CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 09-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2010 |
09-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9198 |
0.9221 |
0.0023 |
0.3% |
0.9122 |
| High |
0.9224 |
0.9280 |
0.0056 |
0.6% |
0.9280 |
| Low |
0.9156 |
0.9200 |
0.0044 |
0.5% |
0.9095 |
| Close |
0.9222 |
0.9254 |
0.0032 |
0.3% |
0.9254 |
| Range |
0.0068 |
0.0080 |
0.0012 |
17.6% |
0.0185 |
| ATR |
0.0085 |
0.0084 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
78,051 |
67,508 |
-10,543 |
-13.5% |
278,917 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9485 |
0.9449 |
0.9298 |
|
| R3 |
0.9405 |
0.9369 |
0.9276 |
|
| R2 |
0.9325 |
0.9325 |
0.9269 |
|
| R1 |
0.9289 |
0.9289 |
0.9261 |
0.9307 |
| PP |
0.9245 |
0.9245 |
0.9245 |
0.9254 |
| S1 |
0.9209 |
0.9209 |
0.9247 |
0.9227 |
| S2 |
0.9165 |
0.9165 |
0.9239 |
|
| S3 |
0.9085 |
0.9129 |
0.9232 |
|
| S4 |
0.9005 |
0.9049 |
0.9210 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9694 |
0.9356 |
|
| R3 |
0.9580 |
0.9509 |
0.9305 |
|
| R2 |
0.9395 |
0.9395 |
0.9288 |
|
| R1 |
0.9324 |
0.9324 |
0.9271 |
0.9360 |
| PP |
0.9210 |
0.9210 |
0.9210 |
0.9227 |
| S1 |
0.9139 |
0.9139 |
0.9237 |
0.9175 |
| S2 |
0.9025 |
0.9025 |
0.9220 |
|
| S3 |
0.8840 |
0.8954 |
0.9203 |
|
| S4 |
0.8655 |
0.8769 |
0.9152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9280 |
0.9095 |
0.0185 |
2.0% |
0.0071 |
0.8% |
86% |
True |
False |
55,783 |
| 10 |
0.9280 |
0.8924 |
0.0356 |
3.8% |
0.0084 |
0.9% |
93% |
True |
False |
70,984 |
| 20 |
0.9280 |
0.8924 |
0.0356 |
3.8% |
0.0082 |
0.9% |
93% |
True |
False |
74,350 |
| 40 |
0.9280 |
0.8661 |
0.0619 |
6.7% |
0.0090 |
1.0% |
96% |
True |
False |
40,687 |
| 60 |
0.9280 |
0.8474 |
0.0806 |
8.7% |
0.0092 |
1.0% |
97% |
True |
False |
27,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9620 |
|
2.618 |
0.9489 |
|
1.618 |
0.9409 |
|
1.000 |
0.9360 |
|
0.618 |
0.9329 |
|
HIGH |
0.9280 |
|
0.618 |
0.9249 |
|
0.500 |
0.9240 |
|
0.382 |
0.9231 |
|
LOW |
0.9200 |
|
0.618 |
0.9151 |
|
1.000 |
0.9120 |
|
1.618 |
0.9071 |
|
2.618 |
0.8991 |
|
4.250 |
0.8860 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9249 |
0.9242 |
| PP |
0.9245 |
0.9230 |
| S1 |
0.9240 |
0.9218 |
|