CME Australian Dollar Future June 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 |
0.9211 |
0.9222 |
0.0011 |
0.1% |
0.9153 |
| High |
0.9262 |
0.9237 |
-0.0025 |
-0.3% |
0.9282 |
| Low |
0.9205 |
0.9084 |
-0.0121 |
-1.3% |
0.9100 |
| Close |
0.9218 |
0.9110 |
-0.0108 |
-1.2% |
0.9205 |
| Range |
0.0057 |
0.0153 |
0.0096 |
168.4% |
0.0182 |
| ATR |
0.0086 |
0.0091 |
0.0005 |
5.5% |
0.0000 |
| Volume |
116,603 |
62,371 |
-54,232 |
-46.5% |
507,595 |
|
| Daily Pivots for day following 27-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9603 |
0.9509 |
0.9194 |
|
| R3 |
0.9450 |
0.9356 |
0.9152 |
|
| R2 |
0.9297 |
0.9297 |
0.9138 |
|
| R1 |
0.9203 |
0.9203 |
0.9124 |
0.9174 |
| PP |
0.9144 |
0.9144 |
0.9144 |
0.9129 |
| S1 |
0.9050 |
0.9050 |
0.9096 |
0.9021 |
| S2 |
0.8991 |
0.8991 |
0.9082 |
|
| S3 |
0.8838 |
0.8897 |
0.9068 |
|
| S4 |
0.8685 |
0.8744 |
0.9026 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9742 |
0.9655 |
0.9305 |
|
| R3 |
0.9560 |
0.9473 |
0.9255 |
|
| R2 |
0.9378 |
0.9378 |
0.9238 |
|
| R1 |
0.9291 |
0.9291 |
0.9222 |
0.9335 |
| PP |
0.9196 |
0.9196 |
0.9196 |
0.9217 |
| S1 |
0.9109 |
0.9109 |
0.9188 |
0.9153 |
| S2 |
0.9014 |
0.9014 |
0.9172 |
|
| S3 |
0.8832 |
0.8927 |
0.9155 |
|
| S4 |
0.8650 |
0.8745 |
0.9105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9282 |
0.9084 |
0.0198 |
2.2% |
0.0096 |
1.0% |
13% |
False |
True |
92,033 |
| 10 |
0.9304 |
0.9084 |
0.0220 |
2.4% |
0.0094 |
1.0% |
12% |
False |
True |
86,677 |
| 20 |
0.9308 |
0.9058 |
0.0250 |
2.7% |
0.0085 |
0.9% |
21% |
False |
False |
76,264 |
| 40 |
0.9308 |
0.8857 |
0.0451 |
5.0% |
0.0085 |
0.9% |
56% |
False |
False |
65,526 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.2% |
0.0095 |
1.0% |
76% |
False |
False |
43,950 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.2% |
0.0092 |
1.0% |
76% |
False |
False |
33,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9887 |
|
2.618 |
0.9638 |
|
1.618 |
0.9485 |
|
1.000 |
0.9390 |
|
0.618 |
0.9332 |
|
HIGH |
0.9237 |
|
0.618 |
0.9179 |
|
0.500 |
0.9161 |
|
0.382 |
0.9142 |
|
LOW |
0.9084 |
|
0.618 |
0.8989 |
|
1.000 |
0.8931 |
|
1.618 |
0.8836 |
|
2.618 |
0.8683 |
|
4.250 |
0.8434 |
|
|
| Fisher Pivots for day following 27-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9161 |
0.9173 |
| PP |
0.9144 |
0.9152 |
| S1 |
0.9127 |
0.9131 |
|