CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 19-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2010 |
19-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9259 |
0.9154 |
-0.0105 |
-1.1% |
0.9217 |
| High |
0.9260 |
0.9225 |
-0.0035 |
-0.4% |
0.9275 |
| Low |
0.9159 |
0.9121 |
-0.0038 |
-0.4% |
0.9111 |
| Close |
0.9166 |
0.9188 |
0.0022 |
0.2% |
0.9166 |
| Range |
0.0101 |
0.0104 |
0.0003 |
3.0% |
0.0164 |
| ATR |
0.0117 |
0.0116 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
71,794 |
69,995 |
-1,799 |
-2.5% |
381,627 |
|
| Daily Pivots for day following 19-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9490 |
0.9443 |
0.9245 |
|
| R3 |
0.9386 |
0.9339 |
0.9217 |
|
| R2 |
0.9282 |
0.9282 |
0.9207 |
|
| R1 |
0.9235 |
0.9235 |
0.9198 |
0.9259 |
| PP |
0.9178 |
0.9178 |
0.9178 |
0.9190 |
| S1 |
0.9131 |
0.9131 |
0.9178 |
0.9155 |
| S2 |
0.9074 |
0.9074 |
0.9169 |
|
| S3 |
0.8970 |
0.9027 |
0.9159 |
|
| S4 |
0.8866 |
0.8923 |
0.9131 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9676 |
0.9585 |
0.9256 |
|
| R3 |
0.9512 |
0.9421 |
0.9211 |
|
| R2 |
0.9348 |
0.9348 |
0.9196 |
|
| R1 |
0.9257 |
0.9257 |
0.9181 |
0.9221 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9166 |
| S1 |
0.9093 |
0.9093 |
0.9151 |
0.9057 |
| S2 |
0.9020 |
0.9020 |
0.9136 |
|
| S3 |
0.8856 |
0.8929 |
0.9121 |
|
| S4 |
0.8692 |
0.8765 |
0.9076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9275 |
0.9111 |
0.0164 |
1.8% |
0.0107 |
1.2% |
47% |
False |
False |
73,908 |
| 10 |
0.9275 |
0.9026 |
0.0249 |
2.7% |
0.0102 |
1.1% |
65% |
False |
False |
71,901 |
| 20 |
0.9275 |
0.8665 |
0.0610 |
6.6% |
0.0109 |
1.2% |
86% |
False |
False |
61,827 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0119 |
1.3% |
84% |
False |
False |
37,845 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0121 |
1.3% |
84% |
False |
False |
25,371 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.1% |
0.0112 |
1.2% |
88% |
False |
False |
19,052 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9667 |
|
2.618 |
0.9497 |
|
1.618 |
0.9393 |
|
1.000 |
0.9329 |
|
0.618 |
0.9289 |
|
HIGH |
0.9225 |
|
0.618 |
0.9185 |
|
0.500 |
0.9173 |
|
0.382 |
0.9161 |
|
LOW |
0.9121 |
|
0.618 |
0.9057 |
|
1.000 |
0.9017 |
|
1.618 |
0.8953 |
|
2.618 |
0.8849 |
|
4.250 |
0.8679 |
|
|
| Fisher Pivots for day following 19-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9183 |
0.9198 |
| PP |
0.9178 |
0.9195 |
| S1 |
0.9173 |
0.9191 |
|