CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 13-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-May-2010 |
13-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8812 |
0.8825 |
0.0013 |
0.1% |
0.9110 |
| High |
0.8848 |
0.8896 |
0.0048 |
0.5% |
0.9130 |
| Low |
0.8778 |
0.8825 |
0.0047 |
0.5% |
0.8587 |
| Close |
0.8795 |
0.8856 |
0.0061 |
0.7% |
0.8754 |
| Range |
0.0070 |
0.0071 |
0.0001 |
1.4% |
0.0543 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
134 |
108 |
-26 |
-19.4% |
2,683 |
|
| Daily Pivots for day following 13-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9072 |
0.9035 |
0.8895 |
|
| R3 |
0.9001 |
0.8964 |
0.8876 |
|
| R2 |
0.8930 |
0.8930 |
0.8869 |
|
| R1 |
0.8893 |
0.8893 |
0.8863 |
0.8912 |
| PP |
0.8859 |
0.8859 |
0.8859 |
0.8868 |
| S1 |
0.8822 |
0.8822 |
0.8849 |
0.8841 |
| S2 |
0.8788 |
0.8788 |
0.8843 |
|
| S3 |
0.8717 |
0.8751 |
0.8836 |
|
| S4 |
0.8646 |
0.8680 |
0.8817 |
|
|
| 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 |
0.8943 |
0.8706 |
0.0237 |
2.7% |
0.0095 |
1.1% |
63% |
False |
False |
431 |
| 10 |
0.9176 |
0.8587 |
0.0589 |
6.7% |
0.0123 |
1.4% |
46% |
False |
False |
389 |
| 20 |
0.9179 |
0.8587 |
0.0592 |
6.7% |
0.0103 |
1.2% |
45% |
False |
False |
345 |
| 40 |
0.9230 |
0.8587 |
0.0643 |
7.3% |
0.0084 |
1.0% |
42% |
False |
False |
227 |
| 60 |
0.9230 |
0.8587 |
0.0643 |
7.3% |
0.0060 |
0.7% |
42% |
False |
False |
164 |
| 80 |
0.9230 |
0.8441 |
0.0789 |
8.9% |
0.0045 |
0.5% |
53% |
False |
False |
125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9198 |
|
2.618 |
0.9082 |
|
1.618 |
0.9011 |
|
1.000 |
0.8967 |
|
0.618 |
0.8940 |
|
HIGH |
0.8896 |
|
0.618 |
0.8869 |
|
0.500 |
0.8861 |
|
0.382 |
0.8852 |
|
LOW |
0.8825 |
|
0.618 |
0.8781 |
|
1.000 |
0.8754 |
|
1.618 |
0.8710 |
|
2.618 |
0.8639 |
|
4.250 |
0.8523 |
|
|
| Fisher Pivots for day following 13-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8861 |
0.8850 |
| PP |
0.8859 |
0.8843 |
| S1 |
0.8858 |
0.8837 |
|