CME Australian Dollar Future September 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 |
0.9110 |
0.9119 |
0.0009 |
0.1% |
0.9116 |
| High |
0.9130 |
0.9123 |
-0.0007 |
-0.1% |
0.9176 |
| Low |
0.9090 |
0.8946 |
-0.0144 |
-1.6% |
0.8989 |
| Close |
0.9125 |
0.8944 |
-0.0181 |
-2.0% |
0.9107 |
| Range |
0.0040 |
0.0177 |
0.0137 |
342.5% |
0.0187 |
| ATR |
0.0074 |
0.0081 |
0.0008 |
10.2% |
0.0000 |
| Volume |
316 |
59 |
-257 |
-81.3% |
1,935 |
|
| Daily Pivots for day following 04-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9535 |
0.9417 |
0.9041 |
|
| R3 |
0.9358 |
0.9240 |
0.8993 |
|
| R2 |
0.9181 |
0.9181 |
0.8976 |
|
| R1 |
0.9063 |
0.9063 |
0.8960 |
0.9034 |
| PP |
0.9004 |
0.9004 |
0.9004 |
0.8990 |
| S1 |
0.8886 |
0.8886 |
0.8928 |
0.8857 |
| S2 |
0.8827 |
0.8827 |
0.8912 |
|
| S3 |
0.8650 |
0.8709 |
0.8895 |
|
| S4 |
0.8473 |
0.8532 |
0.8847 |
|
|
| Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9652 |
0.9566 |
0.9210 |
|
| R3 |
0.9465 |
0.9379 |
0.9158 |
|
| R2 |
0.9278 |
0.9278 |
0.9141 |
|
| R1 |
0.9192 |
0.9192 |
0.9124 |
0.9142 |
| PP |
0.9091 |
0.9091 |
0.9091 |
0.9065 |
| S1 |
0.9005 |
0.9005 |
0.9090 |
0.8955 |
| S2 |
0.8904 |
0.8904 |
0.9073 |
|
| S3 |
0.8717 |
0.8818 |
0.9056 |
|
| S4 |
0.8530 |
0.8631 |
0.9004 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9176 |
0.8946 |
0.0230 |
2.6% |
0.0093 |
1.0% |
-1% |
False |
True |
353 |
| 10 |
0.9179 |
0.8946 |
0.0233 |
2.6% |
0.0090 |
1.0% |
-1% |
False |
True |
314 |
| 20 |
0.9230 |
0.8946 |
0.0284 |
3.2% |
0.0078 |
0.9% |
-1% |
False |
True |
227 |
| 40 |
0.9230 |
0.8832 |
0.0398 |
4.4% |
0.0066 |
0.7% |
28% |
False |
False |
163 |
| 60 |
0.9230 |
0.8555 |
0.0675 |
7.5% |
0.0044 |
0.5% |
58% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9875 |
|
2.618 |
0.9586 |
|
1.618 |
0.9409 |
|
1.000 |
0.9300 |
|
0.618 |
0.9232 |
|
HIGH |
0.9123 |
|
0.618 |
0.9055 |
|
0.500 |
0.9035 |
|
0.382 |
0.9014 |
|
LOW |
0.8946 |
|
0.618 |
0.8837 |
|
1.000 |
0.8769 |
|
1.618 |
0.8660 |
|
2.618 |
0.8483 |
|
4.250 |
0.8194 |
|
|
| Fisher Pivots for day following 04-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9035 |
0.9061 |
| PP |
0.9004 |
0.9022 |
| S1 |
0.8974 |
0.8983 |
|