CME Australian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 20-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2010 |
20-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9061 |
0.9095 |
0.0034 |
0.4% |
0.9209 |
| High |
0.9087 |
0.9164 |
0.0077 |
0.8% |
0.9230 |
| Low |
0.9017 |
0.9095 |
0.0078 |
0.9% |
0.9072 |
| Close |
0.9063 |
0.9151 |
0.0088 |
1.0% |
0.9100 |
| Range |
0.0070 |
0.0069 |
-0.0001 |
-1.4% |
0.0158 |
| ATR |
0.0066 |
0.0068 |
0.0003 |
3.8% |
0.0000 |
| Volume |
141 |
243 |
102 |
72.3% |
814 |
|
| Daily Pivots for day following 20-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9344 |
0.9316 |
0.9189 |
|
| R3 |
0.9275 |
0.9247 |
0.9170 |
|
| R2 |
0.9206 |
0.9206 |
0.9164 |
|
| R1 |
0.9178 |
0.9178 |
0.9157 |
0.9192 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9144 |
| S1 |
0.9109 |
0.9109 |
0.9145 |
0.9123 |
| S2 |
0.9068 |
0.9068 |
0.9138 |
|
| S3 |
0.8999 |
0.9040 |
0.9132 |
|
| S4 |
0.8930 |
0.8971 |
0.9113 |
|
|
| 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 |
1.9% |
0.0070 |
0.8% |
75% |
False |
False |
141 |
| 10 |
0.9230 |
0.9017 |
0.0213 |
2.3% |
0.0067 |
0.7% |
63% |
False |
False |
140 |
| 20 |
0.9230 |
0.8832 |
0.0398 |
4.3% |
0.0068 |
0.7% |
80% |
False |
False |
124 |
| 40 |
0.9230 |
0.8680 |
0.0550 |
6.0% |
0.0044 |
0.5% |
86% |
False |
False |
85 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.6% |
0.0029 |
0.3% |
90% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9457 |
|
2.618 |
0.9345 |
|
1.618 |
0.9276 |
|
1.000 |
0.9233 |
|
0.618 |
0.9207 |
|
HIGH |
0.9164 |
|
0.618 |
0.9138 |
|
0.500 |
0.9130 |
|
0.382 |
0.9121 |
|
LOW |
0.9095 |
|
0.618 |
0.9052 |
|
1.000 |
0.9026 |
|
1.618 |
0.8983 |
|
2.618 |
0.8914 |
|
4.250 |
0.8802 |
|
|
| Fisher Pivots for day following 20-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9144 |
0.9133 |
| PP |
0.9137 |
0.9116 |
| S1 |
0.9130 |
0.9098 |
|