CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 04-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2010 |
04-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9190 |
0.9216 |
0.0026 |
0.3% |
0.9211 |
| High |
0.9231 |
0.9229 |
-0.0002 |
0.0% |
0.9280 |
| Low |
0.9183 |
0.9038 |
-0.0145 |
-1.6% |
0.9084 |
| Close |
0.9224 |
0.9041 |
-0.0183 |
-2.0% |
0.9205 |
| Range |
0.0048 |
0.0191 |
0.0143 |
297.9% |
0.0196 |
| ATR |
0.0088 |
0.0095 |
0.0007 |
8.3% |
0.0000 |
| Volume |
113,830 |
64,717 |
-49,113 |
-43.1% |
544,863 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9676 |
0.9549 |
0.9146 |
|
| R3 |
0.9485 |
0.9358 |
0.9094 |
|
| R2 |
0.9294 |
0.9294 |
0.9076 |
|
| R1 |
0.9167 |
0.9167 |
0.9059 |
0.9135 |
| PP |
0.9103 |
0.9103 |
0.9103 |
0.9087 |
| S1 |
0.8976 |
0.8976 |
0.9023 |
0.8944 |
| S2 |
0.8912 |
0.8912 |
0.9006 |
|
| S3 |
0.8721 |
0.8785 |
0.8988 |
|
| S4 |
0.8530 |
0.8594 |
0.8936 |
|
|
| 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 |
0.9038 |
0.0242 |
2.7% |
0.0103 |
1.1% |
1% |
False |
True |
108,887 |
| 10 |
0.9282 |
0.9038 |
0.0244 |
2.7% |
0.0099 |
1.1% |
1% |
False |
True |
100,460 |
| 20 |
0.9308 |
0.9038 |
0.0270 |
3.0% |
0.0092 |
1.0% |
1% |
False |
True |
89,611 |
| 40 |
0.9308 |
0.8924 |
0.0384 |
4.2% |
0.0088 |
1.0% |
30% |
False |
False |
78,344 |
| 60 |
0.9308 |
0.8525 |
0.0783 |
8.7% |
0.0092 |
1.0% |
66% |
False |
False |
52,979 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.2% |
0.0093 |
1.0% |
68% |
False |
False |
39,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0041 |
|
2.618 |
0.9729 |
|
1.618 |
0.9538 |
|
1.000 |
0.9420 |
|
0.618 |
0.9347 |
|
HIGH |
0.9229 |
|
0.618 |
0.9156 |
|
0.500 |
0.9134 |
|
0.382 |
0.9111 |
|
LOW |
0.9038 |
|
0.618 |
0.8920 |
|
1.000 |
0.8847 |
|
1.618 |
0.8729 |
|
2.618 |
0.8538 |
|
4.250 |
0.8226 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9134 |
0.9159 |
| PP |
0.9103 |
0.9120 |
| S1 |
0.9072 |
0.9080 |
|