CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 06-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2010 |
06-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9055 |
0.9053 |
-0.0002 |
0.0% |
0.8791 |
| High |
0.9110 |
0.9153 |
0.0043 |
0.5% |
0.8948 |
| Low |
0.9026 |
0.9034 |
0.0008 |
0.1% |
0.8787 |
| Close |
0.9050 |
0.9144 |
0.0094 |
1.0% |
0.8917 |
| Range |
0.0084 |
0.0119 |
0.0035 |
41.7% |
0.0161 |
| ATR |
0.0125 |
0.0124 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
65,306 |
68,444 |
3,138 |
4.8% |
50,256 |
|
| Daily Pivots for day following 06-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9467 |
0.9425 |
0.9209 |
|
| R3 |
0.9348 |
0.9306 |
0.9177 |
|
| R2 |
0.9229 |
0.9229 |
0.9166 |
|
| R1 |
0.9187 |
0.9187 |
0.9155 |
0.9208 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9121 |
| S1 |
0.9068 |
0.9068 |
0.9133 |
0.9089 |
| S2 |
0.8991 |
0.8991 |
0.9122 |
|
| S3 |
0.8872 |
0.8949 |
0.9111 |
|
| S4 |
0.8753 |
0.8830 |
0.9079 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9367 |
0.9303 |
0.9006 |
|
| R3 |
0.9206 |
0.9142 |
0.8961 |
|
| R2 |
0.9045 |
0.9045 |
0.8947 |
|
| R1 |
0.8981 |
0.8981 |
0.8932 |
0.9013 |
| PP |
0.8884 |
0.8884 |
0.8884 |
0.8900 |
| S1 |
0.8820 |
0.8820 |
0.8902 |
0.8852 |
| S2 |
0.8723 |
0.8723 |
0.8887 |
|
| S3 |
0.8562 |
0.8659 |
0.8873 |
|
| S4 |
0.8401 |
0.8498 |
0.8828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9153 |
0.8787 |
0.0366 |
4.0% |
0.0124 |
1.4% |
98% |
True |
False |
43,329 |
| 10 |
0.9153 |
0.8665 |
0.0488 |
5.3% |
0.0113 |
1.2% |
98% |
True |
False |
52,102 |
| 20 |
0.9227 |
0.8665 |
0.0562 |
6.1% |
0.0120 |
1.3% |
85% |
False |
False |
45,704 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0118 |
1.3% |
77% |
False |
False |
23,387 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0117 |
1.3% |
77% |
False |
False |
15,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9659 |
|
2.618 |
0.9465 |
|
1.618 |
0.9346 |
|
1.000 |
0.9272 |
|
0.618 |
0.9227 |
|
HIGH |
0.9153 |
|
0.618 |
0.9108 |
|
0.500 |
0.9094 |
|
0.382 |
0.9079 |
|
LOW |
0.9034 |
|
0.618 |
0.8960 |
|
1.000 |
0.8915 |
|
1.618 |
0.8841 |
|
2.618 |
0.8722 |
|
4.250 |
0.8528 |
|
|
| Fisher Pivots for day following 06-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9127 |
0.9100 |
| PP |
0.9110 |
0.9057 |
| S1 |
0.9094 |
0.9013 |
|