CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 25-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2010 |
25-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8183 |
0.8137 |
-0.0046 |
-0.6% |
0.8740 |
| High |
0.8248 |
0.8165 |
-0.0083 |
-1.0% |
0.8742 |
| Low |
0.8083 |
0.7970 |
-0.0113 |
-1.4% |
0.7984 |
| Close |
0.8213 |
0.8093 |
-0.0120 |
-1.5% |
0.8156 |
| Range |
0.0165 |
0.0195 |
0.0030 |
18.2% |
0.0758 |
| ATR |
0.0151 |
0.0157 |
0.0007 |
4.4% |
0.0000 |
| Volume |
1,700 |
496 |
-1,204 |
-70.8% |
12,452 |
|
| Daily Pivots for day following 25-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8661 |
0.8572 |
0.8200 |
|
| R3 |
0.8466 |
0.8377 |
0.8147 |
|
| R2 |
0.8271 |
0.8271 |
0.8129 |
|
| R1 |
0.8182 |
0.8182 |
0.8111 |
0.8129 |
| PP |
0.8076 |
0.8076 |
0.8076 |
0.8050 |
| S1 |
0.7987 |
0.7987 |
0.8075 |
0.7934 |
| S2 |
0.7881 |
0.7881 |
0.8057 |
|
| S3 |
0.7686 |
0.7792 |
0.8039 |
|
| S4 |
0.7491 |
0.7597 |
0.7986 |
|
|
| 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 |
0.8516 |
0.7970 |
0.0546 |
6.7% |
0.0247 |
3.1% |
23% |
False |
True |
2,634 |
| 10 |
0.8896 |
0.7970 |
0.0926 |
11.4% |
0.0181 |
2.2% |
13% |
False |
True |
2,056 |
| 20 |
0.9176 |
0.7970 |
0.1206 |
14.9% |
0.0153 |
1.9% |
10% |
False |
True |
1,267 |
| 40 |
0.9230 |
0.7970 |
0.1260 |
15.6% |
0.0111 |
1.4% |
10% |
False |
True |
713 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.6% |
0.0087 |
1.1% |
10% |
False |
True |
502 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.6% |
0.0066 |
0.8% |
10% |
False |
True |
379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8994 |
|
2.618 |
0.8676 |
|
1.618 |
0.8481 |
|
1.000 |
0.8360 |
|
0.618 |
0.8286 |
|
HIGH |
0.8165 |
|
0.618 |
0.8091 |
|
0.500 |
0.8068 |
|
0.382 |
0.8044 |
|
LOW |
0.7970 |
|
0.618 |
0.7849 |
|
1.000 |
0.7775 |
|
1.618 |
0.7654 |
|
2.618 |
0.7459 |
|
4.250 |
0.7141 |
|
|
| Fisher Pivots for day following 25-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8085 |
0.8115 |
| PP |
0.8076 |
0.8108 |
| S1 |
0.8068 |
0.8100 |
|