CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 30-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9207 |
0.9233 |
0.0026 |
0.3% |
0.9211 |
| High |
0.9248 |
0.9280 |
0.0032 |
0.3% |
0.9280 |
| Low |
0.9178 |
0.9191 |
0.0013 |
0.1% |
0.9084 |
| Close |
0.9230 |
0.9205 |
-0.0025 |
-0.3% |
0.9205 |
| Range |
0.0070 |
0.0089 |
0.0019 |
27.1% |
0.0196 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
147,273 |
84,044 |
-63,229 |
-42.9% |
544,863 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9492 |
0.9438 |
0.9254 |
|
| R3 |
0.9403 |
0.9349 |
0.9229 |
|
| R2 |
0.9314 |
0.9314 |
0.9221 |
|
| R1 |
0.9260 |
0.9260 |
0.9213 |
0.9243 |
| PP |
0.9225 |
0.9225 |
0.9225 |
0.9217 |
| S1 |
0.9171 |
0.9171 |
0.9197 |
0.9154 |
| S2 |
0.9136 |
0.9136 |
0.9189 |
|
| S3 |
0.9047 |
0.9082 |
0.9181 |
|
| S4 |
0.8958 |
0.8993 |
0.9156 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9778 |
0.9687 |
0.9313 |
|
| R3 |
0.9582 |
0.9491 |
0.9259 |
|
| R2 |
0.9386 |
0.9386 |
0.9241 |
|
| R1 |
0.9295 |
0.9295 |
0.9223 |
0.9243 |
| PP |
0.9190 |
0.9190 |
0.9190 |
0.9163 |
| S1 |
0.9099 |
0.9099 |
0.9187 |
0.9047 |
| S2 |
0.8994 |
0.8994 |
0.9169 |
|
| S3 |
0.8798 |
0.8903 |
0.9151 |
|
| S4 |
0.8602 |
0.8707 |
0.9097 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9280 |
0.9084 |
0.0196 |
2.1% |
0.0097 |
1.1% |
62% |
True |
False |
108,972 |
| 10 |
0.9282 |
0.9084 |
0.0198 |
2.2% |
0.0096 |
1.0% |
61% |
False |
False |
105,245 |
| 20 |
0.9308 |
0.9084 |
0.0224 |
2.4% |
0.0088 |
1.0% |
54% |
False |
False |
82,490 |
| 40 |
0.9308 |
0.8892 |
0.0416 |
4.5% |
0.0086 |
0.9% |
75% |
False |
False |
74,445 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0094 |
1.0% |
88% |
False |
False |
50,016 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0092 |
1.0% |
88% |
False |
False |
37,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9658 |
|
2.618 |
0.9513 |
|
1.618 |
0.9424 |
|
1.000 |
0.9369 |
|
0.618 |
0.9335 |
|
HIGH |
0.9280 |
|
0.618 |
0.9246 |
|
0.500 |
0.9236 |
|
0.382 |
0.9225 |
|
LOW |
0.9191 |
|
0.618 |
0.9136 |
|
1.000 |
0.9102 |
|
1.618 |
0.9047 |
|
2.618 |
0.8958 |
|
4.250 |
0.8813 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9236 |
0.9200 |
| PP |
0.9225 |
0.9195 |
| S1 |
0.9215 |
0.9191 |
|