CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 12-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9221 |
0.9297 |
0.0076 |
0.8% |
0.9122 |
| High |
0.9280 |
0.9308 |
0.0028 |
0.3% |
0.9280 |
| Low |
0.9200 |
0.9186 |
-0.0014 |
-0.2% |
0.9095 |
| Close |
0.9254 |
0.9220 |
-0.0034 |
-0.4% |
0.9254 |
| Range |
0.0080 |
0.0122 |
0.0042 |
52.5% |
0.0185 |
| ATR |
0.0084 |
0.0087 |
0.0003 |
3.2% |
0.0000 |
| Volume |
67,508 |
68,547 |
1,039 |
1.5% |
278,917 |
|
| Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9604 |
0.9534 |
0.9287 |
|
| R3 |
0.9482 |
0.9412 |
0.9254 |
|
| R2 |
0.9360 |
0.9360 |
0.9242 |
|
| R1 |
0.9290 |
0.9290 |
0.9231 |
0.9264 |
| PP |
0.9238 |
0.9238 |
0.9238 |
0.9225 |
| S1 |
0.9168 |
0.9168 |
0.9209 |
0.9142 |
| S2 |
0.9116 |
0.9116 |
0.9198 |
|
| S3 |
0.8994 |
0.9046 |
0.9186 |
|
| S4 |
0.8872 |
0.8924 |
0.9153 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9694 |
0.9356 |
|
| R3 |
0.9580 |
0.9509 |
0.9305 |
|
| R2 |
0.9395 |
0.9395 |
0.9288 |
|
| R1 |
0.9324 |
0.9324 |
0.9271 |
0.9360 |
| PP |
0.9210 |
0.9210 |
0.9210 |
0.9227 |
| S1 |
0.9139 |
0.9139 |
0.9237 |
0.9175 |
| S2 |
0.9025 |
0.9025 |
0.9220 |
|
| S3 |
0.8840 |
0.8954 |
0.9203 |
|
| S4 |
0.8655 |
0.8769 |
0.9152 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9308 |
0.9095 |
0.0213 |
2.3% |
0.0088 |
1.0% |
59% |
True |
False |
68,098 |
| 10 |
0.9308 |
0.8941 |
0.0367 |
4.0% |
0.0084 |
0.9% |
76% |
True |
False |
69,833 |
| 20 |
0.9308 |
0.8924 |
0.0384 |
4.2% |
0.0086 |
0.9% |
77% |
True |
False |
74,098 |
| 40 |
0.9308 |
0.8675 |
0.0633 |
6.9% |
0.0089 |
1.0% |
86% |
True |
False |
42,391 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0093 |
1.0% |
89% |
True |
False |
28,366 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0087 |
0.9% |
89% |
True |
False |
21,349 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9827 |
|
2.618 |
0.9627 |
|
1.618 |
0.9505 |
|
1.000 |
0.9430 |
|
0.618 |
0.9383 |
|
HIGH |
0.9308 |
|
0.618 |
0.9261 |
|
0.500 |
0.9247 |
|
0.382 |
0.9233 |
|
LOW |
0.9186 |
|
0.618 |
0.9111 |
|
1.000 |
0.9064 |
|
1.618 |
0.8989 |
|
2.618 |
0.8867 |
|
4.250 |
0.8668 |
|
|
| Fisher Pivots for day following 12-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9247 |
0.9232 |
| PP |
0.9238 |
0.9228 |
| S1 |
0.9229 |
0.9224 |
|