CME Australian Dollar Future September 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9149 |
0.9123 |
-0.0026 |
-0.3% |
0.9209 |
High |
0.9179 |
0.9146 |
-0.0033 |
-0.4% |
0.9230 |
Low |
0.9106 |
0.9078 |
-0.0028 |
-0.3% |
0.9072 |
Close |
0.9121 |
0.9130 |
0.0009 |
0.1% |
0.9100 |
Range |
0.0073 |
0.0068 |
-0.0005 |
-6.8% |
0.0158 |
ATR |
0.0069 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
Volume |
104 |
251 |
147 |
141.3% |
814 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9322 |
0.9294 |
0.9167 |
|
R3 |
0.9254 |
0.9226 |
0.9149 |
|
R2 |
0.9186 |
0.9186 |
0.9142 |
|
R1 |
0.9158 |
0.9158 |
0.9136 |
0.9172 |
PP |
0.9118 |
0.9118 |
0.9118 |
0.9125 |
S1 |
0.9090 |
0.9090 |
0.9124 |
0.9104 |
S2 |
0.9050 |
0.9050 |
0.9118 |
|
S3 |
0.8982 |
0.9022 |
0.9111 |
|
S4 |
0.8914 |
0.8954 |
0.9093 |
|
|
Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9608 |
0.9512 |
0.9187 |
|
R3 |
0.9450 |
0.9354 |
0.9143 |
|
R2 |
0.9292 |
0.9292 |
0.9129 |
|
R1 |
0.9196 |
0.9196 |
0.9114 |
0.9165 |
PP |
0.9134 |
0.9134 |
0.9134 |
0.9119 |
S1 |
0.9038 |
0.9038 |
0.9086 |
0.9007 |
S2 |
0.8976 |
0.8976 |
0.9071 |
|
S3 |
0.8818 |
0.8880 |
0.9057 |
|
S4 |
0.8660 |
0.8722 |
0.9013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9179 |
0.9017 |
0.0162 |
1.8% |
0.0076 |
0.8% |
70% |
False |
False |
172 |
10 |
0.9230 |
0.9017 |
0.0213 |
2.3% |
0.0073 |
0.8% |
53% |
False |
False |
160 |
20 |
0.9230 |
0.8832 |
0.0398 |
4.4% |
0.0068 |
0.7% |
75% |
False |
False |
134 |
40 |
0.9230 |
0.8779 |
0.0451 |
4.9% |
0.0048 |
0.5% |
78% |
False |
False |
94 |
60 |
0.9230 |
0.8441 |
0.0789 |
8.6% |
0.0032 |
0.3% |
87% |
False |
False |
65 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9435 |
2.618 |
0.9324 |
1.618 |
0.9256 |
1.000 |
0.9214 |
0.618 |
0.9188 |
HIGH |
0.9146 |
0.618 |
0.9120 |
0.500 |
0.9112 |
0.382 |
0.9104 |
LOW |
0.9078 |
0.618 |
0.9036 |
1.000 |
0.9010 |
1.618 |
0.8968 |
2.618 |
0.8900 |
4.250 |
0.8789 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9124 |
0.9130 |
PP |
0.9118 |
0.9129 |
S1 |
0.9112 |
0.9129 |
|