CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 19-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9179 |
0.9061 |
-0.0118 |
-1.3% |
0.9209 |
| High |
0.9179 |
0.9087 |
-0.0092 |
-1.0% |
0.9230 |
| Low |
0.9079 |
0.9017 |
-0.0062 |
-0.7% |
0.9072 |
| Close |
0.9100 |
0.9063 |
-0.0037 |
-0.4% |
0.9100 |
| Range |
0.0100 |
0.0070 |
-0.0030 |
-30.0% |
0.0158 |
| ATR |
0.0064 |
0.0066 |
0.0001 |
2.1% |
0.0000 |
| Volume |
122 |
141 |
19 |
15.6% |
814 |
|
| Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9266 |
0.9234 |
0.9102 |
|
| R3 |
0.9196 |
0.9164 |
0.9082 |
|
| R2 |
0.9126 |
0.9126 |
0.9076 |
|
| R1 |
0.9094 |
0.9094 |
0.9069 |
0.9110 |
| PP |
0.9056 |
0.9056 |
0.9056 |
0.9064 |
| S1 |
0.9024 |
0.9024 |
0.9057 |
0.9040 |
| S2 |
0.8986 |
0.8986 |
0.9050 |
|
| S3 |
0.8916 |
0.8954 |
0.9044 |
|
| S4 |
0.8846 |
0.8884 |
0.9025 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9608 |
0.9512 |
0.9187 |
|
| R3 |
0.9450 |
0.9354 |
0.9143 |
|
| R2 |
0.9292 |
0.9292 |
0.9129 |
|
| R1 |
0.9196 |
0.9196 |
0.9114 |
0.9165 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9119 |
| S1 |
0.9038 |
0.9038 |
0.9086 |
0.9007 |
| S2 |
0.8976 |
0.8976 |
0.9071 |
|
| S3 |
0.8818 |
0.8880 |
0.9057 |
|
| S4 |
0.8660 |
0.8722 |
0.9013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9195 |
0.9017 |
0.0178 |
2.0% |
0.0066 |
0.7% |
26% |
False |
True |
171 |
| 10 |
0.9230 |
0.9016 |
0.0214 |
2.4% |
0.0070 |
0.8% |
22% |
False |
False |
125 |
| 20 |
0.9230 |
0.8832 |
0.0398 |
4.4% |
0.0067 |
0.7% |
58% |
False |
False |
114 |
| 40 |
0.9230 |
0.8680 |
0.0550 |
6.1% |
0.0042 |
0.5% |
70% |
False |
False |
79 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.7% |
0.0028 |
0.3% |
79% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9385 |
|
2.618 |
0.9270 |
|
1.618 |
0.9200 |
|
1.000 |
0.9157 |
|
0.618 |
0.9130 |
|
HIGH |
0.9087 |
|
0.618 |
0.9060 |
|
0.500 |
0.9052 |
|
0.382 |
0.9044 |
|
LOW |
0.9017 |
|
0.618 |
0.8974 |
|
1.000 |
0.8947 |
|
1.618 |
0.8904 |
|
2.618 |
0.8834 |
|
4.250 |
0.8720 |
|
|
| Fisher Pivots for day following 19-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9059 |
0.9106 |
| PP |
0.9056 |
0.9092 |
| S1 |
0.9052 |
0.9077 |
|