CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9104 |
0.9207 |
0.0103 |
1.1% |
0.9153 |
| High |
0.9218 |
0.9248 |
0.0030 |
0.3% |
0.9282 |
| Low |
0.9101 |
0.9178 |
0.0077 |
0.8% |
0.9100 |
| Close |
0.9206 |
0.9230 |
0.0024 |
0.3% |
0.9205 |
| Range |
0.0117 |
0.0070 |
-0.0047 |
-40.2% |
0.0182 |
| ATR |
0.0093 |
0.0091 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
134,572 |
147,273 |
12,701 |
9.4% |
507,595 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9429 |
0.9399 |
0.9269 |
|
| R3 |
0.9359 |
0.9329 |
0.9249 |
|
| R2 |
0.9289 |
0.9289 |
0.9243 |
|
| R1 |
0.9259 |
0.9259 |
0.9236 |
0.9274 |
| PP |
0.9219 |
0.9219 |
0.9219 |
0.9226 |
| S1 |
0.9189 |
0.9189 |
0.9224 |
0.9204 |
| S2 |
0.9149 |
0.9149 |
0.9217 |
|
| S3 |
0.9079 |
0.9119 |
0.9211 |
|
| S4 |
0.9009 |
0.9049 |
0.9192 |
|
|
| 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% |
0.0102 |
1.1% |
82% |
False |
False |
115,140 |
| 10 |
0.9286 |
0.9084 |
0.0202 |
2.2% |
0.0098 |
1.1% |
72% |
False |
False |
103,158 |
| 20 |
0.9308 |
0.9078 |
0.0230 |
2.5% |
0.0087 |
0.9% |
66% |
False |
False |
83,077 |
| 40 |
0.9308 |
0.8881 |
0.0427 |
4.6% |
0.0085 |
0.9% |
82% |
False |
False |
72,461 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0094 |
1.0% |
91% |
False |
False |
48,632 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0091 |
1.0% |
91% |
False |
False |
36,569 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9546 |
|
2.618 |
0.9431 |
|
1.618 |
0.9361 |
|
1.000 |
0.9318 |
|
0.618 |
0.9291 |
|
HIGH |
0.9248 |
|
0.618 |
0.9221 |
|
0.500 |
0.9213 |
|
0.382 |
0.9205 |
|
LOW |
0.9178 |
|
0.618 |
0.9135 |
|
1.000 |
0.9108 |
|
1.618 |
0.9065 |
|
2.618 |
0.8995 |
|
4.250 |
0.8881 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9224 |
0.9209 |
| PP |
0.9219 |
0.9187 |
| S1 |
0.9213 |
0.9166 |
|