7950 |
0.1136 |
14.1% |
0.0006 |
0.1% |
11% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.8106 |
2.618 |
0.8106 |
1.618 |
0.8106 |
1.000 |
0.8106 |
0.618 |
0.8106 |
HIGH |
0.8106 |
0.618 |
0.8106 |
0.500 |
0.8106 |
0.382 |
0.8106 |
LOW |
0.8106 |
0.618 |
0.8106 |
1.000 |
0.8106 |
1.618 |
0.8106 |
2.618 |
0.8106 |
4.250 |
0.8106 |
|
|
Fisher Pivots for day following 26-May-2010 |
Pivot |
1 day |
3 day |
R1 |
0.8106 |
0.8062 |
PP |
0.8095 |
0.8052 |
S1 |
0.8083 |
0.8042 |
|