CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 22-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9060 |
0.8969 |
-0.0091 |
-1.0% |
0.9154 |
| High |
0.9096 |
0.9045 |
-0.0051 |
-0.6% |
0.9225 |
| Low |
0.8947 |
0.8935 |
-0.0012 |
-0.1% |
0.8935 |
| Close |
0.8992 |
0.8971 |
-0.0021 |
-0.2% |
0.8971 |
| Range |
0.0149 |
0.0110 |
-0.0039 |
-26.2% |
0.0290 |
| ATR |
0.0122 |
0.0121 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
118,535 |
143,145 |
24,610 |
20.8% |
429,049 |
|
| Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9314 |
0.9252 |
0.9032 |
|
| R3 |
0.9204 |
0.9142 |
0.9001 |
|
| R2 |
0.9094 |
0.9094 |
0.8991 |
|
| R1 |
0.9032 |
0.9032 |
0.8981 |
0.9063 |
| PP |
0.8984 |
0.8984 |
0.8984 |
0.8999 |
| S1 |
0.8922 |
0.8922 |
0.8961 |
0.8953 |
| S2 |
0.8874 |
0.8874 |
0.8951 |
|
| S3 |
0.8764 |
0.8812 |
0.8941 |
|
| S4 |
0.8654 |
0.8702 |
0.8911 |
|
|
| Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9914 |
0.9732 |
0.9131 |
|
| R3 |
0.9624 |
0.9442 |
0.9051 |
|
| R2 |
0.9334 |
0.9334 |
0.9024 |
|
| R1 |
0.9152 |
0.9152 |
0.8998 |
0.9098 |
| PP |
0.9044 |
0.9044 |
0.9044 |
0.9017 |
| S1 |
0.8862 |
0.8862 |
0.8944 |
0.8808 |
| S2 |
0.8754 |
0.8754 |
0.8918 |
|
| S3 |
0.8464 |
0.8572 |
0.8891 |
|
| S4 |
0.8174 |
0.8282 |
0.8812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9260 |
0.8935 |
0.0325 |
3.6% |
0.0126 |
1.4% |
11% |
False |
True |
100,168 |
| 10 |
0.9275 |
0.8935 |
0.0340 |
3.8% |
0.0114 |
1.3% |
11% |
False |
True |
87,433 |
| 20 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0111 |
1.2% |
50% |
False |
False |
68,955 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0123 |
1.4% |
50% |
False |
False |
46,778 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.9% |
0.0122 |
1.4% |
49% |
False |
False |
31,352 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0115 |
1.3% |
62% |
False |
False |
23,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9513 |
|
2.618 |
0.9333 |
|
1.618 |
0.9223 |
|
1.000 |
0.9155 |
|
0.618 |
0.9113 |
|
HIGH |
0.9045 |
|
0.618 |
0.9003 |
|
0.500 |
0.8990 |
|
0.382 |
0.8977 |
|
LOW |
0.8935 |
|
0.618 |
0.8867 |
|
1.000 |
0.8825 |
|
1.618 |
0.8757 |
|
2.618 |
0.8647 |
|
4.250 |
0.8468 |
|
|
| Fisher Pivots for day following 22-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8990 |
0.9061 |
| PP |
0.8984 |
0.9031 |
| S1 |
0.8977 |
0.9001 |
|