CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 05-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
05-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9102 |
0.9122 |
0.0020 |
0.2% |
0.8971 |
| High |
0.9147 |
0.9155 |
0.0008 |
0.1% |
0.9147 |
| Low |
0.9078 |
0.9118 |
0.0040 |
0.4% |
0.8941 |
| Close |
0.9120 |
0.9138 |
0.0018 |
0.2% |
0.9120 |
| Range |
0.0069 |
0.0037 |
-0.0032 |
-46.4% |
0.0206 |
| ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
95,772 |
6,974 |
-88,798 |
-92.7% |
350,874 |
|
| Daily Pivots for day following 05-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9230 |
0.9158 |
|
| R3 |
0.9211 |
0.9193 |
0.9148 |
|
| R2 |
0.9174 |
0.9174 |
0.9145 |
|
| R1 |
0.9156 |
0.9156 |
0.9141 |
0.9165 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9142 |
| S1 |
0.9119 |
0.9119 |
0.9135 |
0.9128 |
| S2 |
0.9100 |
0.9100 |
0.9131 |
|
| S3 |
0.9063 |
0.9082 |
0.9128 |
|
| S4 |
0.9026 |
0.9045 |
0.9118 |
|
|
| Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9687 |
0.9610 |
0.9233 |
|
| R3 |
0.9481 |
0.9404 |
0.9177 |
|
| R2 |
0.9275 |
0.9275 |
0.9158 |
|
| R1 |
0.9198 |
0.9198 |
0.9139 |
0.9237 |
| PP |
0.9069 |
0.9069 |
0.9069 |
0.9089 |
| S1 |
0.8992 |
0.8992 |
0.9101 |
0.9031 |
| S2 |
0.8863 |
0.8863 |
0.9082 |
|
| S3 |
0.8657 |
0.8786 |
0.9063 |
|
| S4 |
0.8451 |
0.8580 |
0.9007 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9155 |
0.8941 |
0.0214 |
2.3% |
0.0080 |
0.9% |
92% |
True |
False |
71,569 |
| 10 |
0.9155 |
0.8924 |
0.0231 |
2.5% |
0.0088 |
1.0% |
93% |
True |
False |
77,894 |
| 20 |
0.9164 |
0.8924 |
0.0240 |
2.6% |
0.0080 |
0.9% |
89% |
False |
False |
66,503 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0092 |
1.0% |
96% |
False |
False |
33,950 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0093 |
1.0% |
96% |
False |
False |
22,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9312 |
|
2.618 |
0.9252 |
|
1.618 |
0.9215 |
|
1.000 |
0.9192 |
|
0.618 |
0.9178 |
|
HIGH |
0.9155 |
|
0.618 |
0.9141 |
|
0.500 |
0.9137 |
|
0.382 |
0.9132 |
|
LOW |
0.9118 |
|
0.618 |
0.9095 |
|
1.000 |
0.9081 |
|
1.618 |
0.9058 |
|
2.618 |
0.9021 |
|
4.250 |
0.8961 |
|
|
| Fisher Pivots for day following 05-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9138 |
0.9128 |
| PP |
0.9137 |
0.9117 |
| S1 |
0.9137 |
0.9107 |
|