CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 22-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9262 |
0.9213 |
-0.0049 |
-0.5% |
0.9297 |
| High |
0.9282 |
0.9251 |
-0.0031 |
-0.3% |
0.9308 |
| Low |
0.9203 |
0.9175 |
-0.0028 |
-0.3% |
0.9160 |
| Close |
0.9220 |
0.9228 |
0.0008 |
0.1% |
0.9197 |
| Range |
0.0079 |
0.0076 |
-0.0003 |
-3.8% |
0.0148 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
94,910 |
71,404 |
-23,506 |
-24.8% |
318,442 |
|
| Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9446 |
0.9413 |
0.9270 |
|
| R3 |
0.9370 |
0.9337 |
0.9249 |
|
| R2 |
0.9294 |
0.9294 |
0.9242 |
|
| R1 |
0.9261 |
0.9261 |
0.9235 |
0.9278 |
| PP |
0.9218 |
0.9218 |
0.9218 |
0.9226 |
| S1 |
0.9185 |
0.9185 |
0.9221 |
0.9202 |
| S2 |
0.9142 |
0.9142 |
0.9214 |
|
| S3 |
0.9066 |
0.9109 |
0.9207 |
|
| S4 |
0.8990 |
0.9033 |
0.9186 |
|
|
| 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 |
0.9286 |
0.9100 |
0.0186 |
2.0% |
0.0095 |
1.0% |
69% |
False |
False |
91,177 |
| 10 |
0.9308 |
0.9100 |
0.0208 |
2.3% |
0.0089 |
1.0% |
62% |
False |
False |
77,866 |
| 20 |
0.9308 |
0.8924 |
0.0384 |
4.2% |
0.0086 |
0.9% |
79% |
False |
False |
76,063 |
| 40 |
0.9308 |
0.8703 |
0.0605 |
6.6% |
0.0085 |
0.9% |
87% |
False |
False |
58,285 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0094 |
1.0% |
90% |
False |
False |
39,066 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.0% |
0.0090 |
1.0% |
90% |
False |
False |
29,376 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9574 |
|
2.618 |
0.9450 |
|
1.618 |
0.9374 |
|
1.000 |
0.9327 |
|
0.618 |
0.9298 |
|
HIGH |
0.9251 |
|
0.618 |
0.9222 |
|
0.500 |
0.9213 |
|
0.382 |
0.9204 |
|
LOW |
0.9175 |
|
0.618 |
0.9128 |
|
1.000 |
0.9099 |
|
1.618 |
0.9052 |
|
2.618 |
0.8976 |
|
4.250 |
0.8852 |
|
|
| Fisher Pivots for day following 22-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9223 |
0.9226 |
| PP |
0.9218 |
0.9223 |
| S1 |
0.9213 |
0.9221 |
|