CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9233 |
0.9190 |
-0.0043 |
-0.5% |
0.9211 |
| High |
0.9280 |
0.9231 |
-0.0049 |
-0.5% |
0.9280 |
| Low |
0.9191 |
0.9183 |
-0.0008 |
-0.1% |
0.9084 |
| Close |
0.9205 |
0.9224 |
0.0019 |
0.2% |
0.9205 |
| Range |
0.0089 |
0.0048 |
-0.0041 |
-46.1% |
0.0196 |
| ATR |
0.0091 |
0.0088 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
84,044 |
113,830 |
29,786 |
35.4% |
544,863 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9357 |
0.9338 |
0.9250 |
|
| R3 |
0.9309 |
0.9290 |
0.9237 |
|
| R2 |
0.9261 |
0.9261 |
0.9233 |
|
| R1 |
0.9242 |
0.9242 |
0.9228 |
0.9252 |
| PP |
0.9213 |
0.9213 |
0.9213 |
0.9217 |
| S1 |
0.9194 |
0.9194 |
0.9220 |
0.9204 |
| S2 |
0.9165 |
0.9165 |
0.9215 |
|
| S3 |
0.9117 |
0.9146 |
0.9211 |
|
| S4 |
0.9069 |
0.9098 |
0.9198 |
|
|
| 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% |
0.0095 |
1.0% |
71% |
False |
False |
108,418 |
| 10 |
0.9282 |
0.9084 |
0.0198 |
2.1% |
0.0091 |
1.0% |
71% |
False |
False |
103,888 |
| 20 |
0.9308 |
0.9084 |
0.0224 |
2.4% |
0.0089 |
1.0% |
63% |
False |
False |
87,833 |
| 40 |
0.9308 |
0.8924 |
0.0384 |
4.2% |
0.0084 |
0.9% |
78% |
False |
False |
77,168 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0091 |
1.0% |
90% |
False |
False |
51,911 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0092 |
1.0% |
90% |
False |
False |
39,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9435 |
|
2.618 |
0.9357 |
|
1.618 |
0.9309 |
|
1.000 |
0.9279 |
|
0.618 |
0.9261 |
|
HIGH |
0.9231 |
|
0.618 |
0.9213 |
|
0.500 |
0.9207 |
|
0.382 |
0.9201 |
|
LOW |
0.9183 |
|
0.618 |
0.9153 |
|
1.000 |
0.9135 |
|
1.618 |
0.9105 |
|
2.618 |
0.9057 |
|
4.250 |
0.8979 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9218 |
0.9229 |
| PP |
0.9213 |
0.9227 |
| S1 |
0.9207 |
0.9226 |
|