CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 28-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9133 |
0.9011 |
-0.0122 |
-1.3% |
0.9061 |
| High |
0.9136 |
0.9119 |
-0.0017 |
-0.2% |
0.9179 |
| Low |
0.8989 |
0.9011 |
0.0022 |
0.2% |
0.9017 |
| Close |
0.9015 |
0.9108 |
0.0093 |
1.0% |
0.9107 |
| Range |
0.0147 |
0.0108 |
-0.0039 |
-26.5% |
0.0162 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
3.2% |
0.0000 |
| Volume |
215 |
486 |
271 |
126.0% |
1,218 |
|
| Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9403 |
0.9364 |
0.9167 |
|
| R3 |
0.9295 |
0.9256 |
0.9138 |
|
| R2 |
0.9187 |
0.9187 |
0.9128 |
|
| R1 |
0.9148 |
0.9148 |
0.9118 |
0.9168 |
| PP |
0.9079 |
0.9079 |
0.9079 |
0.9089 |
| S1 |
0.9040 |
0.9040 |
0.9098 |
0.9060 |
| S2 |
0.8971 |
0.8971 |
0.9088 |
|
| S3 |
0.8863 |
0.8932 |
0.9078 |
|
| S4 |
0.8755 |
0.8824 |
0.9049 |
|
|
| 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% |
0.0093 |
1.0% |
69% |
False |
False |
352 |
| 10 |
0.9195 |
0.8989 |
0.0206 |
2.3% |
0.0081 |
0.9% |
58% |
False |
False |
252 |
| 20 |
0.9230 |
0.8983 |
0.0247 |
2.7% |
0.0071 |
0.8% |
51% |
False |
False |
179 |
| 40 |
0.9230 |
0.8815 |
0.0415 |
4.6% |
0.0058 |
0.6% |
71% |
False |
False |
131 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.7% |
0.0038 |
0.4% |
85% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9578 |
|
2.618 |
0.9402 |
|
1.618 |
0.9294 |
|
1.000 |
0.9227 |
|
0.618 |
0.9186 |
|
HIGH |
0.9119 |
|
0.618 |
0.9078 |
|
0.500 |
0.9065 |
|
0.382 |
0.9052 |
|
LOW |
0.9011 |
|
0.618 |
0.8944 |
|
1.000 |
0.8903 |
|
1.618 |
0.8836 |
|
2.618 |
0.8728 |
|
4.250 |
0.8552 |
|
|
| Fisher Pivots for day following 28-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9094 |
0.9097 |
| PP |
0.9079 |
0.9086 |
| S1 |
0.9065 |
0.9075 |
|