CME Australian Dollar Future June 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 |
0.8747 |
0.8590 |
-0.0157 |
-1.8% |
0.8955 |
| High |
0.8762 |
0.8613 |
-0.0149 |
-1.7% |
0.9042 |
| Low |
0.8597 |
0.8331 |
-0.0266 |
-3.1% |
0.8820 |
| Close |
0.8616 |
0.8396 |
-0.0220 |
-2.6% |
0.8825 |
| Range |
0.0165 |
0.0282 |
0.0117 |
70.9% |
0.0222 |
| ATR |
0.0127 |
0.0138 |
0.0011 |
8.9% |
0.0000 |
| Volume |
152,846 |
131,980 |
-20,866 |
-13.7% |
722,345 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9293 |
0.9126 |
0.8551 |
|
| R3 |
0.9011 |
0.8844 |
0.8474 |
|
| R2 |
0.8729 |
0.8729 |
0.8448 |
|
| R1 |
0.8562 |
0.8562 |
0.8422 |
0.8505 |
| PP |
0.8447 |
0.8447 |
0.8447 |
0.8418 |
| S1 |
0.8280 |
0.8280 |
0.8370 |
0.8223 |
| S2 |
0.8165 |
0.8165 |
0.8344 |
|
| S3 |
0.7883 |
0.7998 |
0.8318 |
|
| S4 |
0.7601 |
0.7716 |
0.8241 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9562 |
0.9415 |
0.8947 |
|
| R3 |
0.9340 |
0.9193 |
0.8886 |
|
| R2 |
0.9118 |
0.9118 |
0.8866 |
|
| R1 |
0.8971 |
0.8971 |
0.8845 |
0.8934 |
| PP |
0.8896 |
0.8896 |
0.8896 |
0.8877 |
| S1 |
0.8749 |
0.8749 |
0.8805 |
0.8712 |
| S2 |
0.8674 |
0.8674 |
0.8784 |
|
| S3 |
0.8452 |
0.8527 |
0.8764 |
|
| S4 |
0.8230 |
0.8305 |
0.8703 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8996 |
0.8331 |
0.0665 |
7.9% |
0.0173 |
2.1% |
10% |
False |
True |
120,202 |
| 10 |
0.9056 |
0.8331 |
0.0725 |
8.6% |
0.0178 |
2.1% |
9% |
False |
True |
155,477 |
| 20 |
0.9280 |
0.8331 |
0.0949 |
11.3% |
0.0139 |
1.7% |
7% |
False |
True |
131,774 |
| 40 |
0.9308 |
0.8331 |
0.0977 |
11.6% |
0.0114 |
1.4% |
7% |
False |
True |
103,872 |
| 60 |
0.9308 |
0.8331 |
0.0977 |
11.6% |
0.0104 |
1.2% |
7% |
False |
True |
81,625 |
| 80 |
0.9308 |
0.8331 |
0.0977 |
11.6% |
0.0105 |
1.3% |
7% |
False |
True |
61,351 |
| 100 |
0.9308 |
0.8331 |
0.0977 |
11.6% |
0.0099 |
1.2% |
7% |
False |
True |
49,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9812 |
|
2.618 |
0.9351 |
|
1.618 |
0.9069 |
|
1.000 |
0.8895 |
|
0.618 |
0.8787 |
|
HIGH |
0.8613 |
|
0.618 |
0.8505 |
|
0.500 |
0.8472 |
|
0.382 |
0.8439 |
|
LOW |
0.8331 |
|
0.618 |
0.8157 |
|
1.000 |
0.8049 |
|
1.618 |
0.7875 |
|
2.618 |
0.7593 |
|
4.250 |
0.7133 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8472 |
0.8583 |
| PP |
0.8447 |
0.8521 |
| S1 |
0.8421 |
0.8458 |
|