CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9222 |
0.9104 |
-0.0118 |
-1.3% |
0.9153 |
| High |
0.9237 |
0.9218 |
-0.0019 |
-0.2% |
0.9282 |
| Low |
0.9084 |
0.9101 |
0.0017 |
0.2% |
0.9100 |
| Close |
0.9110 |
0.9206 |
0.0096 |
1.1% |
0.9205 |
| Range |
0.0153 |
0.0117 |
-0.0036 |
-23.5% |
0.0182 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
2.0% |
0.0000 |
| Volume |
62,371 |
134,572 |
72,201 |
115.8% |
507,595 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9526 |
0.9483 |
0.9270 |
|
| R3 |
0.9409 |
0.9366 |
0.9238 |
|
| R2 |
0.9292 |
0.9292 |
0.9227 |
|
| R1 |
0.9249 |
0.9249 |
0.9217 |
0.9271 |
| PP |
0.9175 |
0.9175 |
0.9175 |
0.9186 |
| S1 |
0.9132 |
0.9132 |
0.9195 |
0.9154 |
| S2 |
0.9058 |
0.9058 |
0.9185 |
|
| S3 |
0.8941 |
0.9015 |
0.9174 |
|
| S4 |
0.8824 |
0.8898 |
0.9142 |
|
|
| 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 |
0.9262 |
0.9084 |
0.0178 |
1.9% |
0.0103 |
1.1% |
69% |
False |
False |
99,966 |
| 10 |
0.9304 |
0.9084 |
0.0220 |
2.4% |
0.0097 |
1.1% |
55% |
False |
False |
94,261 |
| 20 |
0.9308 |
0.9058 |
0.0250 |
2.7% |
0.0088 |
1.0% |
59% |
False |
False |
79,234 |
| 40 |
0.9308 |
0.8881 |
0.0427 |
4.6% |
0.0086 |
0.9% |
76% |
False |
False |
68,871 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0094 |
1.0% |
88% |
False |
False |
46,185 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0093 |
1.0% |
88% |
False |
False |
34,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9715 |
|
2.618 |
0.9524 |
|
1.618 |
0.9407 |
|
1.000 |
0.9335 |
|
0.618 |
0.9290 |
|
HIGH |
0.9218 |
|
0.618 |
0.9173 |
|
0.500 |
0.9160 |
|
0.382 |
0.9146 |
|
LOW |
0.9101 |
|
0.618 |
0.9029 |
|
1.000 |
0.8984 |
|
1.618 |
0.8912 |
|
2.618 |
0.8795 |
|
4.250 |
0.8604 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9191 |
0.9195 |
| PP |
0.9175 |
0.9184 |
| S1 |
0.9160 |
0.9173 |
|