CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.8791 |
0.8877 |
0.0086 |
1.0% |
0.8718 |
| High |
0.8924 |
0.8948 |
0.0024 |
0.3% |
0.8789 |
| Low |
0.8787 |
0.8864 |
0.0077 |
0.9% |
0.8665 |
| Close |
0.8877 |
0.8917 |
0.0040 |
0.5% |
0.8770 |
| Range |
0.0137 |
0.0084 |
-0.0053 |
-38.7% |
0.0124 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
17,352 |
32,904 |
15,552 |
89.6% |
129,271 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9162 |
0.9123 |
0.8963 |
|
| R3 |
0.9078 |
0.9039 |
0.8940 |
|
| R2 |
0.8994 |
0.8994 |
0.8932 |
|
| R1 |
0.8955 |
0.8955 |
0.8925 |
0.8975 |
| PP |
0.8910 |
0.8910 |
0.8910 |
0.8919 |
| S1 |
0.8871 |
0.8871 |
0.8909 |
0.8891 |
| S2 |
0.8826 |
0.8826 |
0.8902 |
|
| S3 |
0.8742 |
0.8787 |
0.8894 |
|
| S4 |
0.8658 |
0.8703 |
0.8871 |
|
|
| 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 |
0.8948 |
0.8665 |
0.0283 |
3.2% |
0.0092 |
1.0% |
89% |
True |
False |
35,905 |
| 10 |
0.9090 |
0.8665 |
0.0425 |
4.8% |
0.0109 |
1.2% |
59% |
False |
False |
56,562 |
| 20 |
0.9227 |
0.8665 |
0.0562 |
6.3% |
0.0116 |
1.3% |
45% |
False |
False |
37,834 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
7.0% |
0.0120 |
1.4% |
40% |
False |
False |
19,232 |
| 60 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0116 |
1.3% |
56% |
False |
False |
12,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9305 |
|
2.618 |
0.9168 |
|
1.618 |
0.9084 |
|
1.000 |
0.9032 |
|
0.618 |
0.9000 |
|
HIGH |
0.8948 |
|
0.618 |
0.8916 |
|
0.500 |
0.8906 |
|
0.382 |
0.8896 |
|
LOW |
0.8864 |
|
0.618 |
0.8812 |
|
1.000 |
0.8780 |
|
1.618 |
0.8728 |
|
2.618 |
0.8644 |
|
4.250 |
0.8507 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.8913 |
0.8889 |
| PP |
0.8910 |
0.8860 |
| S1 |
0.8906 |
0.8832 |
|