CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 27-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2010 |
27-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9116 |
0.9133 |
0.0017 |
0.2% |
0.9061 |
| High |
0.9161 |
0.9136 |
-0.0025 |
-0.3% |
0.9179 |
| Low |
0.9114 |
0.8989 |
-0.0125 |
-1.4% |
0.9017 |
| Close |
0.9120 |
0.9015 |
-0.0105 |
-1.2% |
0.9107 |
| Range |
0.0047 |
0.0147 |
0.0100 |
212.8% |
0.0162 |
| ATR |
0.0069 |
0.0075 |
0.0006 |
8.0% |
0.0000 |
| Volume |
329 |
215 |
-114 |
-34.7% |
1,218 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9488 |
0.9398 |
0.9096 |
|
| R3 |
0.9341 |
0.9251 |
0.9055 |
|
| R2 |
0.9194 |
0.9194 |
0.9042 |
|
| R1 |
0.9104 |
0.9104 |
0.9028 |
0.9076 |
| PP |
0.9047 |
0.9047 |
0.9047 |
0.9032 |
| S1 |
0.8957 |
0.8957 |
0.9002 |
0.8929 |
| S2 |
0.8900 |
0.8900 |
0.8988 |
|
| S3 |
0.8753 |
0.8810 |
0.8975 |
|
| S4 |
0.8606 |
0.8663 |
0.8934 |
|
|
| 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 |
0.8989 |
0.0190 |
2.1% |
0.0086 |
1.0% |
14% |
False |
True |
275 |
| 10 |
0.9195 |
0.8989 |
0.0206 |
2.3% |
0.0078 |
0.9% |
13% |
False |
True |
208 |
| 20 |
0.9230 |
0.8972 |
0.0258 |
2.9% |
0.0069 |
0.8% |
17% |
False |
False |
158 |
| 40 |
0.9230 |
0.8815 |
0.0415 |
4.6% |
0.0055 |
0.6% |
48% |
False |
False |
119 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.8% |
0.0037 |
0.4% |
73% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9761 |
|
2.618 |
0.9521 |
|
1.618 |
0.9374 |
|
1.000 |
0.9283 |
|
0.618 |
0.9227 |
|
HIGH |
0.9136 |
|
0.618 |
0.9080 |
|
0.500 |
0.9063 |
|
0.382 |
0.9045 |
|
LOW |
0.8989 |
|
0.618 |
0.8898 |
|
1.000 |
0.8842 |
|
1.618 |
0.8751 |
|
2.618 |
0.8604 |
|
4.250 |
0.8364 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9063 |
0.9075 |
| PP |
0.9047 |
0.9055 |
| S1 |
0.9031 |
0.9035 |
|