CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9297 |
0.9177 |
-0.0120 |
-1.3% |
0.9122 |
| High |
0.9308 |
0.9233 |
-0.0075 |
-0.8% |
0.9280 |
| Low |
0.9186 |
0.9160 |
-0.0026 |
-0.3% |
0.9095 |
| Close |
0.9220 |
0.9211 |
-0.0009 |
-0.1% |
0.9254 |
| Range |
0.0122 |
0.0073 |
-0.0049 |
-40.2% |
0.0185 |
| ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
68,547 |
69,688 |
1,141 |
1.7% |
278,917 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9420 |
0.9389 |
0.9251 |
|
| R3 |
0.9347 |
0.9316 |
0.9231 |
|
| R2 |
0.9274 |
0.9274 |
0.9224 |
|
| R1 |
0.9243 |
0.9243 |
0.9218 |
0.9259 |
| PP |
0.9201 |
0.9201 |
0.9201 |
0.9209 |
| S1 |
0.9170 |
0.9170 |
0.9204 |
0.9186 |
| S2 |
0.9128 |
0.9128 |
0.9198 |
|
| S3 |
0.9055 |
0.9097 |
0.9191 |
|
| S4 |
0.8982 |
0.9024 |
0.9171 |
|
|
| 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 |
0.9156 |
0.0152 |
1.7% |
0.0078 |
0.9% |
36% |
False |
False |
76,202 |
| 10 |
0.9308 |
0.9058 |
0.0250 |
2.7% |
0.0076 |
0.8% |
61% |
False |
False |
65,851 |
| 20 |
0.9308 |
0.8924 |
0.0384 |
4.2% |
0.0085 |
0.9% |
75% |
False |
False |
73,523 |
| 40 |
0.9308 |
0.8703 |
0.0605 |
6.6% |
0.0088 |
1.0% |
84% |
False |
False |
44,111 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0093 |
1.0% |
88% |
False |
False |
29,527 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0087 |
0.9% |
88% |
False |
False |
22,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9543 |
|
2.618 |
0.9424 |
|
1.618 |
0.9351 |
|
1.000 |
0.9306 |
|
0.618 |
0.9278 |
|
HIGH |
0.9233 |
|
0.618 |
0.9205 |
|
0.500 |
0.9197 |
|
0.382 |
0.9188 |
|
LOW |
0.9160 |
|
0.618 |
0.9115 |
|
1.000 |
0.9087 |
|
1.618 |
0.9042 |
|
2.618 |
0.8969 |
|
4.250 |
0.8850 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9206 |
0.9234 |
| PP |
0.9201 |
0.9226 |
| S1 |
0.9197 |
0.9219 |
|