CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 21-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9200 |
0.9262 |
0.0062 |
0.7% |
0.9297 |
| High |
0.9267 |
0.9282 |
0.0015 |
0.2% |
0.9308 |
| Low |
0.9160 |
0.9203 |
0.0043 |
0.5% |
0.9160 |
| Close |
0.9251 |
0.9220 |
-0.0031 |
-0.3% |
0.9197 |
| Range |
0.0107 |
0.0079 |
-0.0028 |
-26.2% |
0.0148 |
| ATR |
0.0088 |
0.0088 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
98,995 |
94,910 |
-4,085 |
-4.1% |
318,442 |
|
| Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9472 |
0.9425 |
0.9263 |
|
| R3 |
0.9393 |
0.9346 |
0.9242 |
|
| R2 |
0.9314 |
0.9314 |
0.9234 |
|
| R1 |
0.9267 |
0.9267 |
0.9227 |
0.9251 |
| PP |
0.9235 |
0.9235 |
0.9235 |
0.9227 |
| S1 |
0.9188 |
0.9188 |
0.9213 |
0.9172 |
| S2 |
0.9156 |
0.9156 |
0.9206 |
|
| S3 |
0.9077 |
0.9109 |
0.9198 |
|
| S4 |
0.8998 |
0.9030 |
0.9177 |
|
|
| 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% |
0.0090 |
1.0% |
59% |
False |
False |
88,556 |
| 10 |
0.9308 |
0.9100 |
0.0208 |
2.3% |
0.0088 |
1.0% |
58% |
False |
False |
78,531 |
| 20 |
0.9308 |
0.8924 |
0.0384 |
4.2% |
0.0088 |
1.0% |
77% |
False |
False |
75,969 |
| 40 |
0.9308 |
0.8703 |
0.0605 |
6.6% |
0.0086 |
0.9% |
85% |
False |
False |
56,551 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0094 |
1.0% |
89% |
False |
False |
37,876 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0089 |
1.0% |
89% |
False |
False |
28,484 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9618 |
|
2.618 |
0.9489 |
|
1.618 |
0.9410 |
|
1.000 |
0.9361 |
|
0.618 |
0.9331 |
|
HIGH |
0.9282 |
|
0.618 |
0.9252 |
|
0.500 |
0.9243 |
|
0.382 |
0.9233 |
|
LOW |
0.9203 |
|
0.618 |
0.9154 |
|
1.000 |
0.9124 |
|
1.618 |
0.9075 |
|
2.618 |
0.8996 |
|
4.250 |
0.8867 |
|
|
| Fisher Pivots for day following 21-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9243 |
0.9210 |
| PP |
0.9235 |
0.9201 |
| S1 |
0.9228 |
0.9191 |
|