CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 03-May-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2010 |
03-May-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9128 |
0.9110 |
-0.0018 |
-0.2% |
0.9116 |
| High |
0.9176 |
0.9130 |
-0.0046 |
-0.5% |
0.9176 |
| Low |
0.9093 |
0.9090 |
-0.0003 |
0.0% |
0.8989 |
| Close |
0.9107 |
0.9125 |
0.0018 |
0.2% |
0.9107 |
| Range |
0.0083 |
0.0040 |
-0.0043 |
-51.8% |
0.0187 |
| ATR |
0.0076 |
0.0074 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
258 |
316 |
58 |
22.5% |
1,935 |
|
| Daily Pivots for day following 03-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9235 |
0.9220 |
0.9147 |
|
| R3 |
0.9195 |
0.9180 |
0.9136 |
|
| R2 |
0.9155 |
0.9155 |
0.9132 |
|
| R1 |
0.9140 |
0.9140 |
0.9129 |
0.9148 |
| PP |
0.9115 |
0.9115 |
0.9115 |
0.9119 |
| S1 |
0.9100 |
0.9100 |
0.9121 |
0.9108 |
| S2 |
0.9075 |
0.9075 |
0.9118 |
|
| S3 |
0.9035 |
0.9060 |
0.9114 |
|
| S4 |
0.8995 |
0.9020 |
0.9103 |
|
|
| 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 |
2.0% |
0.0087 |
1.0% |
73% |
False |
False |
384 |
| 10 |
0.9179 |
0.8989 |
0.0190 |
2.1% |
0.0079 |
0.9% |
72% |
False |
False |
332 |
| 20 |
0.9230 |
0.8989 |
0.0241 |
2.6% |
0.0074 |
0.8% |
56% |
False |
False |
229 |
| 40 |
0.9230 |
0.8832 |
0.0398 |
4.4% |
0.0062 |
0.7% |
74% |
False |
False |
161 |
| 60 |
0.9230 |
0.8501 |
0.0729 |
8.0% |
0.0041 |
0.5% |
86% |
False |
False |
110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9300 |
|
2.618 |
0.9235 |
|
1.618 |
0.9195 |
|
1.000 |
0.9170 |
|
0.618 |
0.9155 |
|
HIGH |
0.9130 |
|
0.618 |
0.9115 |
|
0.500 |
0.9110 |
|
0.382 |
0.9105 |
|
LOW |
0.9090 |
|
0.618 |
0.9065 |
|
1.000 |
0.9050 |
|
1.618 |
0.9025 |
|
2.618 |
0.8985 |
|
4.250 |
0.8920 |
|
|
| Fisher Pivots for day following 03-May-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9120 |
0.9132 |
| PP |
0.9115 |
0.9129 |
| S1 |
0.9110 |
0.9127 |
|