CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 24-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2010 |
24-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8015 |
0.8183 |
0.0168 |
2.1% |
0.8740 |
| High |
0.8260 |
0.8248 |
-0.0012 |
-0.1% |
0.8742 |
| Low |
0.7984 |
0.8083 |
0.0099 |
1.2% |
0.7984 |
| Close |
0.8156 |
0.8213 |
0.0057 |
0.7% |
0.8156 |
| Range |
0.0276 |
0.0165 |
-0.0111 |
-40.2% |
0.0758 |
| ATR |
0.0149 |
0.0151 |
0.0001 |
0.7% |
0.0000 |
| Volume |
2,706 |
1,700 |
-1,006 |
-37.2% |
12,452 |
|
| Daily Pivots for day following 24-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8676 |
0.8610 |
0.8304 |
|
| R3 |
0.8511 |
0.8445 |
0.8258 |
|
| R2 |
0.8346 |
0.8346 |
0.8243 |
|
| R1 |
0.8280 |
0.8280 |
0.8228 |
0.8313 |
| PP |
0.8181 |
0.8181 |
0.8181 |
0.8198 |
| S1 |
0.8115 |
0.8115 |
0.8198 |
0.8148 |
| S2 |
0.8016 |
0.8016 |
0.8183 |
|
| S3 |
0.7851 |
0.7950 |
0.8168 |
|
| S4 |
0.7686 |
0.7785 |
0.8122 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0120 |
0.8573 |
|
| R3 |
0.9810 |
0.9362 |
0.8364 |
|
| R2 |
0.9052 |
0.9052 |
0.8295 |
|
| R1 |
0.8604 |
0.8604 |
0.8225 |
0.8449 |
| PP |
0.8294 |
0.8294 |
0.8294 |
0.8217 |
| S1 |
0.7846 |
0.7846 |
0.8087 |
0.7691 |
| S2 |
0.7536 |
0.7536 |
0.8017 |
|
| S3 |
0.6778 |
0.7088 |
0.7948 |
|
| S4 |
0.6020 |
0.6330 |
0.7739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8668 |
0.7984 |
0.0684 |
8.3% |
0.0239 |
2.9% |
33% |
False |
False |
2,695 |
| 10 |
0.8896 |
0.7984 |
0.0912 |
11.1% |
0.0170 |
2.1% |
25% |
False |
False |
2,041 |
| 20 |
0.9176 |
0.7984 |
0.1192 |
14.5% |
0.0150 |
1.8% |
19% |
False |
False |
1,253 |
| 40 |
0.9230 |
0.7984 |
0.1246 |
15.2% |
0.0107 |
1.3% |
18% |
False |
False |
707 |
| 60 |
0.9230 |
0.7984 |
0.1246 |
15.2% |
0.0084 |
1.0% |
18% |
False |
False |
494 |
| 80 |
0.9230 |
0.7984 |
0.1246 |
15.2% |
0.0063 |
0.8% |
18% |
False |
False |
372 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8949 |
|
2.618 |
0.8680 |
|
1.618 |
0.8515 |
|
1.000 |
0.8413 |
|
0.618 |
0.8350 |
|
HIGH |
0.8248 |
|
0.618 |
0.8185 |
|
0.500 |
0.8166 |
|
0.382 |
0.8146 |
|
LOW |
0.8083 |
|
0.618 |
0.7981 |
|
1.000 |
0.7918 |
|
1.618 |
0.7816 |
|
2.618 |
0.7651 |
|
4.250 |
0.7382 |
|
|
| Fisher Pivots for day following 24-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8197 |
0.8204 |
| PP |
0.8181 |
0.8194 |
| S1 |
0.8166 |
0.8185 |
|