CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 07-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2010 |
07-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8930 |
0.8740 |
-0.0190 |
-2.1% |
0.9110 |
| High |
0.8955 |
0.8810 |
-0.0145 |
-1.6% |
0.9130 |
| Low |
0.8587 |
0.8706 |
0.0119 |
1.4% |
0.8587 |
| Close |
0.8694 |
0.8754 |
0.0060 |
0.7% |
0.8754 |
| Range |
0.0368 |
0.0104 |
-0.0264 |
-71.7% |
0.0543 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.0% |
0.0000 |
| Volume |
423 |
1,200 |
777 |
183.7% |
2,683 |
|
| Daily Pivots for day following 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9069 |
0.9015 |
0.8811 |
|
| R3 |
0.8965 |
0.8911 |
0.8783 |
|
| R2 |
0.8861 |
0.8861 |
0.8773 |
|
| R1 |
0.8807 |
0.8807 |
0.8764 |
0.8834 |
| PP |
0.8757 |
0.8757 |
0.8757 |
0.8770 |
| S1 |
0.8703 |
0.8703 |
0.8744 |
0.8730 |
| S2 |
0.8653 |
0.8653 |
0.8735 |
|
| S3 |
0.8549 |
0.8599 |
0.8725 |
|
| S4 |
0.8445 |
0.8495 |
0.8697 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0453 |
1.0146 |
0.9053 |
|
| R3 |
0.9910 |
0.9603 |
0.8903 |
|
| R2 |
0.9367 |
0.9367 |
0.8854 |
|
| R1 |
0.9060 |
0.9060 |
0.8804 |
0.8942 |
| PP |
0.8824 |
0.8824 |
0.8824 |
0.8765 |
| S1 |
0.8517 |
0.8517 |
0.8704 |
0.8399 |
| S2 |
0.8281 |
0.8281 |
0.8654 |
|
| S3 |
0.7738 |
0.7974 |
0.8605 |
|
| S4 |
0.7195 |
0.7431 |
0.8455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9130 |
0.8587 |
0.0543 |
6.2% |
0.0154 |
1.8% |
31% |
False |
False |
536 |
| 10 |
0.9176 |
0.8587 |
0.0589 |
6.7% |
0.0121 |
1.4% |
28% |
False |
False |
461 |
| 20 |
0.9230 |
0.8587 |
0.0643 |
7.3% |
0.0099 |
1.1% |
26% |
False |
False |
332 |
| 40 |
0.9230 |
0.8587 |
0.0643 |
7.3% |
0.0080 |
0.9% |
26% |
False |
False |
219 |
| 60 |
0.9230 |
0.8587 |
0.0643 |
7.3% |
0.0054 |
0.6% |
26% |
False |
False |
149 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9252 |
|
2.618 |
0.9082 |
|
1.618 |
0.8978 |
|
1.000 |
0.8914 |
|
0.618 |
0.8874 |
|
HIGH |
0.8810 |
|
0.618 |
0.8770 |
|
0.500 |
0.8758 |
|
0.382 |
0.8746 |
|
LOW |
0.8706 |
|
0.618 |
0.8642 |
|
1.000 |
0.8602 |
|
1.618 |
0.8538 |
|
2.618 |
0.8434 |
|
4.250 |
0.8264 |
|
|
| Fisher Pivots for day following 07-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8758 |
0.8779 |
| PP |
0.8757 |
0.8771 |
| S1 |
0.8755 |
0.8762 |
|