CME Australian Dollar Future September 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 |
0.9195 |
0.9179 |
-0.0016 |
-0.2% |
0.9209 |
| High |
0.9195 |
0.9179 |
-0.0016 |
-0.2% |
0.9230 |
| Low |
0.9160 |
0.9079 |
-0.0081 |
-0.9% |
0.9072 |
| Close |
0.9179 |
0.9100 |
-0.0079 |
-0.9% |
0.9100 |
| Range |
0.0035 |
0.0100 |
0.0065 |
185.7% |
0.0158 |
| ATR |
0.0062 |
0.0064 |
0.0003 |
4.4% |
0.0000 |
| Volume |
155 |
122 |
-33 |
-21.3% |
814 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9419 |
0.9360 |
0.9155 |
|
| R3 |
0.9319 |
0.9260 |
0.9128 |
|
| R2 |
0.9219 |
0.9219 |
0.9118 |
|
| R1 |
0.9160 |
0.9160 |
0.9109 |
0.9140 |
| PP |
0.9119 |
0.9119 |
0.9119 |
0.9109 |
| S1 |
0.9060 |
0.9060 |
0.9091 |
0.9040 |
| S2 |
0.9019 |
0.9019 |
0.9082 |
|
| S3 |
0.8919 |
0.8960 |
0.9073 |
|
| S4 |
0.8819 |
0.8860 |
0.9045 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9608 |
0.9512 |
0.9187 |
|
| R3 |
0.9450 |
0.9354 |
0.9143 |
|
| R2 |
0.9292 |
0.9292 |
0.9129 |
|
| R1 |
0.9196 |
0.9196 |
0.9114 |
0.9165 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9119 |
| S1 |
0.9038 |
0.9038 |
0.9086 |
0.9007 |
| S2 |
0.8976 |
0.8976 |
0.9071 |
|
| S3 |
0.8818 |
0.8880 |
0.9057 |
|
| S4 |
0.8660 |
0.8722 |
0.9013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9230 |
0.9072 |
0.0158 |
1.7% |
0.0080 |
0.9% |
18% |
False |
False |
162 |
| 10 |
0.9230 |
0.9016 |
0.0214 |
2.4% |
0.0066 |
0.7% |
39% |
False |
False |
119 |
| 20 |
0.9230 |
0.8832 |
0.0398 |
4.4% |
0.0067 |
0.7% |
67% |
False |
False |
111 |
| 40 |
0.9230 |
0.8680 |
0.0550 |
6.0% |
0.0041 |
0.4% |
76% |
False |
False |
76 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.7% |
0.0027 |
0.3% |
84% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9604 |
|
2.618 |
0.9441 |
|
1.618 |
0.9341 |
|
1.000 |
0.9279 |
|
0.618 |
0.9241 |
|
HIGH |
0.9179 |
|
0.618 |
0.9141 |
|
0.500 |
0.9129 |
|
0.382 |
0.9117 |
|
LOW |
0.9079 |
|
0.618 |
0.9017 |
|
1.000 |
0.8979 |
|
1.618 |
0.8917 |
|
2.618 |
0.8817 |
|
4.250 |
0.8654 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9129 |
0.9137 |
| PP |
0.9119 |
0.9125 |
| S1 |
0.9110 |
0.9112 |
|