CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9205 |
0.9198 |
-0.0007 |
-0.1% |
0.8971 |
High |
0.9228 |
0.9224 |
-0.0004 |
0.0% |
0.9147 |
Low |
0.9179 |
0.9156 |
-0.0023 |
-0.3% |
0.8941 |
Close |
0.9212 |
0.9222 |
0.0010 |
0.1% |
0.9120 |
Range |
0.0049 |
0.0068 |
0.0019 |
38.8% |
0.0206 |
ATR |
0.0086 |
0.0085 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
97,217 |
78,051 |
-19,166 |
-19.7% |
350,874 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9405 |
0.9381 |
0.9259 |
|
R3 |
0.9337 |
0.9313 |
0.9241 |
|
R2 |
0.9269 |
0.9269 |
0.9234 |
|
R1 |
0.9245 |
0.9245 |
0.9228 |
0.9257 |
PP |
0.9201 |
0.9201 |
0.9201 |
0.9207 |
S1 |
0.9177 |
0.9177 |
0.9216 |
0.9189 |
S2 |
0.9133 |
0.9133 |
0.9210 |
|
S3 |
0.9065 |
0.9109 |
0.9203 |
|
S4 |
0.8997 |
0.9041 |
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 |
0.9078 |
0.0150 |
1.6% |
0.0069 |
0.7% |
96% |
False |
False |
61,436 |
10 |
0.9228 |
0.8924 |
0.0304 |
3.3% |
0.0083 |
0.9% |
98% |
False |
False |
74,261 |
20 |
0.9228 |
0.8924 |
0.0304 |
3.3% |
0.0081 |
0.9% |
98% |
False |
False |
73,149 |
40 |
0.9228 |
0.8598 |
0.0630 |
6.8% |
0.0090 |
1.0% |
99% |
False |
False |
39,021 |
60 |
0.9228 |
0.8474 |
0.0754 |
8.2% |
0.0093 |
1.0% |
99% |
False |
False |
26,114 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9513 |
2.618 |
0.9402 |
1.618 |
0.9334 |
1.000 |
0.9292 |
0.618 |
0.9266 |
HIGH |
0.9224 |
0.618 |
0.9198 |
0.500 |
0.9190 |
0.382 |
0.9182 |
LOW |
0.9156 |
0.618 |
0.9114 |
1.000 |
0.9088 |
1.618 |
0.9046 |
2.618 |
0.8978 |
4.250 |
0.8867 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9211 |
0.9202 |
PP |
0.9201 |
0.9182 |
S1 |
0.9190 |
0.9162 |
|