CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 23-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9213 |
0.9217 |
0.0004 |
0.0% |
0.9153 |
| High |
0.9251 |
0.9230 |
-0.0021 |
-0.2% |
0.9282 |
| Low |
0.9175 |
0.9117 |
-0.0058 |
-0.6% |
0.9100 |
| Close |
0.9228 |
0.9205 |
-0.0023 |
-0.2% |
0.9205 |
| Range |
0.0076 |
0.0113 |
0.0037 |
48.7% |
0.0182 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.2% |
0.0000 |
| Volume |
71,404 |
114,881 |
43,477 |
60.9% |
507,595 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9523 |
0.9477 |
0.9267 |
|
| R3 |
0.9410 |
0.9364 |
0.9236 |
|
| R2 |
0.9297 |
0.9297 |
0.9226 |
|
| R1 |
0.9251 |
0.9251 |
0.9215 |
0.9218 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9167 |
| S1 |
0.9138 |
0.9138 |
0.9195 |
0.9105 |
| S2 |
0.9071 |
0.9071 |
0.9184 |
|
| S3 |
0.8958 |
0.9025 |
0.9174 |
|
| S4 |
0.8845 |
0.8912 |
0.9143 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9742 |
0.9655 |
0.9305 |
|
| R3 |
0.9560 |
0.9473 |
0.9255 |
|
| R2 |
0.9378 |
0.9378 |
0.9238 |
|
| R1 |
0.9291 |
0.9291 |
0.9222 |
0.9335 |
| PP |
0.9196 |
0.9196 |
0.9196 |
0.9217 |
| S1 |
0.9109 |
0.9109 |
0.9188 |
0.9153 |
| S2 |
0.9014 |
0.9014 |
0.9172 |
|
| S3 |
0.8832 |
0.8927 |
0.9155 |
|
| S4 |
0.8650 |
0.8745 |
0.9105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9282 |
0.9100 |
0.0182 |
2.0% |
0.0094 |
1.0% |
58% |
False |
False |
101,519 |
| 10 |
0.9308 |
0.9100 |
0.0208 |
2.3% |
0.0093 |
1.0% |
50% |
False |
False |
82,603 |
| 20 |
0.9308 |
0.8924 |
0.0384 |
4.2% |
0.0088 |
1.0% |
73% |
False |
False |
76,793 |
| 40 |
0.9308 |
0.8765 |
0.0543 |
5.9% |
0.0085 |
0.9% |
81% |
False |
False |
61,120 |
| 60 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0095 |
1.0% |
88% |
False |
False |
40,978 |
| 80 |
0.9308 |
0.8474 |
0.0834 |
9.1% |
0.0090 |
1.0% |
88% |
False |
False |
30,812 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9710 |
|
2.618 |
0.9526 |
|
1.618 |
0.9413 |
|
1.000 |
0.9343 |
|
0.618 |
0.9300 |
|
HIGH |
0.9230 |
|
0.618 |
0.9187 |
|
0.500 |
0.9174 |
|
0.382 |
0.9160 |
|
LOW |
0.9117 |
|
0.618 |
0.9047 |
|
1.000 |
0.9004 |
|
1.618 |
0.8934 |
|
2.618 |
0.8821 |
|
4.250 |
0.8637 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9195 |
0.9203 |
| PP |
0.9184 |
0.9201 |
| S1 |
0.9174 |
0.9200 |
|