CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2010 |
26-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8137 |
0.8165 |
0.0028 |
0.3% |
0.8740 |
| High |
0.8165 |
0.8280 |
0.0115 |
1.4% |
0.8742 |
| Low |
0.7970 |
0.8100 |
0.0130 |
1.6% |
0.7984 |
| Close |
0.8093 |
0.8152 |
0.0059 |
0.7% |
0.8156 |
| Range |
0.0195 |
0.0180 |
-0.0015 |
-7.7% |
0.0758 |
| ATR |
0.0157 |
0.0159 |
0.0002 |
1.4% |
0.0000 |
| Volume |
496 |
860 |
364 |
73.4% |
12,452 |
|
| Daily Pivots for day following 26-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8717 |
0.8615 |
0.8251 |
|
| R3 |
0.8537 |
0.8435 |
0.8202 |
|
| R2 |
0.8357 |
0.8357 |
0.8185 |
|
| R1 |
0.8255 |
0.8255 |
0.8169 |
0.8216 |
| PP |
0.8177 |
0.8177 |
0.8177 |
0.8158 |
| S1 |
0.8075 |
0.8075 |
0.8136 |
0.8036 |
| S2 |
0.7997 |
0.7997 |
0.8119 |
|
| S3 |
0.7817 |
0.7895 |
0.8103 |
|
| S4 |
0.7637 |
0.7715 |
0.8053 |
|
|
| 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 |
0.8386 |
0.7970 |
0.0416 |
5.1% |
0.0229 |
2.8% |
44% |
False |
False |
1,950 |
| 10 |
0.8896 |
0.7970 |
0.0926 |
11.4% |
0.0192 |
2.4% |
20% |
False |
False |
2,128 |
| 20 |
0.9176 |
0.7970 |
0.1206 |
14.8% |
0.0156 |
1.9% |
15% |
False |
False |
1,286 |
| 40 |
0.9230 |
0.7970 |
0.1260 |
15.5% |
0.0114 |
1.4% |
14% |
False |
False |
732 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.5% |
0.0090 |
1.1% |
14% |
False |
False |
516 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.5% |
0.0068 |
0.8% |
14% |
False |
False |
389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9045 |
|
2.618 |
0.8751 |
|
1.618 |
0.8571 |
|
1.000 |
0.8460 |
|
0.618 |
0.8391 |
|
HIGH |
0.8280 |
|
0.618 |
0.8211 |
|
0.500 |
0.8190 |
|
0.382 |
0.8169 |
|
LOW |
0.8100 |
|
0.618 |
0.7989 |
|
1.000 |
0.7920 |
|
1.618 |
0.7809 |
|
2.618 |
0.7629 |
|
4.250 |
0.7335 |
|
|
| Fisher Pivots for day following 26-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8190 |
0.8143 |
| PP |
0.8177 |
0.8134 |
| S1 |
0.8165 |
0.8125 |
|