CME Australian Dollar Future September 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 |
0.9090 |
0.9128 |
0.0038 |
0.4% |
0.9116 |
| High |
0.9144 |
0.9176 |
0.0032 |
0.3% |
0.9176 |
| Low |
0.9087 |
0.9093 |
0.0006 |
0.1% |
0.8989 |
| Close |
0.9131 |
0.9107 |
-0.0024 |
-0.3% |
0.9107 |
| Range |
0.0057 |
0.0083 |
0.0026 |
45.6% |
0.0187 |
| ATR |
0.0076 |
0.0076 |
0.0001 |
0.7% |
0.0000 |
| Volume |
647 |
258 |
-389 |
-60.1% |
1,935 |
|
| Daily Pivots for day following 30-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9374 |
0.9324 |
0.9153 |
|
| R3 |
0.9291 |
0.9241 |
0.9130 |
|
| R2 |
0.9208 |
0.9208 |
0.9122 |
|
| R1 |
0.9158 |
0.9158 |
0.9115 |
0.9142 |
| PP |
0.9125 |
0.9125 |
0.9125 |
0.9117 |
| S1 |
0.9075 |
0.9075 |
0.9099 |
0.9059 |
| S2 |
0.9042 |
0.9042 |
0.9092 |
|
| S3 |
0.8959 |
0.8992 |
0.9084 |
|
| S4 |
0.8876 |
0.8909 |
0.9061 |
|
|
| 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 |
0.8989 |
0.0187 |
2.1% |
0.0088 |
1.0% |
63% |
True |
False |
387 |
| 10 |
0.9179 |
0.8989 |
0.0190 |
2.1% |
0.0082 |
0.9% |
62% |
False |
False |
315 |
| 20 |
0.9230 |
0.8989 |
0.0241 |
2.6% |
0.0074 |
0.8% |
49% |
False |
False |
217 |
| 40 |
0.9230 |
0.8832 |
0.0398 |
4.4% |
0.0061 |
0.7% |
69% |
False |
False |
154 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.7% |
0.0041 |
0.4% |
84% |
False |
False |
105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9529 |
|
2.618 |
0.9393 |
|
1.618 |
0.9310 |
|
1.000 |
0.9259 |
|
0.618 |
0.9227 |
|
HIGH |
0.9176 |
|
0.618 |
0.9144 |
|
0.500 |
0.9135 |
|
0.382 |
0.9125 |
|
LOW |
0.9093 |
|
0.618 |
0.9042 |
|
1.000 |
0.9010 |
|
1.618 |
0.8959 |
|
2.618 |
0.8876 |
|
4.250 |
0.8740 |
|
|
| Fisher Pivots for day following 30-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9135 |
0.9103 |
| PP |
0.9125 |
0.9098 |
| S1 |
0.9116 |
0.9094 |
|