CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9105 |
0.9128 |
0.0023 |
0.3% |
0.9042 |
| High |
0.9120 |
0.9190 |
0.0070 |
0.8% |
0.9175 |
| Low |
0.9072 |
0.9115 |
0.0043 |
0.5% |
0.9016 |
| Close |
0.9113 |
0.9185 |
0.0072 |
0.8% |
0.9155 |
| Range |
0.0048 |
0.0075 |
0.0027 |
56.3% |
0.0159 |
| ATR |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0000 |
| Volume |
393 |
44 |
-349 |
-88.8% |
379 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9388 |
0.9362 |
0.9226 |
|
| R3 |
0.9313 |
0.9287 |
0.9206 |
|
| R2 |
0.9238 |
0.9238 |
0.9199 |
|
| R1 |
0.9212 |
0.9212 |
0.9192 |
0.9225 |
| PP |
0.9163 |
0.9163 |
0.9163 |
0.9170 |
| S1 |
0.9137 |
0.9137 |
0.9178 |
0.9150 |
| S2 |
0.9088 |
0.9088 |
0.9171 |
|
| S3 |
0.9013 |
0.9062 |
0.9164 |
|
| S4 |
0.8938 |
0.8987 |
0.9144 |
|
|
| 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 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9230 |
0.9059 |
0.0171 |
1.9% |
0.0075 |
0.8% |
74% |
False |
False |
133 |
| 10 |
0.9230 |
0.8983 |
0.0247 |
2.7% |
0.0061 |
0.7% |
82% |
False |
False |
106 |
| 20 |
0.9230 |
0.8832 |
0.0398 |
4.3% |
0.0066 |
0.7% |
89% |
False |
False |
110 |
| 40 |
0.9230 |
0.8680 |
0.0550 |
6.0% |
0.0037 |
0.4% |
92% |
False |
False |
70 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.6% |
0.0025 |
0.3% |
94% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9509 |
|
2.618 |
0.9386 |
|
1.618 |
0.9311 |
|
1.000 |
0.9265 |
|
0.618 |
0.9236 |
|
HIGH |
0.9190 |
|
0.618 |
0.9161 |
|
0.500 |
0.9153 |
|
0.382 |
0.9144 |
|
LOW |
0.9115 |
|
0.618 |
0.9069 |
|
1.000 |
0.9040 |
|
1.618 |
0.8994 |
|
2.618 |
0.8919 |
|
4.250 |
0.8796 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9174 |
0.9174 |
| PP |
0.9163 |
0.9162 |
| S1 |
0.9153 |
0.9151 |
|