CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9291 |
0.9282 |
-0.0009 |
-0.1% |
0.9297 |
| High |
0.9304 |
0.9286 |
-0.0018 |
-0.2% |
0.9308 |
| Low |
0.9250 |
0.9171 |
-0.0079 |
-0.9% |
0.9160 |
| Close |
0.9278 |
0.9197 |
-0.0081 |
-0.9% |
0.9197 |
| Range |
0.0054 |
0.0115 |
0.0061 |
113.0% |
0.0148 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.7% |
0.0000 |
| Volume |
58,303 |
63,171 |
4,868 |
8.3% |
318,442 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9563 |
0.9495 |
0.9260 |
|
| R3 |
0.9448 |
0.9380 |
0.9229 |
|
| R2 |
0.9333 |
0.9333 |
0.9218 |
|
| R1 |
0.9265 |
0.9265 |
0.9208 |
0.9242 |
| PP |
0.9218 |
0.9218 |
0.9218 |
0.9206 |
| S1 |
0.9150 |
0.9150 |
0.9186 |
0.9127 |
| S2 |
0.9103 |
0.9103 |
0.9176 |
|
| S3 |
0.8988 |
0.9035 |
0.9165 |
|
| S4 |
0.8873 |
0.8920 |
0.9134 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9666 |
0.9579 |
0.9278 |
|
| R3 |
0.9518 |
0.9431 |
0.9238 |
|
| R2 |
0.9370 |
0.9370 |
0.9224 |
|
| R1 |
0.9283 |
0.9283 |
0.9211 |
0.9253 |
| PP |
0.9222 |
0.9222 |
0.9222 |
0.9206 |
| S1 |
0.9135 |
0.9135 |
0.9183 |
0.9105 |
| S2 |
0.9074 |
0.9074 |
0.9170 |
|
| S3 |
0.8926 |
0.8987 |
0.9156 |
|
| S4 |
0.8778 |
0.8839 |
0.9116 |
|
|
| 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% |
0.0091 |
1.0% |
25% |
False |
False |
63,688 |
| 10 |
0.9308 |
0.9095 |
0.0213 |
2.3% |
0.0081 |
0.9% |
48% |
False |
False |
59,735 |
| 20 |
0.9308 |
0.8924 |
0.0384 |
4.2% |
0.0087 |
0.9% |
71% |
False |
False |
71,921 |
| 40 |
0.9308 |
0.8703 |
0.0605 |
6.6% |
0.0087 |
0.9% |
82% |
False |
False |
48,564 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0093 |
1.0% |
87% |
False |
False |
32,525 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0088 |
1.0% |
87% |
False |
False |
24,470 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9775 |
|
2.618 |
0.9587 |
|
1.618 |
0.9472 |
|
1.000 |
0.9401 |
|
0.618 |
0.9357 |
|
HIGH |
0.9286 |
|
0.618 |
0.9242 |
|
0.500 |
0.9229 |
|
0.382 |
0.9215 |
|
LOW |
0.9171 |
|
0.618 |
0.9100 |
|
1.000 |
0.9056 |
|
1.618 |
0.8985 |
|
2.618 |
0.8870 |
|
4.250 |
0.8682 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9229 |
0.9238 |
| PP |
0.9218 |
0.9224 |
| S1 |
0.9208 |
0.9211 |
|