CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 11-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2010 |
11-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8830 |
0.8893 |
0.0063 |
0.7% |
0.9110 |
| High |
0.8943 |
0.8893 |
-0.0050 |
-0.6% |
0.9130 |
| Low |
0.8799 |
0.8808 |
0.0009 |
0.1% |
0.8587 |
| Close |
0.8883 |
0.8851 |
-0.0032 |
-0.4% |
0.8754 |
| Range |
0.0144 |
0.0085 |
-0.0059 |
-41.0% |
0.0543 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
366 |
350 |
-16 |
-4.4% |
2,683 |
|
| Daily Pivots for day following 11-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9106 |
0.9063 |
0.8898 |
|
| R3 |
0.9021 |
0.8978 |
0.8874 |
|
| R2 |
0.8936 |
0.8936 |
0.8867 |
|
| R1 |
0.8893 |
0.8893 |
0.8859 |
0.8872 |
| PP |
0.8851 |
0.8851 |
0.8851 |
0.8840 |
| S1 |
0.8808 |
0.8808 |
0.8843 |
0.8787 |
| S2 |
0.8766 |
0.8766 |
0.8835 |
|
| S3 |
0.8681 |
0.8723 |
0.8828 |
|
| S4 |
0.8596 |
0.8638 |
0.8804 |
|
|
| Weekly Pivots for week ending 07-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0453 |
1.0146 |
0.9053 |
|
| R3 |
0.9910 |
0.9603 |
0.8903 |
|
| R2 |
0.9367 |
0.9367 |
0.8854 |
|
| R1 |
0.9060 |
0.9060 |
0.8804 |
0.8942 |
| PP |
0.8824 |
0.8824 |
0.8824 |
0.8765 |
| S1 |
0.8517 |
0.8517 |
0.8704 |
0.8399 |
| S2 |
0.8281 |
0.8281 |
0.8654 |
|
| S3 |
0.7738 |
0.7974 |
0.8605 |
|
| S4 |
0.7195 |
0.7431 |
0.8455 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8971 |
0.8587 |
0.0384 |
4.3% |
0.0157 |
1.8% |
69% |
False |
False |
604 |
| 10 |
0.9176 |
0.8587 |
0.0589 |
6.7% |
0.0125 |
1.4% |
45% |
False |
False |
479 |
| 20 |
0.9195 |
0.8587 |
0.0608 |
6.9% |
0.0101 |
1.1% |
43% |
False |
False |
343 |
| 40 |
0.9230 |
0.8587 |
0.0643 |
7.3% |
0.0083 |
0.9% |
41% |
False |
False |
231 |
| 60 |
0.9230 |
0.8587 |
0.0643 |
7.3% |
0.0057 |
0.6% |
41% |
False |
False |
160 |
| 80 |
0.9230 |
0.8441 |
0.0789 |
8.9% |
0.0043 |
0.5% |
52% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9254 |
|
2.618 |
0.9116 |
|
1.618 |
0.9031 |
|
1.000 |
0.8978 |
|
0.618 |
0.8946 |
|
HIGH |
0.8893 |
|
0.618 |
0.8861 |
|
0.500 |
0.8851 |
|
0.382 |
0.8840 |
|
LOW |
0.8808 |
|
0.618 |
0.8755 |
|
1.000 |
0.8723 |
|
1.618 |
0.8670 |
|
2.618 |
0.8585 |
|
4.250 |
0.8447 |
|
|
| Fisher Pivots for day following 11-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8851 |
0.8842 |
| PP |
0.8851 |
0.8833 |
| S1 |
0.8851 |
0.8825 |
|