CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 13-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2010 |
13-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9234 |
0.9155 |
-0.0079 |
-0.9% |
0.8923 |
| High |
0.9247 |
0.9209 |
-0.0038 |
-0.4% |
0.9204 |
| Low |
0.9111 |
0.9130 |
0.0019 |
0.2% |
0.8873 |
| Close |
0.9152 |
0.9177 |
0.0025 |
0.3% |
0.9179 |
| Range |
0.0136 |
0.0079 |
-0.0057 |
-41.9% |
0.0331 |
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
56,788 |
90,462 |
33,674 |
59.3% |
300,034 |
|
| Daily Pivots for day following 13-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9409 |
0.9372 |
0.9220 |
|
| R3 |
0.9330 |
0.9293 |
0.9199 |
|
| R2 |
0.9251 |
0.9251 |
0.9191 |
|
| R1 |
0.9214 |
0.9214 |
0.9184 |
0.9233 |
| PP |
0.9172 |
0.9172 |
0.9172 |
0.9181 |
| S1 |
0.9135 |
0.9135 |
0.9170 |
0.9154 |
| S2 |
0.9093 |
0.9093 |
0.9163 |
|
| S3 |
0.9014 |
0.9056 |
0.9155 |
|
| S4 |
0.8935 |
0.8977 |
0.9134 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0078 |
0.9960 |
0.9361 |
|
| R3 |
0.9747 |
0.9629 |
0.9270 |
|
| R2 |
0.9416 |
0.9416 |
0.9240 |
|
| R1 |
0.9298 |
0.9298 |
0.9209 |
0.9357 |
| PP |
0.9085 |
0.9085 |
0.9085 |
0.9115 |
| S1 |
0.8967 |
0.8967 |
0.9149 |
0.9026 |
| S2 |
0.8754 |
0.8754 |
0.9118 |
|
| S3 |
0.8423 |
0.8636 |
0.9088 |
|
| S4 |
0.8092 |
0.8305 |
0.8997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9264 |
0.9062 |
0.0202 |
2.2% |
0.0100 |
1.1% |
57% |
False |
False |
72,594 |
| 10 |
0.9264 |
0.8787 |
0.0477 |
5.2% |
0.0112 |
1.2% |
82% |
False |
False |
57,961 |
| 20 |
0.9264 |
0.8665 |
0.0599 |
6.5% |
0.0112 |
1.2% |
85% |
False |
False |
60,666 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0118 |
1.3% |
82% |
False |
False |
32,435 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0120 |
1.3% |
82% |
False |
False |
21,672 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.2% |
0.0111 |
1.2% |
87% |
False |
False |
16,275 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9545 |
|
2.618 |
0.9416 |
|
1.618 |
0.9337 |
|
1.000 |
0.9288 |
|
0.618 |
0.9258 |
|
HIGH |
0.9209 |
|
0.618 |
0.9179 |
|
0.500 |
0.9170 |
|
0.382 |
0.9160 |
|
LOW |
0.9130 |
|
0.618 |
0.9081 |
|
1.000 |
0.9051 |
|
1.618 |
0.9002 |
|
2.618 |
0.8923 |
|
4.250 |
0.8794 |
|
|
| Fisher Pivots for day following 13-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9175 |
0.9188 |
| PP |
0.9172 |
0.9184 |
| S1 |
0.9170 |
0.9181 |
|