CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 05-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-May-2010 |
05-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9119 |
0.8953 |
-0.0166 |
-1.8% |
0.9116 |
| High |
0.9123 |
0.8971 |
-0.0152 |
-1.7% |
0.9176 |
| Low |
0.8946 |
0.8888 |
-0.0058 |
-0.6% |
0.8989 |
| Close |
0.8944 |
0.8914 |
-0.0030 |
-0.3% |
0.9107 |
| Range |
0.0177 |
0.0083 |
-0.0094 |
-53.1% |
0.0187 |
| ATR |
0.0081 |
0.0081 |
0.0000 |
0.2% |
0.0000 |
| Volume |
59 |
685 |
626 |
1,061.0% |
1,935 |
|
| Daily Pivots for day following 05-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9173 |
0.9127 |
0.8960 |
|
| R3 |
0.9090 |
0.9044 |
0.8937 |
|
| R2 |
0.9007 |
0.9007 |
0.8929 |
|
| R1 |
0.8961 |
0.8961 |
0.8922 |
0.8943 |
| PP |
0.8924 |
0.8924 |
0.8924 |
0.8915 |
| S1 |
0.8878 |
0.8878 |
0.8906 |
0.8860 |
| S2 |
0.8841 |
0.8841 |
0.8899 |
|
| S3 |
0.8758 |
0.8795 |
0.8891 |
|
| S4 |
0.8675 |
0.8712 |
0.8868 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9652 |
0.9566 |
0.9210 |
|
| R3 |
0.9465 |
0.9379 |
0.9158 |
|
| R2 |
0.9278 |
0.9278 |
0.9141 |
|
| R1 |
0.9192 |
0.9192 |
0.9124 |
0.9142 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9065 |
| S1 |
0.9005 |
0.9005 |
0.9090 |
0.8955 |
| S2 |
0.8904 |
0.8904 |
0.9073 |
|
| S3 |
0.8717 |
0.8818 |
0.9056 |
|
| S4 |
0.8530 |
0.8631 |
0.9004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9176 |
0.8888 |
0.0288 |
3.2% |
0.0088 |
1.0% |
9% |
False |
True |
393 |
| 10 |
0.9176 |
0.8888 |
0.0288 |
3.2% |
0.0091 |
1.0% |
9% |
False |
True |
372 |
| 20 |
0.9230 |
0.8888 |
0.0342 |
3.8% |
0.0081 |
0.9% |
8% |
False |
True |
257 |
| 40 |
0.9230 |
0.8832 |
0.0398 |
4.5% |
0.0069 |
0.8% |
21% |
False |
False |
180 |
| 60 |
0.9230 |
0.8569 |
0.0661 |
7.4% |
0.0046 |
0.5% |
52% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9324 |
|
2.618 |
0.9188 |
|
1.618 |
0.9105 |
|
1.000 |
0.9054 |
|
0.618 |
0.9022 |
|
HIGH |
0.8971 |
|
0.618 |
0.8939 |
|
0.500 |
0.8930 |
|
0.382 |
0.8920 |
|
LOW |
0.8888 |
|
0.618 |
0.8837 |
|
1.000 |
0.8805 |
|
1.618 |
0.8754 |
|
2.618 |
0.8671 |
|
4.250 |
0.8535 |
|
|
| Fisher Pivots for day following 05-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8930 |
0.9009 |
| PP |
0.8924 |
0.8977 |
| S1 |
0.8919 |
0.8946 |
|