CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 29-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Apr-2010 |
29-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9011 |
0.9090 |
0.0079 |
0.9% |
0.9061 |
| High |
0.9119 |
0.9144 |
0.0025 |
0.3% |
0.9179 |
| Low |
0.9011 |
0.9087 |
0.0076 |
0.8% |
0.9017 |
| Close |
0.9108 |
0.9131 |
0.0023 |
0.3% |
0.9107 |
| Range |
0.0108 |
0.0057 |
-0.0051 |
-47.2% |
0.0162 |
| ATR |
0.0077 |
0.0076 |
-0.0001 |
-1.9% |
0.0000 |
| Volume |
486 |
647 |
161 |
33.1% |
1,218 |
|
| Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9292 |
0.9268 |
0.9162 |
|
| R3 |
0.9235 |
0.9211 |
0.9147 |
|
| R2 |
0.9178 |
0.9178 |
0.9141 |
|
| R1 |
0.9154 |
0.9154 |
0.9136 |
0.9166 |
| PP |
0.9121 |
0.9121 |
0.9121 |
0.9127 |
| S1 |
0.9097 |
0.9097 |
0.9126 |
0.9109 |
| S2 |
0.9064 |
0.9064 |
0.9121 |
|
| S3 |
0.9007 |
0.9040 |
0.9115 |
|
| S4 |
0.8950 |
0.8983 |
0.9100 |
|
|
| 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 |
0.9161 |
0.8989 |
0.0172 |
1.9% |
0.0091 |
1.0% |
83% |
False |
False |
431 |
| 10 |
0.9179 |
0.8989 |
0.0190 |
2.1% |
0.0083 |
0.9% |
75% |
False |
False |
301 |
| 20 |
0.9230 |
0.8989 |
0.0241 |
2.6% |
0.0071 |
0.8% |
59% |
False |
False |
208 |
| 40 |
0.9230 |
0.8832 |
0.0398 |
4.4% |
0.0059 |
0.6% |
75% |
False |
False |
147 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.6% |
0.0039 |
0.4% |
87% |
False |
False |
101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9386 |
|
2.618 |
0.9293 |
|
1.618 |
0.9236 |
|
1.000 |
0.9201 |
|
0.618 |
0.9179 |
|
HIGH |
0.9144 |
|
0.618 |
0.9122 |
|
0.500 |
0.9116 |
|
0.382 |
0.9109 |
|
LOW |
0.9087 |
|
0.618 |
0.9052 |
|
1.000 |
0.9030 |
|
1.618 |
0.8995 |
|
2.618 |
0.8938 |
|
4.250 |
0.8845 |
|
|
| Fisher Pivots for day following 29-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9126 |
0.9110 |
| PP |
0.9121 |
0.9088 |
| S1 |
0.9116 |
0.9067 |
|