CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 06-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-May-2010 |
06-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8953 |
0.8930 |
-0.0023 |
-0.3% |
0.9116 |
| High |
0.8971 |
0.8955 |
-0.0016 |
-0.2% |
0.9176 |
| Low |
0.8888 |
0.8587 |
-0.0301 |
-3.4% |
0.8989 |
| Close |
0.8914 |
0.8694 |
-0.0220 |
-2.5% |
0.9107 |
| Range |
0.0083 |
0.0368 |
0.0285 |
343.4% |
0.0187 |
| ATR |
0.0081 |
0.0102 |
0.0020 |
25.2% |
0.0000 |
| Volume |
685 |
423 |
-262 |
-38.2% |
1,935 |
|
| Daily Pivots for day following 06-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9849 |
0.9640 |
0.8896 |
|
| R3 |
0.9481 |
0.9272 |
0.8795 |
|
| R2 |
0.9113 |
0.9113 |
0.8761 |
|
| R1 |
0.8904 |
0.8904 |
0.8728 |
0.8825 |
| PP |
0.8745 |
0.8745 |
0.8745 |
0.8706 |
| S1 |
0.8536 |
0.8536 |
0.8660 |
0.8457 |
| S2 |
0.8377 |
0.8377 |
0.8627 |
|
| S3 |
0.8009 |
0.8168 |
0.8593 |
|
| S4 |
0.7641 |
0.7800 |
0.8492 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9652 |
0.9566 |
0.9210 |
|
| R3 |
0.9465 |
0.9379 |
0.9158 |
|
| R2 |
0.9278 |
0.9278 |
0.9141 |
|
| R1 |
0.9192 |
0.9192 |
0.9124 |
0.9142 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9065 |
| S1 |
0.9005 |
0.9005 |
0.9090 |
0.8955 |
| S2 |
0.8904 |
0.8904 |
0.9073 |
|
| S3 |
0.8717 |
0.8818 |
0.9056 |
|
| S4 |
0.8530 |
0.8631 |
0.9004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9176 |
0.8587 |
0.0589 |
6.8% |
0.0150 |
1.7% |
18% |
False |
True |
348 |
| 10 |
0.9176 |
0.8587 |
0.0589 |
6.8% |
0.0121 |
1.4% |
18% |
False |
True |
389 |
| 20 |
0.9230 |
0.8587 |
0.0643 |
7.4% |
0.0097 |
1.1% |
17% |
False |
True |
275 |
| 40 |
0.9230 |
0.8587 |
0.0643 |
7.4% |
0.0078 |
0.9% |
17% |
False |
True |
190 |
| 60 |
0.9230 |
0.8587 |
0.0643 |
7.4% |
0.0052 |
0.6% |
17% |
False |
True |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0519 |
|
2.618 |
0.9918 |
|
1.618 |
0.9550 |
|
1.000 |
0.9323 |
|
0.618 |
0.9182 |
|
HIGH |
0.8955 |
|
0.618 |
0.8814 |
|
0.500 |
0.8771 |
|
0.382 |
0.8728 |
|
LOW |
0.8587 |
|
0.618 |
0.8360 |
|
1.000 |
0.8219 |
|
1.618 |
0.7992 |
|
2.618 |
0.7624 |
|
4.250 |
0.7023 |
|
|
| Fisher Pivots for day following 06-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8771 |
0.8855 |
| PP |
0.8745 |
0.8801 |
| S1 |
0.8720 |
0.8748 |
|