CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 14-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Apr-2010 |
14-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9177 |
0.9225 |
0.0048 |
0.5% |
0.9122 |
| High |
0.9233 |
0.9298 |
0.0065 |
0.7% |
0.9280 |
| Low |
0.9160 |
0.9209 |
0.0049 |
0.5% |
0.9095 |
| Close |
0.9211 |
0.9284 |
0.0073 |
0.8% |
0.9254 |
| Range |
0.0073 |
0.0089 |
0.0016 |
21.9% |
0.0185 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.3% |
0.0000 |
| Volume |
69,688 |
58,733 |
-10,955 |
-15.7% |
278,917 |
|
| Daily Pivots for day following 14-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9531 |
0.9496 |
0.9333 |
|
| R3 |
0.9442 |
0.9407 |
0.9308 |
|
| R2 |
0.9353 |
0.9353 |
0.9300 |
|
| R1 |
0.9318 |
0.9318 |
0.9292 |
0.9336 |
| PP |
0.9264 |
0.9264 |
0.9264 |
0.9272 |
| S1 |
0.9229 |
0.9229 |
0.9276 |
0.9247 |
| S2 |
0.9175 |
0.9175 |
0.9268 |
|
| S3 |
0.9086 |
0.9140 |
0.9260 |
|
| S4 |
0.8997 |
0.9051 |
0.9235 |
|
|
| 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 |
1.6% |
0.0086 |
0.9% |
84% |
False |
False |
68,505 |
| 10 |
0.9308 |
0.9058 |
0.0250 |
2.7% |
0.0079 |
0.8% |
90% |
False |
False |
64,207 |
| 20 |
0.9308 |
0.8924 |
0.0384 |
4.1% |
0.0086 |
0.9% |
94% |
False |
False |
73,152 |
| 40 |
0.9308 |
0.8703 |
0.0605 |
6.5% |
0.0087 |
0.9% |
96% |
False |
False |
45,548 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0094 |
1.0% |
97% |
False |
False |
30,505 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0088 |
0.9% |
97% |
False |
False |
22,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9676 |
|
2.618 |
0.9531 |
|
1.618 |
0.9442 |
|
1.000 |
0.9387 |
|
0.618 |
0.9353 |
|
HIGH |
0.9298 |
|
0.618 |
0.9264 |
|
0.500 |
0.9254 |
|
0.382 |
0.9243 |
|
LOW |
0.9209 |
|
0.618 |
0.9154 |
|
1.000 |
0.9120 |
|
1.618 |
0.9065 |
|
2.618 |
0.8976 |
|
4.250 |
0.8831 |
|
|
| Fisher Pivots for day following 14-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9274 |
0.9267 |
| PP |
0.9264 |
0.9251 |
| S1 |
0.9254 |
0.9234 |
|