CME Australian Dollar Future September 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 |
0.9123 |
0.9106 |
-0.0017 |
-0.2% |
0.9061 |
| High |
0.9146 |
0.9129 |
-0.0017 |
-0.2% |
0.9179 |
| Low |
0.9078 |
0.9034 |
-0.0044 |
-0.5% |
0.9017 |
| Close |
0.9130 |
0.9107 |
-0.0023 |
-0.3% |
0.9107 |
| Range |
0.0068 |
0.0095 |
0.0027 |
39.7% |
0.0162 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
2.9% |
0.0000 |
| Volume |
251 |
479 |
228 |
90.8% |
1,218 |
|
| Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9375 |
0.9336 |
0.9159 |
|
| R3 |
0.9280 |
0.9241 |
0.9133 |
|
| R2 |
0.9185 |
0.9185 |
0.9124 |
|
| R1 |
0.9146 |
0.9146 |
0.9116 |
0.9166 |
| PP |
0.9090 |
0.9090 |
0.9090 |
0.9100 |
| S1 |
0.9051 |
0.9051 |
0.9098 |
0.9071 |
| S2 |
0.8995 |
0.8995 |
0.9090 |
|
| S3 |
0.8900 |
0.8956 |
0.9081 |
|
| S4 |
0.8805 |
0.8861 |
0.9055 |
|
|
| Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9587 |
0.9509 |
0.9196 |
|
| R3 |
0.9425 |
0.9347 |
0.9152 |
|
| R2 |
0.9263 |
0.9263 |
0.9137 |
|
| R1 |
0.9185 |
0.9185 |
0.9122 |
0.9224 |
| PP |
0.9101 |
0.9101 |
0.9101 |
0.9121 |
| S1 |
0.9023 |
0.9023 |
0.9092 |
0.9062 |
| S2 |
0.8939 |
0.8939 |
0.9077 |
|
| S3 |
0.8777 |
0.8861 |
0.9062 |
|
| S4 |
0.8615 |
0.8699 |
0.9018 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9179 |
0.9017 |
0.0162 |
1.8% |
0.0075 |
0.8% |
56% |
False |
False |
243 |
| 10 |
0.9230 |
0.9017 |
0.0213 |
2.3% |
0.0077 |
0.8% |
42% |
False |
False |
203 |
| 20 |
0.9230 |
0.8867 |
0.0363 |
4.0% |
0.0068 |
0.7% |
66% |
False |
False |
154 |
| 40 |
0.9230 |
0.8810 |
0.0420 |
4.6% |
0.0050 |
0.5% |
71% |
False |
False |
106 |
| 60 |
0.9230 |
0.8441 |
0.0789 |
8.7% |
0.0033 |
0.4% |
84% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9533 |
|
2.618 |
0.9378 |
|
1.618 |
0.9283 |
|
1.000 |
0.9224 |
|
0.618 |
0.9188 |
|
HIGH |
0.9129 |
|
0.618 |
0.9093 |
|
0.500 |
0.9082 |
|
0.382 |
0.9070 |
|
LOW |
0.9034 |
|
0.618 |
0.8975 |
|
1.000 |
0.8939 |
|
1.618 |
0.8880 |
|
2.618 |
0.8785 |
|
4.250 |
0.8630 |
|
|
| Fisher Pivots for day following 23-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9099 |
0.9107 |
| PP |
0.9090 |
0.9107 |
| S1 |
0.9082 |
0.9107 |
|