CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8717 |
0.8791 |
0.0074 |
0.8% |
0.8718 |
| High |
0.8789 |
0.8924 |
0.0135 |
1.5% |
0.8789 |
| Low |
0.8715 |
0.8787 |
0.0072 |
0.8% |
0.8665 |
| Close |
0.8770 |
0.8877 |
0.0107 |
1.2% |
0.8770 |
| Range |
0.0074 |
0.0137 |
0.0063 |
85.1% |
0.0124 |
| ATR |
0.0123 |
0.0126 |
0.0002 |
1.8% |
0.0000 |
| Volume |
37,840 |
17,352 |
-20,488 |
-54.1% |
129,271 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9274 |
0.9212 |
0.8952 |
|
| R3 |
0.9137 |
0.9075 |
0.8915 |
|
| R2 |
0.9000 |
0.9000 |
0.8902 |
|
| R1 |
0.8938 |
0.8938 |
0.8890 |
0.8969 |
| PP |
0.8863 |
0.8863 |
0.8863 |
0.8878 |
| S1 |
0.8801 |
0.8801 |
0.8864 |
0.8832 |
| S2 |
0.8726 |
0.8726 |
0.8852 |
|
| S3 |
0.8589 |
0.8664 |
0.8839 |
|
| S4 |
0.8452 |
0.8527 |
0.8802 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9113 |
0.9066 |
0.8838 |
|
| R3 |
0.8989 |
0.8942 |
0.8804 |
|
| R2 |
0.8865 |
0.8865 |
0.8793 |
|
| R1 |
0.8818 |
0.8818 |
0.8781 |
0.8842 |
| PP |
0.8741 |
0.8741 |
0.8741 |
0.8753 |
| S1 |
0.8694 |
0.8694 |
0.8759 |
0.8718 |
| S2 |
0.8617 |
0.8617 |
0.8747 |
|
| S3 |
0.8493 |
0.8570 |
0.8736 |
|
| S4 |
0.8369 |
0.8446 |
0.8702 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8924 |
0.8665 |
0.0259 |
2.9% |
0.0096 |
1.1% |
82% |
True |
False |
47,099 |
| 10 |
0.9121 |
0.8665 |
0.0456 |
5.1% |
0.0112 |
1.3% |
46% |
False |
False |
60,574 |
| 20 |
0.9227 |
0.8665 |
0.0562 |
6.3% |
0.0129 |
1.4% |
38% |
False |
False |
36,237 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
7.0% |
0.0124 |
1.4% |
34% |
False |
False |
18,422 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.5% |
0.0117 |
1.3% |
51% |
False |
False |
12,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9506 |
|
2.618 |
0.9283 |
|
1.618 |
0.9146 |
|
1.000 |
0.9061 |
|
0.618 |
0.9009 |
|
HIGH |
0.8924 |
|
0.618 |
0.8872 |
|
0.500 |
0.8856 |
|
0.382 |
0.8839 |
|
LOW |
0.8787 |
|
0.618 |
0.8702 |
|
1.000 |
0.8650 |
|
1.618 |
0.8565 |
|
2.618 |
0.8428 |
|
4.250 |
0.8205 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8870 |
0.8850 |
| PP |
0.8863 |
0.8822 |
| S1 |
0.8856 |
0.8795 |
|