CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 28-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2010 |
28-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8132 |
0.8404 |
0.0272 |
3.3% |
0.8183 |
| High |
0.8423 |
0.8448 |
0.0025 |
0.3% |
0.8448 |
| Low |
0.8120 |
0.8327 |
0.0207 |
2.5% |
0.7970 |
| Close |
0.8380 |
0.8357 |
-0.0023 |
-0.3% |
0.8357 |
| Range |
0.0303 |
0.0121 |
-0.0182 |
-60.1% |
0.0478 |
| ATR |
0.0170 |
0.0166 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
1,217 |
2,671 |
1,454 |
119.5% |
6,944 |
|
| Daily Pivots for day following 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8740 |
0.8670 |
0.8424 |
|
| R3 |
0.8619 |
0.8549 |
0.8390 |
|
| R2 |
0.8498 |
0.8498 |
0.8379 |
|
| R1 |
0.8428 |
0.8428 |
0.8368 |
0.8403 |
| PP |
0.8377 |
0.8377 |
0.8377 |
0.8365 |
| S1 |
0.8307 |
0.8307 |
0.8346 |
0.8282 |
| S2 |
0.8256 |
0.8256 |
0.8335 |
|
| S3 |
0.8135 |
0.8186 |
0.8324 |
|
| S4 |
0.8014 |
0.8065 |
0.8290 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9692 |
0.9503 |
0.8620 |
|
| R3 |
0.9214 |
0.9025 |
0.8488 |
|
| R2 |
0.8736 |
0.8736 |
0.8445 |
|
| R1 |
0.8547 |
0.8547 |
0.8401 |
0.8642 |
| PP |
0.8258 |
0.8258 |
0.8258 |
0.8306 |
| S1 |
0.8069 |
0.8069 |
0.8313 |
0.8164 |
| S2 |
0.7780 |
0.7780 |
0.8269 |
|
| S3 |
0.7302 |
0.7591 |
0.8226 |
|
| S4 |
0.6824 |
0.7113 |
0.8094 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8448 |
0.7970 |
0.0478 |
5.7% |
0.0193 |
2.3% |
81% |
True |
False |
1,388 |
| 10 |
0.8742 |
0.7970 |
0.0772 |
9.2% |
0.0216 |
2.6% |
50% |
False |
False |
1,939 |
| 20 |
0.9130 |
0.7970 |
0.1160 |
13.9% |
0.0171 |
2.0% |
33% |
False |
False |
1,435 |
| 40 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0122 |
1.5% |
31% |
False |
False |
826 |
| 60 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0098 |
1.2% |
31% |
False |
False |
581 |
| 80 |
0.9230 |
0.7970 |
0.1260 |
15.1% |
0.0073 |
0.9% |
31% |
False |
False |
437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8962 |
|
2.618 |
0.8765 |
|
1.618 |
0.8644 |
|
1.000 |
0.8569 |
|
0.618 |
0.8523 |
|
HIGH |
0.8448 |
|
0.618 |
0.8402 |
|
0.500 |
0.8388 |
|
0.382 |
0.8373 |
|
LOW |
0.8327 |
|
0.618 |
0.8252 |
|
1.000 |
0.8206 |
|
1.618 |
0.8131 |
|
2.618 |
0.8010 |
|
4.250 |
0.7813 |
|
|
| Fisher Pivots for day following 28-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8388 |
0.8329 |
| PP |
0.8377 |
0.8302 |
| S1 |
0.8367 |
0.8274 |
|