CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9153 |
0.9200 |
0.0047 |
0.5% |
0.9297 |
| High |
0.9197 |
0.9267 |
0.0070 |
0.8% |
0.9308 |
| Low |
0.9100 |
0.9160 |
0.0060 |
0.7% |
0.9160 |
| Close |
0.9160 |
0.9251 |
0.0091 |
1.0% |
0.9197 |
| Range |
0.0097 |
0.0107 |
0.0010 |
10.3% |
0.0148 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
1.7% |
0.0000 |
| Volume |
127,405 |
98,995 |
-28,410 |
-22.3% |
318,442 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9547 |
0.9506 |
0.9310 |
|
| R3 |
0.9440 |
0.9399 |
0.9280 |
|
| R2 |
0.9333 |
0.9333 |
0.9271 |
|
| R1 |
0.9292 |
0.9292 |
0.9261 |
0.9313 |
| PP |
0.9226 |
0.9226 |
0.9226 |
0.9236 |
| S1 |
0.9185 |
0.9185 |
0.9241 |
0.9206 |
| S2 |
0.9119 |
0.9119 |
0.9231 |
|
| S3 |
0.9012 |
0.9078 |
0.9222 |
|
| S4 |
0.8905 |
0.8971 |
0.9192 |
|
|
| 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% |
0.0092 |
1.0% |
74% |
False |
False |
81,321 |
| 10 |
0.9308 |
0.9100 |
0.0208 |
2.2% |
0.0085 |
0.9% |
73% |
False |
False |
78,761 |
| 20 |
0.9308 |
0.8924 |
0.0384 |
4.2% |
0.0088 |
0.9% |
85% |
False |
False |
75,549 |
| 40 |
0.9308 |
0.8703 |
0.0605 |
6.5% |
0.0089 |
1.0% |
91% |
False |
False |
54,185 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0093 |
1.0% |
93% |
False |
False |
36,295 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0089 |
1.0% |
93% |
False |
False |
27,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9722 |
|
2.618 |
0.9547 |
|
1.618 |
0.9440 |
|
1.000 |
0.9374 |
|
0.618 |
0.9333 |
|
HIGH |
0.9267 |
|
0.618 |
0.9226 |
|
0.500 |
0.9214 |
|
0.382 |
0.9201 |
|
LOW |
0.9160 |
|
0.618 |
0.9094 |
|
1.000 |
0.9053 |
|
1.618 |
0.8987 |
|
2.618 |
0.8880 |
|
4.250 |
0.8705 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9239 |
0.9232 |
| PP |
0.9226 |
0.9212 |
| S1 |
0.9214 |
0.9193 |
|