CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9106 |
0.9116 |
0.0010 |
0.1% |
0.9061 |
| High |
0.9129 |
0.9161 |
0.0032 |
0.4% |
0.9179 |
| Low |
0.9034 |
0.9114 |
0.0080 |
0.9% |
0.9017 |
| Close |
0.9107 |
0.9120 |
0.0013 |
0.1% |
0.9107 |
| Range |
0.0095 |
0.0047 |
-0.0048 |
-50.5% |
0.0162 |
| ATR |
0.0071 |
0.0069 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
479 |
329 |
-150 |
-31.3% |
1,218 |
|
| Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9273 |
0.9243 |
0.9146 |
|
| R3 |
0.9226 |
0.9196 |
0.9133 |
|
| R2 |
0.9179 |
0.9179 |
0.9129 |
|
| R1 |
0.9149 |
0.9149 |
0.9124 |
0.9164 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9139 |
| S1 |
0.9102 |
0.9102 |
0.9116 |
0.9117 |
| S2 |
0.9085 |
0.9085 |
0.9111 |
|
| S3 |
0.9038 |
0.9055 |
0.9107 |
|
| S4 |
0.8991 |
0.9008 |
0.9094 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9587 |
0.9509 |
0.9196 |
|
| R3 |
0.9425 |
0.9347 |
0.9152 |
|
| R2 |
0.9263 |
0.9263 |
0.9137 |
|
| R1 |
0.9185 |
0.9185 |
0.9122 |
0.9224 |
| PP |
0.9101 |
0.9101 |
0.9101 |
0.9121 |
| S1 |
0.9023 |
0.9023 |
0.9092 |
0.9062 |
| S2 |
0.8939 |
0.8939 |
0.9077 |
|
| S3 |
0.8777 |
0.8861 |
0.9062 |
|
| S4 |
0.8615 |
0.8699 |
0.9018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9179 |
0.9034 |
0.0145 |
1.6% |
0.0070 |
0.8% |
59% |
False |
False |
281 |
| 10 |
0.9195 |
0.9017 |
0.0178 |
2.0% |
0.0068 |
0.7% |
58% |
False |
False |
226 |
| 20 |
0.9230 |
0.8972 |
0.0258 |
2.8% |
0.0063 |
0.7% |
57% |
False |
False |
160 |
| 40 |
0.9230 |
0.8815 |
0.0415 |
4.6% |
0.0051 |
0.6% |
73% |
False |
False |
114 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.7% |
0.0034 |
0.4% |
86% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9361 |
|
2.618 |
0.9284 |
|
1.618 |
0.9237 |
|
1.000 |
0.9208 |
|
0.618 |
0.9190 |
|
HIGH |
0.9161 |
|
0.618 |
0.9143 |
|
0.500 |
0.9138 |
|
0.382 |
0.9132 |
|
LOW |
0.9114 |
|
0.618 |
0.9085 |
|
1.000 |
0.9067 |
|
1.618 |
0.9038 |
|
2.618 |
0.8991 |
|
4.250 |
0.8914 |
|
|
| Fisher Pivots for day following 26-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9138 |
0.9113 |
| PP |
0.9132 |
0.9105 |
| S1 |
0.9126 |
0.9098 |
|