CME Australian Dollar Future December 2010
Trading Metrics calculated at close of trading on 30-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2010 |
30-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9033 |
0.9008 |
-0.0025 |
-0.3% |
0.9025 |
High |
0.9033 |
0.9008 |
-0.0025 |
-0.3% |
0.9033 |
Low |
0.9033 |
0.9008 |
-0.0025 |
-0.3% |
0.8920 |
Close |
0.9033 |
0.9008 |
-0.0025 |
-0.3% |
0.9008 |
Range |
|
|
|
|
|
ATR |
0.0041 |
0.0040 |
-0.0001 |
-2.8% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
12 |
|
Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9008 |
0.9008 |
0.9008 |
|
R3 |
0.9008 |
0.9008 |
0.9008 |
|
R2 |
0.9008 |
0.9008 |
0.9008 |
|
R1 |
0.9008 |
0.9008 |
0.9008 |
0.9008 |
PP |
0.9008 |
0.9008 |
0.9008 |
0.9008 |
S1 |
0.9008 |
0.9008 |
0.9008 |
0.9008 |
S2 |
0.9008 |
0.9008 |
0.9008 |
|
S3 |
0.9008 |
0.9008 |
0.9008 |
|
S4 |
0.9008 |
0.9008 |
0.9008 |
|
|
Weekly Pivots for week ending 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9326 |
0.9280 |
0.9070 |
|
R3 |
0.9213 |
0.9167 |
0.9039 |
|
R2 |
0.9100 |
0.9100 |
0.9029 |
|
R1 |
0.9054 |
0.9054 |
0.9018 |
0.9021 |
PP |
0.8987 |
0.8987 |
0.8987 |
0.8970 |
S1 |
0.8941 |
0.8941 |
0.8998 |
0.8908 |
S2 |
0.8874 |
0.8874 |
0.8987 |
|
S3 |
0.8761 |
0.8828 |
0.8977 |
|
S4 |
0.8648 |
0.8715 |
0.8946 |
|
|
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% |
78% |
False |
False |
2 |
10 |
0.9051 |
0.8920 |
0.0131 |
1.5% |
0.0000 |
0.0% |
67% |
False |
False |
2 |
20 |
0.9086 |
0.8920 |
0.0166 |
1.8% |
0.0000 |
0.0% |
53% |
False |
False |
2 |
40 |
0.9086 |
0.8750 |
0.0336 |
3.7% |
0.0000 |
0.0% |
77% |
False |
False |
1 |
60 |
0.9086 |
0.8357 |
0.0729 |
8.1% |
0.0000 |
0.0% |
89% |
False |
False |
2 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9008 |
2.618 |
0.9008 |
1.618 |
0.9008 |
1.000 |
0.9008 |
0.618 |
0.9008 |
HIGH |
0.9008 |
0.618 |
0.9008 |
0.500 |
0.9008 |
0.382 |
0.9008 |
LOW |
0.9008 |
0.618 |
0.9008 |
1.000 |
0.9008 |
1.618 |
0.9008 |
2.618 |
0.9008 |
4.250 |
0.9008 |
|
|
Fisher Pivots for day following 30-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9008 |
0.9021 |
PP |
0.9008 |
0.9016 |
S1 |
0.9008 |
0.9012 |
|