CME Australian Dollar Future June 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 |
0.8231 |
0.8266 |
0.0035 |
0.4% |
0.8820 |
| High |
0.8263 |
0.8373 |
0.0110 |
1.3% |
0.8835 |
| Low |
0.8049 |
0.8171 |
0.0122 |
1.5% |
0.8065 |
| Close |
0.8174 |
0.8236 |
0.0062 |
0.8% |
0.8241 |
| Range |
0.0214 |
0.0202 |
-0.0012 |
-5.6% |
0.0770 |
| ATR |
0.0169 |
0.0171 |
0.0002 |
1.4% |
0.0000 |
| Volume |
115,765 |
146,968 |
31,203 |
27.0% |
905,959 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8866 |
0.8753 |
0.8347 |
|
| R3 |
0.8664 |
0.8551 |
0.8292 |
|
| R2 |
0.8462 |
0.8462 |
0.8273 |
|
| R1 |
0.8349 |
0.8349 |
0.8255 |
0.8305 |
| PP |
0.8260 |
0.8260 |
0.8260 |
0.8238 |
| S1 |
0.8147 |
0.8147 |
0.8217 |
0.8103 |
| S2 |
0.8058 |
0.8058 |
0.8199 |
|
| S3 |
0.7856 |
0.7945 |
0.8180 |
|
| S4 |
0.7654 |
0.7743 |
0.8125 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0690 |
1.0236 |
0.8665 |
|
| R3 |
0.9920 |
0.9466 |
0.8453 |
|
| R2 |
0.9150 |
0.9150 |
0.8382 |
|
| R1 |
0.8696 |
0.8696 |
0.8312 |
0.8538 |
| PP |
0.8380 |
0.8380 |
0.8380 |
0.8302 |
| S1 |
0.7926 |
0.7926 |
0.8170 |
0.7768 |
| S2 |
0.7610 |
0.7610 |
0.8100 |
|
| S3 |
0.6840 |
0.7156 |
0.8029 |
|
| S4 |
0.6070 |
0.6386 |
0.7818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8474 |
0.8049 |
0.0425 |
5.2% |
0.0243 |
2.9% |
44% |
False |
False |
195,642 |
| 10 |
0.8996 |
0.8049 |
0.0947 |
11.5% |
0.0208 |
2.5% |
20% |
False |
False |
157,922 |
| 20 |
0.9280 |
0.8049 |
0.1231 |
14.9% |
0.0174 |
2.1% |
15% |
False |
False |
155,693 |
| 40 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0131 |
1.6% |
15% |
False |
False |
117,464 |
| 60 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0115 |
1.4% |
15% |
False |
False |
97,812 |
| 80 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0114 |
1.4% |
15% |
False |
False |
73,562 |
| 100 |
0.9308 |
0.8049 |
0.1259 |
15.3% |
0.0109 |
1.3% |
15% |
False |
False |
58,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9232 |
|
2.618 |
0.8902 |
|
1.618 |
0.8700 |
|
1.000 |
0.8575 |
|
0.618 |
0.8498 |
|
HIGH |
0.8373 |
|
0.618 |
0.8296 |
|
0.500 |
0.8272 |
|
0.382 |
0.8248 |
|
LOW |
0.8171 |
|
0.618 |
0.8046 |
|
1.000 |
0.7969 |
|
1.618 |
0.7844 |
|
2.618 |
0.7642 |
|
4.250 |
0.7313 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8272 |
0.8228 |
| PP |
0.8260 |
0.8219 |
| S1 |
0.8248 |
0.8211 |
|