CME Australian Dollar Future September 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 |
0.9113 |
0.9120 |
0.0007 |
0.1% |
0.9042 |
| High |
0.9115 |
0.9175 |
0.0060 |
0.7% |
0.9175 |
| Low |
0.9059 |
0.9120 |
0.0061 |
0.7% |
0.9016 |
| Close |
0.9123 |
0.9155 |
0.0032 |
0.4% |
0.9155 |
| Range |
0.0056 |
0.0055 |
-0.0001 |
-1.8% |
0.0159 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
77 |
54 |
-23 |
-29.9% |
379 |
|
| Daily Pivots for day following 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9315 |
0.9290 |
0.9185 |
|
| R3 |
0.9260 |
0.9235 |
0.9170 |
|
| R2 |
0.9205 |
0.9205 |
0.9165 |
|
| R1 |
0.9180 |
0.9180 |
0.9160 |
0.9193 |
| PP |
0.9150 |
0.9150 |
0.9150 |
0.9156 |
| S1 |
0.9125 |
0.9125 |
0.9150 |
0.9138 |
| S2 |
0.9095 |
0.9095 |
0.9145 |
|
| S3 |
0.9040 |
0.9070 |
0.9140 |
|
| S4 |
0.8985 |
0.9015 |
0.9125 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9592 |
0.9533 |
0.9242 |
|
| R3 |
0.9433 |
0.9374 |
0.9199 |
|
| R2 |
0.9274 |
0.9274 |
0.9184 |
|
| R1 |
0.9215 |
0.9215 |
0.9170 |
0.9245 |
| PP |
0.9115 |
0.9115 |
0.9115 |
0.9130 |
| S1 |
0.9056 |
0.9056 |
0.9140 |
0.9086 |
| S2 |
0.8956 |
0.8956 |
0.9126 |
|
| S3 |
0.8797 |
0.8897 |
0.9111 |
|
| S4 |
0.8638 |
0.8738 |
0.9068 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9409 |
|
2.618 |
0.9319 |
|
1.618 |
0.9264 |
|
1.000 |
0.9230 |
|
0.618 |
0.9209 |
|
HIGH |
0.9175 |
|
0.618 |
0.9154 |
|
0.500 |
0.9148 |
|
0.382 |
0.9141 |
|
LOW |
0.9120 |
|
0.618 |
0.9086 |
|
1.000 |
0.9065 |
|
1.618 |
0.9031 |
|
2.618 |
0.8976 |
|
4.250 |
0.8886 |
|
|
| Fisher Pivots for day following 09-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9153 |
0.9142 |
| PP |
0.9150 |
0.9130 |
| S1 |
0.9148 |
0.9117 |
|