CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 14-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2010 |
14-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8825 |
0.8838 |
0.0013 |
0.1% |
0.8830 |
| High |
0.8896 |
0.8846 |
-0.0050 |
-0.6% |
0.8943 |
| Low |
0.8825 |
0.8735 |
-0.0090 |
-1.0% |
0.8735 |
| Close |
0.8856 |
0.8732 |
-0.0124 |
-1.4% |
0.8732 |
| Range |
0.0071 |
0.0111 |
0.0040 |
56.3% |
0.0208 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
1.1% |
0.0000 |
| Volume |
108 |
5,671 |
5,563 |
5,150.9% |
6,629 |
|
| Daily Pivots for day following 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9104 |
0.9029 |
0.8793 |
|
| R3 |
0.8993 |
0.8918 |
0.8763 |
|
| R2 |
0.8882 |
0.8882 |
0.8752 |
|
| R1 |
0.8807 |
0.8807 |
0.8742 |
0.8789 |
| PP |
0.8771 |
0.8771 |
0.8771 |
0.8762 |
| S1 |
0.8696 |
0.8696 |
0.8722 |
0.8678 |
| S2 |
0.8660 |
0.8660 |
0.8712 |
|
| S3 |
0.8549 |
0.8585 |
0.8701 |
|
| S4 |
0.8438 |
0.8474 |
0.8671 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9427 |
0.9288 |
0.8846 |
|
| R3 |
0.9219 |
0.9080 |
0.8789 |
|
| R2 |
0.9011 |
0.9011 |
0.8770 |
|
| R1 |
0.8872 |
0.8872 |
0.8751 |
0.8838 |
| PP |
0.8803 |
0.8803 |
0.8803 |
0.8786 |
| S1 |
0.8664 |
0.8664 |
0.8713 |
0.8630 |
| S2 |
0.8595 |
0.8595 |
0.8694 |
|
| S3 |
0.8387 |
0.8456 |
0.8675 |
|
| S4 |
0.8179 |
0.8248 |
0.8618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8943 |
0.8735 |
0.0208 |
2.4% |
0.0096 |
1.1% |
-1% |
False |
True |
1,325 |
| 10 |
0.9130 |
0.8587 |
0.0543 |
6.2% |
0.0125 |
1.4% |
27% |
False |
False |
931 |
| 20 |
0.9179 |
0.8587 |
0.0592 |
6.8% |
0.0104 |
1.2% |
24% |
False |
False |
623 |
| 40 |
0.9230 |
0.8587 |
0.0643 |
7.4% |
0.0085 |
1.0% |
23% |
False |
False |
367 |
| 60 |
0.9230 |
0.8587 |
0.0643 |
7.4% |
0.0062 |
0.7% |
23% |
False |
False |
258 |
| 80 |
0.9230 |
0.8441 |
0.0789 |
9.0% |
0.0046 |
0.5% |
37% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9318 |
|
2.618 |
0.9137 |
|
1.618 |
0.9026 |
|
1.000 |
0.8957 |
|
0.618 |
0.8915 |
|
HIGH |
0.8846 |
|
0.618 |
0.8804 |
|
0.500 |
0.8791 |
|
0.382 |
0.8777 |
|
LOW |
0.8735 |
|
0.618 |
0.8666 |
|
1.000 |
0.8624 |
|
1.618 |
0.8555 |
|
2.618 |
0.8444 |
|
4.250 |
0.8263 |
|
|
| Fisher Pivots for day following 14-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8791 |
0.8816 |
| PP |
0.8771 |
0.8788 |
| S1 |
0.8752 |
0.8760 |
|