CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 19-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2010 |
19-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8657 |
0.8498 |
-0.0159 |
-1.8% |
0.8830 |
| High |
0.8668 |
0.8516 |
-0.0152 |
-1.8% |
0.8943 |
| Low |
0.8515 |
0.8247 |
-0.0268 |
-3.1% |
0.8735 |
| Close |
0.8526 |
0.8309 |
-0.0217 |
-2.5% |
0.8732 |
| Range |
0.0153 |
0.0269 |
0.0116 |
75.8% |
0.0208 |
| ATR |
0.0113 |
0.0125 |
0.0012 |
10.5% |
0.0000 |
| Volume |
802 |
4,280 |
3,478 |
433.7% |
6,629 |
|
| Daily Pivots for day following 19-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9164 |
0.9006 |
0.8457 |
|
| R3 |
0.8895 |
0.8737 |
0.8383 |
|
| R2 |
0.8626 |
0.8626 |
0.8358 |
|
| R1 |
0.8468 |
0.8468 |
0.8334 |
0.8413 |
| PP |
0.8357 |
0.8357 |
0.8357 |
0.8330 |
| S1 |
0.8199 |
0.8199 |
0.8284 |
0.8144 |
| S2 |
0.8088 |
0.8088 |
0.8260 |
|
| S3 |
0.7819 |
0.7930 |
0.8235 |
|
| S4 |
0.7550 |
0.7661 |
0.8161 |
|
|
| 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 |
0.8247 |
0.0649 |
7.8% |
0.0154 |
1.9% |
10% |
False |
True |
2,307 |
| 10 |
0.8955 |
0.8247 |
0.0708 |
8.5% |
0.0154 |
1.9% |
9% |
False |
True |
1,400 |
| 20 |
0.9176 |
0.8247 |
0.0929 |
11.2% |
0.0122 |
1.5% |
7% |
False |
True |
886 |
| 40 |
0.9230 |
0.8247 |
0.0983 |
11.8% |
0.0095 |
1.1% |
6% |
False |
True |
505 |
| 60 |
0.9230 |
0.8247 |
0.0983 |
11.8% |
0.0071 |
0.9% |
6% |
False |
True |
354 |
| 80 |
0.9230 |
0.8247 |
0.0983 |
11.8% |
0.0054 |
0.6% |
6% |
False |
True |
267 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9659 |
|
2.618 |
0.9220 |
|
1.618 |
0.8951 |
|
1.000 |
0.8785 |
|
0.618 |
0.8682 |
|
HIGH |
0.8516 |
|
0.618 |
0.8413 |
|
0.500 |
0.8382 |
|
0.382 |
0.8350 |
|
LOW |
0.8247 |
|
0.618 |
0.8081 |
|
1.000 |
0.7978 |
|
1.618 |
0.7812 |
|
2.618 |
0.7543 |
|
4.250 |
0.7104 |
|
|
| Fisher Pivots for day following 19-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8382 |
0.8495 |
| PP |
0.8357 |
0.8433 |
| S1 |
0.8333 |
0.8371 |
|