CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9282 |
0.9153 |
-0.0129 |
-1.4% |
0.9297 |
| High |
0.9286 |
0.9197 |
-0.0089 |
-1.0% |
0.9308 |
| Low |
0.9171 |
0.9100 |
-0.0071 |
-0.8% |
0.9160 |
| Close |
0.9197 |
0.9160 |
-0.0037 |
-0.4% |
0.9197 |
| Range |
0.0115 |
0.0097 |
-0.0018 |
-15.7% |
0.0148 |
| ATR |
0.0086 |
0.0087 |
0.0001 |
0.9% |
0.0000 |
| Volume |
63,171 |
127,405 |
64,234 |
101.7% |
318,442 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9443 |
0.9399 |
0.9213 |
|
| R3 |
0.9346 |
0.9302 |
0.9187 |
|
| R2 |
0.9249 |
0.9249 |
0.9178 |
|
| R1 |
0.9205 |
0.9205 |
0.9169 |
0.9227 |
| PP |
0.9152 |
0.9152 |
0.9152 |
0.9164 |
| S1 |
0.9108 |
0.9108 |
0.9151 |
0.9130 |
| S2 |
0.9055 |
0.9055 |
0.9142 |
|
| S3 |
0.8958 |
0.9011 |
0.9133 |
|
| S4 |
0.8861 |
0.8914 |
0.9107 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9666 |
0.9579 |
0.9278 |
|
| R3 |
0.9518 |
0.9431 |
0.9238 |
|
| R2 |
0.9370 |
0.9370 |
0.9224 |
|
| R1 |
0.9283 |
0.9283 |
0.9211 |
0.9253 |
| PP |
0.9222 |
0.9222 |
0.9222 |
0.9206 |
| S1 |
0.9135 |
0.9135 |
0.9183 |
0.9105 |
| S2 |
0.9074 |
0.9074 |
0.9170 |
|
| S3 |
0.8926 |
0.8987 |
0.9156 |
|
| S4 |
0.8778 |
0.8839 |
0.9116 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9304 |
0.9100 |
0.0204 |
2.2% |
0.0086 |
0.9% |
29% |
False |
True |
75,460 |
| 10 |
0.9308 |
0.9095 |
0.0213 |
2.3% |
0.0087 |
0.9% |
31% |
False |
False |
71,779 |
| 20 |
0.9308 |
0.8924 |
0.0384 |
4.2% |
0.0087 |
1.0% |
61% |
False |
False |
74,836 |
| 40 |
0.9308 |
0.8703 |
0.0605 |
6.6% |
0.0087 |
0.9% |
76% |
False |
False |
51,727 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0092 |
1.0% |
82% |
False |
False |
34,646 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0088 |
1.0% |
82% |
False |
False |
26,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9609 |
|
2.618 |
0.9451 |
|
1.618 |
0.9354 |
|
1.000 |
0.9294 |
|
0.618 |
0.9257 |
|
HIGH |
0.9197 |
|
0.618 |
0.9160 |
|
0.500 |
0.9149 |
|
0.382 |
0.9137 |
|
LOW |
0.9100 |
|
0.618 |
0.9040 |
|
1.000 |
0.9003 |
|
1.618 |
0.8943 |
|
2.618 |
0.8846 |
|
4.250 |
0.8688 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9156 |
0.9202 |
| PP |
0.9152 |
0.9188 |
| S1 |
0.9149 |
0.9174 |
|