CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 27-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-May-2010 |
27-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8165 |
0.8132 |
-0.0033 |
-0.4% |
0.8740 |
| High |
0.8280 |
0.8423 |
0.0143 |
1.7% |
0.8742 |
| Low |
0.8100 |
0.8120 |
0.0020 |
0.2% |
0.7984 |
| Close |
0.8152 |
0.8380 |
0.0228 |
2.8% |
0.8156 |
| Range |
0.0180 |
0.0303 |
0.0123 |
68.3% |
0.0758 |
| ATR |
0.0159 |
0.0170 |
0.0010 |
6.4% |
0.0000 |
| Volume |
860 |
1,217 |
357 |
41.5% |
12,452 |
|
| Daily Pivots for day following 27-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9217 |
0.9101 |
0.8547 |
|
| R3 |
0.8914 |
0.8798 |
0.8463 |
|
| R2 |
0.8611 |
0.8611 |
0.8436 |
|
| R1 |
0.8495 |
0.8495 |
0.8408 |
0.8553 |
| PP |
0.8308 |
0.8308 |
0.8308 |
0.8337 |
| S1 |
0.8192 |
0.8192 |
0.8352 |
0.8250 |
| S2 |
0.8005 |
0.8005 |
0.8324 |
|
| S3 |
0.7702 |
0.7889 |
0.8297 |
|
| S4 |
0.7399 |
0.7586 |
0.8213 |
|
|
| 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 |
0.8423 |
0.7970 |
0.0453 |
5.4% |
0.0224 |
2.7% |
91% |
True |
False |
1,395 |
| 10 |
0.8846 |
0.7970 |
0.0876 |
10.5% |
0.0215 |
2.6% |
47% |
False |
False |
2,239 |
| 20 |
0.9176 |
0.7970 |
0.1206 |
14.4% |
0.0169 |
2.0% |
34% |
False |
False |
1,314 |
| 40 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0120 |
1.4% |
33% |
False |
False |
761 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0096 |
1.1% |
33% |
False |
False |
536 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.0% |
0.0072 |
0.9% |
33% |
False |
False |
404 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9711 |
|
2.618 |
0.9216 |
|
1.618 |
0.8913 |
|
1.000 |
0.8726 |
|
0.618 |
0.8610 |
|
HIGH |
0.8423 |
|
0.618 |
0.8307 |
|
0.500 |
0.8272 |
|
0.382 |
0.8236 |
|
LOW |
0.8120 |
|
0.618 |
0.7933 |
|
1.000 |
0.7817 |
|
1.618 |
0.7630 |
|
2.618 |
0.7327 |
|
4.250 |
0.6832 |
|
|
| Fisher Pivots for day following 27-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8344 |
0.8319 |
| PP |
0.8308 |
0.8258 |
| S1 |
0.8272 |
0.8197 |
|