CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 06-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9122 |
0.9141 |
0.0019 |
0.2% |
0.8971 |
| High |
0.9155 |
0.9217 |
0.0062 |
0.7% |
0.9147 |
| Low |
0.9118 |
0.9095 |
-0.0023 |
-0.3% |
0.8941 |
| Close |
0.9138 |
0.9203 |
0.0065 |
0.7% |
0.9120 |
| Range |
0.0037 |
0.0122 |
0.0085 |
229.7% |
0.0206 |
| ATR |
0.0086 |
0.0089 |
0.0003 |
3.0% |
0.0000 |
| Volume |
6,974 |
29,167 |
22,193 |
318.2% |
350,874 |
|
| Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9538 |
0.9492 |
0.9270 |
|
| R3 |
0.9416 |
0.9370 |
0.9237 |
|
| R2 |
0.9294 |
0.9294 |
0.9225 |
|
| R1 |
0.9248 |
0.9248 |
0.9214 |
0.9271 |
| PP |
0.9172 |
0.9172 |
0.9172 |
0.9183 |
| S1 |
0.9126 |
0.9126 |
0.9192 |
0.9149 |
| S2 |
0.9050 |
0.9050 |
0.9181 |
|
| S3 |
0.8928 |
0.9004 |
0.9169 |
|
| S4 |
0.8806 |
0.8882 |
0.9136 |
|
|
| 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 |
0.9217 |
0.9058 |
0.0159 |
1.7% |
0.0073 |
0.8% |
91% |
True |
False |
55,500 |
| 10 |
0.9217 |
0.8924 |
0.0293 |
3.2% |
0.0090 |
1.0% |
95% |
True |
False |
72,338 |
| 20 |
0.9217 |
0.8924 |
0.0293 |
3.2% |
0.0083 |
0.9% |
95% |
True |
False |
67,077 |
| 40 |
0.9217 |
0.8525 |
0.0692 |
7.5% |
0.0092 |
1.0% |
98% |
True |
False |
34,663 |
| 60 |
0.9217 |
0.8474 |
0.0743 |
8.1% |
0.0093 |
1.0% |
98% |
True |
False |
23,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9736 |
|
2.618 |
0.9536 |
|
1.618 |
0.9414 |
|
1.000 |
0.9339 |
|
0.618 |
0.9292 |
|
HIGH |
0.9217 |
|
0.618 |
0.9170 |
|
0.500 |
0.9156 |
|
0.382 |
0.9142 |
|
LOW |
0.9095 |
|
0.618 |
0.9020 |
|
1.000 |
0.8973 |
|
1.618 |
0.8898 |
|
2.618 |
0.8776 |
|
4.250 |
0.8577 |
|
|
| Fisher Pivots for day following 06-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9187 |
0.9185 |
| PP |
0.9172 |
0.9166 |
| S1 |
0.9156 |
0.9148 |
|