CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9225 |
0.9291 |
0.0066 |
0.7% |
0.9122 |
| High |
0.9298 |
0.9304 |
0.0006 |
0.1% |
0.9280 |
| Low |
0.9209 |
0.9250 |
0.0041 |
0.4% |
0.9095 |
| Close |
0.9284 |
0.9278 |
-0.0006 |
-0.1% |
0.9254 |
| Range |
0.0089 |
0.0054 |
-0.0035 |
-39.3% |
0.0185 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
58,733 |
58,303 |
-430 |
-0.7% |
278,917 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9439 |
0.9413 |
0.9308 |
|
| R3 |
0.9385 |
0.9359 |
0.9293 |
|
| R2 |
0.9331 |
0.9331 |
0.9288 |
|
| R1 |
0.9305 |
0.9305 |
0.9283 |
0.9291 |
| PP |
0.9277 |
0.9277 |
0.9277 |
0.9271 |
| S1 |
0.9251 |
0.9251 |
0.9273 |
0.9237 |
| S2 |
0.9223 |
0.9223 |
0.9268 |
|
| S3 |
0.9169 |
0.9197 |
0.9263 |
|
| S4 |
0.9115 |
0.9143 |
0.9248 |
|
|
| 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 |
0.9308 |
0.9160 |
0.0148 |
1.6% |
0.0084 |
0.9% |
80% |
False |
False |
64,555 |
| 10 |
0.9308 |
0.9078 |
0.0230 |
2.5% |
0.0076 |
0.8% |
87% |
False |
False |
62,996 |
| 20 |
0.9308 |
0.8924 |
0.0384 |
4.1% |
0.0085 |
0.9% |
92% |
False |
False |
72,315 |
| 40 |
0.9308 |
0.8703 |
0.0605 |
6.5% |
0.0087 |
0.9% |
95% |
False |
False |
46,993 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0094 |
1.0% |
96% |
False |
False |
31,475 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0088 |
0.9% |
96% |
False |
False |
23,680 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9534 |
|
2.618 |
0.9445 |
|
1.618 |
0.9391 |
|
1.000 |
0.9358 |
|
0.618 |
0.9337 |
|
HIGH |
0.9304 |
|
0.618 |
0.9283 |
|
0.500 |
0.9277 |
|
0.382 |
0.9271 |
|
LOW |
0.9250 |
|
0.618 |
0.9217 |
|
1.000 |
0.9196 |
|
1.618 |
0.9163 |
|
2.618 |
0.9109 |
|
4.250 |
0.9021 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9278 |
0.9263 |
| PP |
0.9277 |
0.9247 |
| S1 |
0.9277 |
0.9232 |
|