CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 25-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8969 |
0.8973 |
0.0004 |
0.0% |
0.9154 |
| High |
0.9045 |
0.9049 |
0.0004 |
0.0% |
0.9225 |
| Low |
0.8935 |
0.8971 |
0.0036 |
0.4% |
0.8935 |
| Close |
0.8971 |
0.9003 |
0.0032 |
0.4% |
0.8971 |
| Range |
0.0110 |
0.0078 |
-0.0032 |
-29.1% |
0.0290 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
143,145 |
110,001 |
-33,144 |
-23.2% |
429,049 |
|
| Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9242 |
0.9200 |
0.9046 |
|
| R3 |
0.9164 |
0.9122 |
0.9024 |
|
| R2 |
0.9086 |
0.9086 |
0.9017 |
|
| R1 |
0.9044 |
0.9044 |
0.9010 |
0.9065 |
| PP |
0.9008 |
0.9008 |
0.9008 |
0.9018 |
| S1 |
0.8966 |
0.8966 |
0.8996 |
0.8987 |
| S2 |
0.8930 |
0.8930 |
0.8989 |
|
| S3 |
0.8852 |
0.8888 |
0.8982 |
|
| S4 |
0.8774 |
0.8810 |
0.8960 |
|
|
| 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 |
0.9225 |
0.8935 |
0.0290 |
3.2% |
0.0122 |
1.4% |
23% |
False |
False |
107,810 |
| 10 |
0.9275 |
0.8935 |
0.0340 |
3.8% |
0.0109 |
1.2% |
20% |
False |
False |
92,067 |
| 20 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0109 |
1.2% |
55% |
False |
False |
70,011 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0121 |
1.3% |
55% |
False |
False |
49,519 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.9% |
0.0122 |
1.4% |
54% |
False |
False |
33,181 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.3% |
0.0115 |
1.3% |
66% |
False |
False |
24,912 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9381 |
|
2.618 |
0.9253 |
|
1.618 |
0.9175 |
|
1.000 |
0.9127 |
|
0.618 |
0.9097 |
|
HIGH |
0.9049 |
|
0.618 |
0.9019 |
|
0.500 |
0.9010 |
|
0.382 |
0.9001 |
|
LOW |
0.8971 |
|
0.618 |
0.8923 |
|
1.000 |
0.8893 |
|
1.618 |
0.8845 |
|
2.618 |
0.8767 |
|
4.250 |
0.8640 |
|
|
| Fisher Pivots for day following 25-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9010 |
0.9016 |
| PP |
0.9008 |
0.9011 |
| S1 |
0.9005 |
0.9007 |
|