CME Australian Dollar Future December 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 |
0.9010 |
0.9033 |
0.0023 |
0.3% |
0.8964 |
High |
0.9010 |
0.9033 |
0.0023 |
0.3% |
0.9051 |
Low |
0.9010 |
0.9033 |
0.0023 |
0.3% |
0.8964 |
Close |
0.9010 |
0.9033 |
0.0023 |
0.3% |
0.9011 |
Range |
|
|
|
|
|
ATR |
0.0043 |
0.0041 |
-0.0001 |
-3.3% |
0.0000 |
Volume |
2 |
2 |
0 |
0.0% |
10 |
|
Daily Pivots for day following 29-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9033 |
0.9033 |
0.9033 |
|
R3 |
0.9033 |
0.9033 |
0.9033 |
|
R2 |
0.9033 |
0.9033 |
0.9033 |
|
R1 |
0.9033 |
0.9033 |
0.9033 |
0.9033 |
PP |
0.9033 |
0.9033 |
0.9033 |
0.9033 |
S1 |
0.9033 |
0.9033 |
0.9033 |
0.9033 |
S2 |
0.9033 |
0.9033 |
0.9033 |
|
S3 |
0.9033 |
0.9033 |
0.9033 |
|
S4 |
0.9033 |
0.9033 |
0.9033 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9270 |
0.9227 |
0.9059 |
|
R3 |
0.9183 |
0.9140 |
0.9035 |
|
R2 |
0.9096 |
0.9096 |
0.9027 |
|
R1 |
0.9053 |
0.9053 |
0.9019 |
0.9075 |
PP |
0.9009 |
0.9009 |
0.9009 |
0.9019 |
S1 |
0.8966 |
0.8966 |
0.9003 |
0.8988 |
S2 |
0.8922 |
0.8922 |
0.8995 |
|
S3 |
0.8835 |
0.8879 |
0.8987 |
|
S4 |
0.8748 |
0.8792 |
0.8963 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9033 |
0.8920 |
0.0113 |
1.3% |
0.0000 |
0.0% |
100% |
True |
False |
2 |
10 |
0.9051 |
0.8920 |
0.0131 |
1.5% |
0.0000 |
0.0% |
86% |
False |
False |
2 |
20 |
0.9086 |
0.8920 |
0.0166 |
1.8% |
0.0000 |
0.0% |
68% |
False |
False |
1 |
40 |
0.9086 |
0.8750 |
0.0336 |
3.7% |
0.0000 |
0.0% |
84% |
False |
False |
1 |
60 |
0.9086 |
0.8357 |
0.0729 |
8.1% |
0.0000 |
0.0% |
93% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9033 |
2.618 |
0.9033 |
1.618 |
0.9033 |
1.000 |
0.9033 |
0.618 |
0.9033 |
HIGH |
0.9033 |
0.618 |
0.9033 |
0.500 |
0.9033 |
0.382 |
0.9033 |
LOW |
0.9033 |
0.618 |
0.9033 |
1.000 |
0.9033 |
1.618 |
0.9033 |
2.618 |
0.9033 |
4.250 |
0.9033 |
|
|
Fisher Pivots for day following 29-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9033 |
0.9014 |
PP |
0.9033 |
0.8995 |
S1 |
0.9033 |
0.8977 |
|