CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 21-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2010 |
21-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8386 |
0.8015 |
-0.0371 |
-4.4% |
0.8740 |
| High |
0.8386 |
0.8260 |
-0.0126 |
-1.5% |
0.8742 |
| Low |
0.8055 |
0.7984 |
-0.0071 |
-0.9% |
0.7984 |
| Close |
0.8171 |
0.8156 |
-0.0015 |
-0.2% |
0.8156 |
| Range |
0.0331 |
0.0276 |
-0.0055 |
-16.6% |
0.0758 |
| ATR |
0.0140 |
0.0149 |
0.0010 |
7.0% |
0.0000 |
| Volume |
3,989 |
2,706 |
-1,283 |
-32.2% |
12,452 |
|
| Daily Pivots for day following 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8961 |
0.8835 |
0.8308 |
|
| R3 |
0.8685 |
0.8559 |
0.8232 |
|
| R2 |
0.8409 |
0.8409 |
0.8207 |
|
| R1 |
0.8283 |
0.8283 |
0.8181 |
0.8346 |
| PP |
0.8133 |
0.8133 |
0.8133 |
0.8165 |
| S1 |
0.8007 |
0.8007 |
0.8131 |
0.8070 |
| S2 |
0.7857 |
0.7857 |
0.8105 |
|
| S3 |
0.7581 |
0.7731 |
0.8080 |
|
| S4 |
0.7305 |
0.7455 |
0.8004 |
|
|
| Weekly Pivots for week ending 21-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0120 |
0.8573 |
|
| R3 |
0.9810 |
0.9362 |
0.8364 |
|
| R2 |
0.9052 |
0.9052 |
0.8295 |
|
| R1 |
0.8604 |
0.8604 |
0.8225 |
0.8449 |
| PP |
0.8294 |
0.8294 |
0.8294 |
0.8217 |
| S1 |
0.7846 |
0.7846 |
0.8087 |
0.7691 |
| S2 |
0.7536 |
0.7536 |
0.8017 |
|
| S3 |
0.6778 |
0.7088 |
0.7948 |
|
| S4 |
0.6020 |
0.6330 |
0.7739 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8742 |
0.7984 |
0.0758 |
9.3% |
0.0239 |
2.9% |
23% |
False |
True |
2,490 |
| 10 |
0.8943 |
0.7984 |
0.0959 |
11.8% |
0.0168 |
2.1% |
18% |
False |
True |
1,908 |
| 20 |
0.9176 |
0.7984 |
0.1192 |
14.6% |
0.0145 |
1.8% |
14% |
False |
True |
1,184 |
| 40 |
0.9230 |
0.7984 |
0.1246 |
15.3% |
0.0106 |
1.3% |
14% |
False |
True |
669 |
| 60 |
0.9230 |
0.7984 |
0.1246 |
15.3% |
0.0081 |
1.0% |
14% |
False |
True |
465 |
| 80 |
0.9230 |
0.7984 |
0.1246 |
15.3% |
0.0061 |
0.7% |
14% |
False |
True |
351 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9433 |
|
2.618 |
0.8983 |
|
1.618 |
0.8707 |
|
1.000 |
0.8536 |
|
0.618 |
0.8431 |
|
HIGH |
0.8260 |
|
0.618 |
0.8155 |
|
0.500 |
0.8122 |
|
0.382 |
0.8089 |
|
LOW |
0.7984 |
|
0.618 |
0.7813 |
|
1.000 |
0.7708 |
|
1.618 |
0.7537 |
|
2.618 |
0.7261 |
|
4.250 |
0.6811 |
|
|
| Fisher Pivots for day following 21-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8145 |
0.8250 |
| PP |
0.8133 |
0.8219 |
| S1 |
0.8122 |
0.8187 |
|