CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 18-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2010 |
18-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8740 |
0.8657 |
-0.0083 |
-0.9% |
0.8830 |
| High |
0.8742 |
0.8668 |
-0.0074 |
-0.8% |
0.8943 |
| Low |
0.8575 |
0.8515 |
-0.0060 |
-0.7% |
0.8735 |
| Close |
0.8613 |
0.8526 |
-0.0087 |
-1.0% |
0.8732 |
| Range |
0.0167 |
0.0153 |
-0.0014 |
-8.4% |
0.0208 |
| ATR |
0.0110 |
0.0113 |
0.0003 |
2.8% |
0.0000 |
| Volume |
675 |
802 |
127 |
18.8% |
6,629 |
|
| Daily Pivots for day following 18-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9029 |
0.8930 |
0.8610 |
|
| R3 |
0.8876 |
0.8777 |
0.8568 |
|
| R2 |
0.8723 |
0.8723 |
0.8554 |
|
| R1 |
0.8624 |
0.8624 |
0.8540 |
0.8597 |
| PP |
0.8570 |
0.8570 |
0.8570 |
0.8556 |
| S1 |
0.8471 |
0.8471 |
0.8512 |
0.8444 |
| S2 |
0.8417 |
0.8417 |
0.8498 |
|
| S3 |
0.8264 |
0.8318 |
0.8484 |
|
| S4 |
0.8111 |
0.8165 |
0.8442 |
|
|
| 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 |
0.8896 |
0.8515 |
0.0381 |
4.5% |
0.0114 |
1.3% |
3% |
False |
True |
1,478 |
| 10 |
0.8971 |
0.8515 |
0.0456 |
5.3% |
0.0136 |
1.6% |
2% |
False |
True |
1,041 |
| 20 |
0.9179 |
0.8515 |
0.0664 |
7.8% |
0.0113 |
1.3% |
2% |
False |
True |
677 |
| 40 |
0.9230 |
0.8515 |
0.0715 |
8.4% |
0.0090 |
1.1% |
2% |
False |
True |
401 |
| 60 |
0.9230 |
0.8515 |
0.0715 |
8.4% |
0.0067 |
0.8% |
2% |
False |
True |
283 |
| 80 |
0.9230 |
0.8441 |
0.0789 |
9.3% |
0.0050 |
0.6% |
11% |
False |
False |
214 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9318 |
|
2.618 |
0.9069 |
|
1.618 |
0.8916 |
|
1.000 |
0.8821 |
|
0.618 |
0.8763 |
|
HIGH |
0.8668 |
|
0.618 |
0.8610 |
|
0.500 |
0.8592 |
|
0.382 |
0.8573 |
|
LOW |
0.8515 |
|
0.618 |
0.8420 |
|
1.000 |
0.8362 |
|
1.618 |
0.8267 |
|
2.618 |
0.8114 |
|
4.250 |
0.7865 |
|
|
| Fisher Pivots for day following 18-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8592 |
0.8681 |
| PP |
0.8570 |
0.8629 |
| S1 |
0.8548 |
0.8578 |
|