CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 10-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2010 |
10-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8740 |
0.8830 |
0.0090 |
1.0% |
0.9110 |
| High |
0.8810 |
0.8943 |
0.0133 |
1.5% |
0.9130 |
| Low |
0.8706 |
0.8799 |
0.0093 |
1.1% |
0.8587 |
| Close |
0.8754 |
0.8883 |
0.0129 |
1.5% |
0.8754 |
| Range |
0.0104 |
0.0144 |
0.0040 |
38.5% |
0.0543 |
| ATR |
0.0103 |
0.0109 |
0.0006 |
6.0% |
0.0000 |
| Volume |
1,200 |
366 |
-834 |
-69.5% |
2,683 |
|
| Daily Pivots for day following 10-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9307 |
0.9239 |
0.8962 |
|
| R3 |
0.9163 |
0.9095 |
0.8923 |
|
| R2 |
0.9019 |
0.9019 |
0.8909 |
|
| R1 |
0.8951 |
0.8951 |
0.8896 |
0.8985 |
| PP |
0.8875 |
0.8875 |
0.8875 |
0.8892 |
| S1 |
0.8807 |
0.8807 |
0.8870 |
0.8841 |
| S2 |
0.8731 |
0.8731 |
0.8857 |
|
| S3 |
0.8587 |
0.8663 |
0.8843 |
|
| S4 |
0.8443 |
0.8519 |
0.8804 |
|
|
| 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 |
0.9123 |
0.8587 |
0.0536 |
6.0% |
0.0175 |
2.0% |
55% |
False |
False |
546 |
| 10 |
0.9176 |
0.8587 |
0.0589 |
6.6% |
0.0131 |
1.5% |
50% |
False |
False |
465 |
| 20 |
0.9195 |
0.8587 |
0.0608 |
6.8% |
0.0100 |
1.1% |
49% |
False |
False |
345 |
| 40 |
0.9230 |
0.8587 |
0.0643 |
7.2% |
0.0083 |
0.9% |
46% |
False |
False |
227 |
| 60 |
0.9230 |
0.8587 |
0.0643 |
7.2% |
0.0056 |
0.6% |
46% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9555 |
|
2.618 |
0.9320 |
|
1.618 |
0.9176 |
|
1.000 |
0.9087 |
|
0.618 |
0.9032 |
|
HIGH |
0.8943 |
|
0.618 |
0.8888 |
|
0.500 |
0.8871 |
|
0.382 |
0.8854 |
|
LOW |
0.8799 |
|
0.618 |
0.8710 |
|
1.000 |
0.8655 |
|
1.618 |
0.8566 |
|
2.618 |
0.8422 |
|
4.250 |
0.8187 |
|
|
| Fisher Pivots for day following 10-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8879 |
0.8846 |
| PP |
0.8875 |
0.8808 |
| S1 |
0.8871 |
0.8771 |
|