CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9217 |
0.9211 |
-0.0006 |
-0.1% |
0.9153 |
| High |
0.9230 |
0.9262 |
0.0032 |
0.3% |
0.9282 |
| Low |
0.9117 |
0.9205 |
0.0088 |
1.0% |
0.9100 |
| Close |
0.9205 |
0.9218 |
0.0013 |
0.1% |
0.9205 |
| Range |
0.0113 |
0.0057 |
-0.0056 |
-49.6% |
0.0182 |
| ATR |
0.0089 |
0.0086 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
114,881 |
116,603 |
1,722 |
1.5% |
507,595 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9399 |
0.9366 |
0.9249 |
|
| R3 |
0.9342 |
0.9309 |
0.9234 |
|
| R2 |
0.9285 |
0.9285 |
0.9228 |
|
| R1 |
0.9252 |
0.9252 |
0.9223 |
0.9269 |
| PP |
0.9228 |
0.9228 |
0.9228 |
0.9237 |
| S1 |
0.9195 |
0.9195 |
0.9213 |
0.9212 |
| S2 |
0.9171 |
0.9171 |
0.9208 |
|
| S3 |
0.9114 |
0.9138 |
0.9202 |
|
| S4 |
0.9057 |
0.9081 |
0.9187 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9742 |
0.9655 |
0.9305 |
|
| R3 |
0.9560 |
0.9473 |
0.9255 |
|
| R2 |
0.9378 |
0.9378 |
0.9238 |
|
| R1 |
0.9291 |
0.9291 |
0.9222 |
0.9335 |
| PP |
0.9196 |
0.9196 |
0.9196 |
0.9217 |
| S1 |
0.9109 |
0.9109 |
0.9188 |
0.9153 |
| S2 |
0.9014 |
0.9014 |
0.9172 |
|
| S3 |
0.8832 |
0.8927 |
0.9155 |
|
| S4 |
0.8650 |
0.8745 |
0.9105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9282 |
0.9117 |
0.0165 |
1.8% |
0.0086 |
0.9% |
61% |
False |
False |
99,358 |
| 10 |
0.9304 |
0.9100 |
0.0204 |
2.2% |
0.0086 |
0.9% |
58% |
False |
False |
87,409 |
| 20 |
0.9308 |
0.8941 |
0.0367 |
4.0% |
0.0085 |
0.9% |
75% |
False |
False |
78,621 |
| 40 |
0.9308 |
0.8838 |
0.0470 |
5.1% |
0.0083 |
0.9% |
81% |
False |
False |
63,989 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0094 |
1.0% |
89% |
False |
False |
42,913 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0090 |
1.0% |
89% |
False |
False |
32,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9504 |
|
2.618 |
0.9411 |
|
1.618 |
0.9354 |
|
1.000 |
0.9319 |
|
0.618 |
0.9297 |
|
HIGH |
0.9262 |
|
0.618 |
0.9240 |
|
0.500 |
0.9234 |
|
0.382 |
0.9227 |
|
LOW |
0.9205 |
|
0.618 |
0.9170 |
|
1.000 |
0.9148 |
|
1.618 |
0.9113 |
|
2.618 |
0.9056 |
|
4.250 |
0.8963 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9234 |
0.9209 |
| PP |
0.9228 |
0.9199 |
| S1 |
0.9223 |
0.9190 |
|