CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8911 |
0.8916 |
0.0005 |
0.1% |
0.9190 |
| High |
0.8946 |
0.8996 |
0.0050 |
0.6% |
0.9231 |
| Low |
0.8855 |
0.8889 |
0.0034 |
0.4% |
0.8668 |
| Close |
0.8889 |
0.8951 |
0.0062 |
0.7% |
0.8844 |
| Range |
0.0091 |
0.0107 |
0.0016 |
17.6% |
0.0563 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
114,965 |
100,579 |
-14,386 |
-12.5% |
782,684 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9266 |
0.9216 |
0.9010 |
|
| R3 |
0.9159 |
0.9109 |
0.8980 |
|
| R2 |
0.9052 |
0.9052 |
0.8971 |
|
| R1 |
0.9002 |
0.9002 |
0.8961 |
0.9027 |
| PP |
0.8945 |
0.8945 |
0.8945 |
0.8958 |
| S1 |
0.8895 |
0.8895 |
0.8941 |
0.8920 |
| S2 |
0.8838 |
0.8838 |
0.8931 |
|
| S3 |
0.8731 |
0.8788 |
0.8922 |
|
| S4 |
0.8624 |
0.8681 |
0.8892 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0603 |
1.0287 |
0.9154 |
|
| R3 |
1.0040 |
0.9724 |
0.8999 |
|
| R2 |
0.9477 |
0.9477 |
0.8947 |
|
| R1 |
0.9161 |
0.9161 |
0.8896 |
0.9038 |
| PP |
0.8914 |
0.8914 |
0.8914 |
0.8853 |
| S1 |
0.8598 |
0.8598 |
0.8792 |
0.8475 |
| S2 |
0.8351 |
0.8351 |
0.8741 |
|
| S3 |
0.7788 |
0.8035 |
0.8689 |
|
| S4 |
0.7225 |
0.7472 |
0.8534 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9042 |
0.8766 |
0.0276 |
3.1% |
0.0126 |
1.4% |
67% |
False |
False |
178,000 |
| 10 |
0.9280 |
0.8668 |
0.0612 |
6.8% |
0.0145 |
1.6% |
46% |
False |
False |
148,795 |
| 20 |
0.9286 |
0.8668 |
0.0618 |
6.9% |
0.0121 |
1.4% |
46% |
False |
False |
125,977 |
| 40 |
0.9308 |
0.8668 |
0.0640 |
7.2% |
0.0103 |
1.2% |
44% |
False |
False |
99,146 |
| 60 |
0.9308 |
0.8668 |
0.0640 |
7.2% |
0.0098 |
1.1% |
44% |
False |
False |
73,321 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.3% |
0.0101 |
1.1% |
57% |
False |
False |
55,100 |
| 100 |
0.9308 |
0.8474 |
0.0834 |
9.3% |
0.0095 |
1.1% |
57% |
False |
False |
44,140 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9451 |
|
2.618 |
0.9276 |
|
1.618 |
0.9169 |
|
1.000 |
0.9103 |
|
0.618 |
0.9062 |
|
HIGH |
0.8996 |
|
0.618 |
0.8955 |
|
0.500 |
0.8943 |
|
0.382 |
0.8930 |
|
LOW |
0.8889 |
|
0.618 |
0.8823 |
|
1.000 |
0.8782 |
|
1.618 |
0.8716 |
|
2.618 |
0.8609 |
|
4.250 |
0.8434 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8948 |
0.8943 |
| PP |
0.8945 |
0.8934 |
| S1 |
0.8943 |
0.8926 |
|