CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9141 |
0.9205 |
0.0064 |
0.7% |
0.8971 |
High |
0.9217 |
0.9228 |
0.0011 |
0.1% |
0.9147 |
Low |
0.9095 |
0.9179 |
0.0084 |
0.9% |
0.8941 |
Close |
0.9203 |
0.9212 |
0.0009 |
0.1% |
0.9120 |
Range |
0.0122 |
0.0049 |
-0.0073 |
-59.8% |
0.0206 |
ATR |
0.0089 |
0.0086 |
-0.0003 |
-3.2% |
0.0000 |
Volume |
29,167 |
97,217 |
68,050 |
233.3% |
350,874 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9353 |
0.9332 |
0.9239 |
|
R3 |
0.9304 |
0.9283 |
0.9225 |
|
R2 |
0.9255 |
0.9255 |
0.9221 |
|
R1 |
0.9234 |
0.9234 |
0.9216 |
0.9245 |
PP |
0.9206 |
0.9206 |
0.9206 |
0.9212 |
S1 |
0.9185 |
0.9185 |
0.9208 |
0.9196 |
S2 |
0.9157 |
0.9157 |
0.9203 |
|
S3 |
0.9108 |
0.9136 |
0.9199 |
|
S4 |
0.9059 |
0.9087 |
0.9185 |
|
|
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 |
0.9228 |
0.9058 |
0.0170 |
1.8% |
0.0071 |
0.8% |
91% |
True |
False |
59,910 |
10 |
0.9228 |
0.8924 |
0.0304 |
3.3% |
0.0089 |
1.0% |
95% |
True |
False |
73,408 |
20 |
0.9228 |
0.8924 |
0.0304 |
3.3% |
0.0081 |
0.9% |
95% |
True |
False |
70,772 |
40 |
0.9228 |
0.8525 |
0.0703 |
7.6% |
0.0092 |
1.0% |
98% |
True |
False |
37,079 |
60 |
0.9228 |
0.8474 |
0.0754 |
8.2% |
0.0092 |
1.0% |
98% |
True |
False |
24,833 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9436 |
2.618 |
0.9356 |
1.618 |
0.9307 |
1.000 |
0.9277 |
0.618 |
0.9258 |
HIGH |
0.9228 |
0.618 |
0.9209 |
0.500 |
0.9204 |
0.382 |
0.9198 |
LOW |
0.9179 |
0.618 |
0.9149 |
1.000 |
0.9130 |
1.618 |
0.9100 |
2.618 |
0.9051 |
4.250 |
0.8971 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9209 |
0.9195 |
PP |
0.9206 |
0.9178 |
S1 |
0.9204 |
0.9162 |
|