CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 15-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2010 |
15-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9128 |
0.9195 |
0.0067 |
0.7% |
0.9042 |
| High |
0.9190 |
0.9195 |
0.0005 |
0.1% |
0.9175 |
| Low |
0.9115 |
0.9160 |
0.0045 |
0.5% |
0.9016 |
| Close |
0.9185 |
0.9179 |
-0.0006 |
-0.1% |
0.9155 |
| Range |
0.0075 |
0.0035 |
-0.0040 |
-53.3% |
0.0159 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
44 |
155 |
111 |
252.3% |
379 |
|
| Daily Pivots for day following 15-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9283 |
0.9266 |
0.9198 |
|
| R3 |
0.9248 |
0.9231 |
0.9189 |
|
| R2 |
0.9213 |
0.9213 |
0.9185 |
|
| R1 |
0.9196 |
0.9196 |
0.9182 |
0.9187 |
| PP |
0.9178 |
0.9178 |
0.9178 |
0.9174 |
| S1 |
0.9161 |
0.9161 |
0.9176 |
0.9152 |
| S2 |
0.9143 |
0.9143 |
0.9173 |
|
| S3 |
0.9108 |
0.9126 |
0.9169 |
|
| S4 |
0.9073 |
0.9091 |
0.9160 |
|
|
| 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 |
0.9072 |
0.0158 |
1.7% |
0.0071 |
0.8% |
68% |
False |
False |
149 |
| 10 |
0.9230 |
0.9015 |
0.0215 |
2.3% |
0.0058 |
0.6% |
76% |
False |
False |
114 |
| 20 |
0.9230 |
0.8832 |
0.0398 |
4.3% |
0.0066 |
0.7% |
87% |
False |
False |
109 |
| 40 |
0.9230 |
0.8680 |
0.0550 |
6.0% |
0.0038 |
0.4% |
91% |
False |
False |
73 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.6% |
0.0025 |
0.3% |
94% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9344 |
|
2.618 |
0.9287 |
|
1.618 |
0.9252 |
|
1.000 |
0.9230 |
|
0.618 |
0.9217 |
|
HIGH |
0.9195 |
|
0.618 |
0.9182 |
|
0.500 |
0.9178 |
|
0.382 |
0.9173 |
|
LOW |
0.9160 |
|
0.618 |
0.9138 |
|
1.000 |
0.9125 |
|
1.618 |
0.9103 |
|
2.618 |
0.9068 |
|
4.250 |
0.9011 |
|
|
| Fisher Pivots for day following 15-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9179 |
0.9164 |
| PP |
0.9178 |
0.9149 |
| S1 |
0.9178 |
0.9134 |
|