CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 20-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2010 |
20-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8498 |
0.8386 |
-0.0112 |
-1.3% |
0.8830 |
| High |
0.8516 |
0.8386 |
-0.0130 |
-1.5% |
0.8943 |
| Low |
0.8247 |
0.8055 |
-0.0192 |
-2.3% |
0.8735 |
| Close |
0.8309 |
0.8171 |
-0.0138 |
-1.7% |
0.8732 |
| Range |
0.0269 |
0.0331 |
0.0062 |
23.0% |
0.0208 |
| ATR |
0.0125 |
0.0140 |
0.0015 |
11.8% |
0.0000 |
| Volume |
4,280 |
3,989 |
-291 |
-6.8% |
6,629 |
|
| Daily Pivots for day following 20-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9197 |
0.9015 |
0.8353 |
|
| R3 |
0.8866 |
0.8684 |
0.8262 |
|
| R2 |
0.8535 |
0.8535 |
0.8232 |
|
| R1 |
0.8353 |
0.8353 |
0.8201 |
0.8279 |
| PP |
0.8204 |
0.8204 |
0.8204 |
0.8167 |
| S1 |
0.8022 |
0.8022 |
0.8141 |
0.7948 |
| S2 |
0.7873 |
0.7873 |
0.8110 |
|
| S3 |
0.7542 |
0.7691 |
0.8080 |
|
| S4 |
0.7211 |
0.7360 |
0.7989 |
|
|
| 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 |
0.8846 |
0.8055 |
0.0791 |
9.7% |
0.0206 |
2.5% |
15% |
False |
True |
3,083 |
| 10 |
0.8943 |
0.8055 |
0.0888 |
10.9% |
0.0151 |
1.8% |
13% |
False |
True |
1,757 |
| 20 |
0.9176 |
0.8055 |
0.1121 |
13.7% |
0.0136 |
1.7% |
10% |
False |
True |
1,073 |
| 40 |
0.9230 |
0.8055 |
0.1175 |
14.4% |
0.0102 |
1.2% |
10% |
False |
True |
604 |
| 60 |
0.9230 |
0.8055 |
0.1175 |
14.4% |
0.0077 |
0.9% |
10% |
False |
True |
420 |
| 80 |
0.9230 |
0.8055 |
0.1175 |
14.4% |
0.0058 |
0.7% |
10% |
False |
True |
317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9793 |
|
2.618 |
0.9253 |
|
1.618 |
0.8922 |
|
1.000 |
0.8717 |
|
0.618 |
0.8591 |
|
HIGH |
0.8386 |
|
0.618 |
0.8260 |
|
0.500 |
0.8221 |
|
0.382 |
0.8181 |
|
LOW |
0.8055 |
|
0.618 |
0.7850 |
|
1.000 |
0.7724 |
|
1.618 |
0.7519 |
|
2.618 |
0.7188 |
|
4.250 |
0.6648 |
|
|
| Fisher Pivots for day following 20-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8221 |
0.8362 |
| PP |
0.8204 |
0.8298 |
| S1 |
0.8188 |
0.8235 |
|