CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 17-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2010 |
17-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8838 |
0.8740 |
-0.0098 |
-1.1% |
0.8830 |
| High |
0.8846 |
0.8742 |
-0.0104 |
-1.2% |
0.8943 |
| Low |
0.8735 |
0.8575 |
-0.0160 |
-1.8% |
0.8735 |
| Close |
0.8732 |
0.8613 |
-0.0119 |
-1.4% |
0.8732 |
| Range |
0.0111 |
0.0167 |
0.0056 |
50.5% |
0.0208 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
4.1% |
0.0000 |
| Volume |
5,671 |
675 |
-4,996 |
-88.1% |
6,629 |
|
| Daily Pivots for day following 17-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9144 |
0.9046 |
0.8705 |
|
| R3 |
0.8977 |
0.8879 |
0.8659 |
|
| R2 |
0.8810 |
0.8810 |
0.8644 |
|
| R1 |
0.8712 |
0.8712 |
0.8628 |
0.8678 |
| PP |
0.8643 |
0.8643 |
0.8643 |
0.8626 |
| S1 |
0.8545 |
0.8545 |
0.8598 |
0.8511 |
| S2 |
0.8476 |
0.8476 |
0.8582 |
|
| S3 |
0.8309 |
0.8378 |
0.8567 |
|
| S4 |
0.8142 |
0.8211 |
0.8521 |
|
|
| Weekly Pivots for week ending 14-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9427 |
0.9288 |
0.8846 |
|
| R3 |
0.9219 |
0.9080 |
0.8789 |
|
| R2 |
0.9011 |
0.9011 |
0.8770 |
|
| R1 |
0.8872 |
0.8872 |
0.8751 |
0.8838 |
| PP |
0.8803 |
0.8803 |
0.8803 |
0.8786 |
| S1 |
0.8664 |
0.8664 |
0.8713 |
0.8630 |
| S2 |
0.8595 |
0.8595 |
0.8694 |
|
| S3 |
0.8387 |
0.8456 |
0.8675 |
|
| S4 |
0.8179 |
0.8248 |
0.8618 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8896 |
0.8575 |
0.0321 |
3.7% |
0.0101 |
1.2% |
12% |
False |
True |
1,387 |
| 10 |
0.9123 |
0.8575 |
0.0548 |
6.4% |
0.0138 |
1.6% |
7% |
False |
True |
967 |
| 20 |
0.9179 |
0.8575 |
0.0604 |
7.0% |
0.0108 |
1.3% |
6% |
False |
True |
649 |
| 40 |
0.9230 |
0.8575 |
0.0655 |
7.6% |
0.0088 |
1.0% |
6% |
False |
True |
382 |
| 60 |
0.9230 |
0.8575 |
0.0655 |
7.6% |
0.0064 |
0.7% |
6% |
False |
True |
269 |
| 80 |
0.9230 |
0.8441 |
0.0789 |
9.2% |
0.0048 |
0.6% |
22% |
False |
False |
204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9452 |
|
2.618 |
0.9179 |
|
1.618 |
0.9012 |
|
1.000 |
0.8909 |
|
0.618 |
0.8845 |
|
HIGH |
0.8742 |
|
0.618 |
0.8678 |
|
0.500 |
0.8659 |
|
0.382 |
0.8639 |
|
LOW |
0.8575 |
|
0.618 |
0.8472 |
|
1.000 |
0.8408 |
|
1.618 |
0.8305 |
|
2.618 |
0.8138 |
|
4.250 |
0.7865 |
|
|
| Fisher Pivots for day following 17-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8659 |
0.8736 |
| PP |
0.8643 |
0.8695 |
| S1 |
0.8628 |
0.8654 |
|