CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9209 |
0.9105 |
-0.0104 |
-1.1% |
0.9042 |
| High |
0.9230 |
0.9120 |
-0.0110 |
-1.2% |
0.9175 |
| Low |
0.9090 |
0.9072 |
-0.0018 |
-0.2% |
0.9016 |
| Close |
0.9122 |
0.9113 |
-0.0009 |
-0.1% |
0.9155 |
| Range |
0.0140 |
0.0048 |
-0.0092 |
-65.7% |
0.0159 |
| ATR |
0.0064 |
0.0063 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
100 |
393 |
293 |
293.0% |
379 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9246 |
0.9227 |
0.9139 |
|
| R3 |
0.9198 |
0.9179 |
0.9126 |
|
| R2 |
0.9150 |
0.9150 |
0.9122 |
|
| R1 |
0.9131 |
0.9131 |
0.9117 |
0.9141 |
| PP |
0.9102 |
0.9102 |
0.9102 |
0.9106 |
| S1 |
0.9083 |
0.9083 |
0.9109 |
0.9093 |
| S2 |
0.9054 |
0.9054 |
0.9104 |
|
| S3 |
0.9006 |
0.9035 |
0.9100 |
|
| S4 |
0.8958 |
0.8987 |
0.9087 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9592 |
0.9533 |
0.9242 |
|
| R3 |
0.9433 |
0.9374 |
0.9199 |
|
| R2 |
0.9274 |
0.9274 |
0.9184 |
|
| R1 |
0.9215 |
0.9215 |
0.9170 |
0.9245 |
| PP |
0.9115 |
0.9115 |
0.9115 |
0.9130 |
| S1 |
0.9056 |
0.9056 |
0.9140 |
0.9086 |
| S2 |
0.8956 |
0.8956 |
0.9126 |
|
| S3 |
0.8797 |
0.8897 |
0.9111 |
|
| S4 |
0.8638 |
0.8738 |
0.9068 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9230 |
0.9059 |
0.0171 |
1.9% |
0.0065 |
0.7% |
32% |
False |
False |
139 |
| 10 |
0.9230 |
0.8972 |
0.0258 |
2.8% |
0.0060 |
0.7% |
55% |
False |
False |
109 |
| 20 |
0.9230 |
0.8832 |
0.0398 |
4.4% |
0.0065 |
0.7% |
71% |
False |
False |
120 |
| 40 |
0.9230 |
0.8680 |
0.0550 |
6.0% |
0.0035 |
0.4% |
79% |
False |
False |
69 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.7% |
0.0024 |
0.3% |
85% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9324 |
|
2.618 |
0.9246 |
|
1.618 |
0.9198 |
|
1.000 |
0.9168 |
|
0.618 |
0.9150 |
|
HIGH |
0.9120 |
|
0.618 |
0.9102 |
|
0.500 |
0.9096 |
|
0.382 |
0.9090 |
|
LOW |
0.9072 |
|
0.618 |
0.9042 |
|
1.000 |
0.9024 |
|
1.618 |
0.8994 |
|
2.618 |
0.8946 |
|
4.250 |
0.8868 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9107 |
0.9151 |
| PP |
0.9102 |
0.9138 |
| S1 |
0.9096 |
0.9126 |
|