CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 12-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-May-2010 |
12-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8893 |
0.8812 |
-0.0081 |
-0.9% |
0.9110 |
| High |
0.8893 |
0.8848 |
-0.0045 |
-0.5% |
0.9130 |
| Low |
0.8808 |
0.8778 |
-0.0030 |
-0.3% |
0.8587 |
| Close |
0.8851 |
0.8795 |
-0.0056 |
-0.6% |
0.8754 |
| Range |
0.0085 |
0.0070 |
-0.0015 |
-17.6% |
0.0543 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
350 |
134 |
-216 |
-61.7% |
2,683 |
|
| Daily Pivots for day following 12-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9017 |
0.8976 |
0.8834 |
|
| R3 |
0.8947 |
0.8906 |
0.8814 |
|
| R2 |
0.8877 |
0.8877 |
0.8808 |
|
| R1 |
0.8836 |
0.8836 |
0.8801 |
0.8822 |
| PP |
0.8807 |
0.8807 |
0.8807 |
0.8800 |
| S1 |
0.8766 |
0.8766 |
0.8789 |
0.8752 |
| S2 |
0.8737 |
0.8737 |
0.8782 |
|
| S3 |
0.8667 |
0.8696 |
0.8776 |
|
| S4 |
0.8597 |
0.8626 |
0.8757 |
|
|
| 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 |
0.8955 |
0.8587 |
0.0368 |
4.2% |
0.0154 |
1.8% |
57% |
False |
False |
494 |
| 10 |
0.9176 |
0.8587 |
0.0589 |
6.7% |
0.0121 |
1.4% |
35% |
False |
False |
443 |
| 20 |
0.9195 |
0.8587 |
0.0608 |
6.9% |
0.0101 |
1.2% |
34% |
False |
False |
348 |
| 40 |
0.9230 |
0.8587 |
0.0643 |
7.3% |
0.0084 |
0.9% |
32% |
False |
False |
229 |
| 60 |
0.9230 |
0.8587 |
0.0643 |
7.3% |
0.0059 |
0.7% |
32% |
False |
False |
162 |
| 80 |
0.9230 |
0.8441 |
0.0789 |
9.0% |
0.0044 |
0.5% |
45% |
False |
False |
123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9146 |
|
2.618 |
0.9031 |
|
1.618 |
0.8961 |
|
1.000 |
0.8918 |
|
0.618 |
0.8891 |
|
HIGH |
0.8848 |
|
0.618 |
0.8821 |
|
0.500 |
0.8813 |
|
0.382 |
0.8805 |
|
LOW |
0.8778 |
|
0.618 |
0.8735 |
|
1.000 |
0.8708 |
|
1.618 |
0.8665 |
|
2.618 |
0.8595 |
|
4.250 |
0.8481 |
|
|
| Fisher Pivots for day following 12-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8813 |
0.8861 |
| PP |
0.8807 |
0.8839 |
| S1 |
0.8801 |
0.8817 |
|