CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 01-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Mar-2010 |
01-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9117 |
0.9102 |
-0.0015 |
-0.2% |
0.9069 |
| High |
0.9134 |
0.9147 |
0.0013 |
0.1% |
0.9116 |
| Low |
0.9058 |
0.9078 |
0.0020 |
0.2% |
0.8924 |
| Close |
0.9097 |
0.9120 |
0.0023 |
0.3% |
0.8941 |
| Range |
0.0076 |
0.0069 |
-0.0007 |
-9.2% |
0.0192 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
70,420 |
95,772 |
25,352 |
36.0% |
421,093 |
|
| Daily Pivots for day following 01-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9322 |
0.9290 |
0.9158 |
|
| R3 |
0.9253 |
0.9221 |
0.9139 |
|
| R2 |
0.9184 |
0.9184 |
0.9133 |
|
| R1 |
0.9152 |
0.9152 |
0.9126 |
0.9168 |
| PP |
0.9115 |
0.9115 |
0.9115 |
0.9123 |
| S1 |
0.9083 |
0.9083 |
0.9114 |
0.9099 |
| S2 |
0.9046 |
0.9046 |
0.9107 |
|
| S3 |
0.8977 |
0.9014 |
0.9101 |
|
| S4 |
0.8908 |
0.8945 |
0.9082 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9570 |
0.9447 |
0.9047 |
|
| R3 |
0.9378 |
0.9255 |
0.8994 |
|
| R2 |
0.9186 |
0.9186 |
0.8976 |
|
| R1 |
0.9063 |
0.9063 |
0.8959 |
0.9029 |
| PP |
0.8994 |
0.8994 |
0.8994 |
0.8976 |
| S1 |
0.8871 |
0.8871 |
0.8923 |
0.8837 |
| S2 |
0.8802 |
0.8802 |
0.8906 |
|
| S3 |
0.8610 |
0.8679 |
0.8888 |
|
| S4 |
0.8418 |
0.8487 |
0.8835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9147 |
0.8924 |
0.0223 |
2.4% |
0.0096 |
1.1% |
88% |
True |
False |
86,185 |
| 10 |
0.9147 |
0.8924 |
0.0223 |
2.4% |
0.0093 |
1.0% |
88% |
True |
False |
84,108 |
| 20 |
0.9164 |
0.8892 |
0.0272 |
3.0% |
0.0083 |
0.9% |
84% |
False |
False |
66,400 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0096 |
1.1% |
94% |
False |
False |
33,779 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0094 |
1.0% |
94% |
False |
False |
22,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9440 |
|
2.618 |
0.9328 |
|
1.618 |
0.9259 |
|
1.000 |
0.9216 |
|
0.618 |
0.9190 |
|
HIGH |
0.9147 |
|
0.618 |
0.9121 |
|
0.500 |
0.9113 |
|
0.382 |
0.9104 |
|
LOW |
0.9078 |
|
0.618 |
0.9035 |
|
1.000 |
0.9009 |
|
1.618 |
0.8966 |
|
2.618 |
0.8897 |
|
4.250 |
0.8785 |
|
|
| Fisher Pivots for day following 01-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9118 |
0.9114 |
| PP |
0.9115 |
0.9108 |
| S1 |
0.9113 |
0.9103 |
|