CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 26-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2010 |
26-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8973 |
0.8993 |
0.0020 |
0.2% |
0.9154 |
| High |
0.9049 |
0.9039 |
-0.0010 |
-0.1% |
0.9225 |
| Low |
0.8971 |
0.8893 |
-0.0078 |
-0.9% |
0.8935 |
| Close |
0.9003 |
0.8960 |
-0.0043 |
-0.5% |
0.8971 |
| Range |
0.0078 |
0.0146 |
0.0068 |
87.2% |
0.0290 |
| ATR |
0.0118 |
0.0120 |
0.0002 |
1.7% |
0.0000 |
| Volume |
110,001 |
75,844 |
-34,157 |
-31.1% |
429,049 |
|
| Daily Pivots for day following 26-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9402 |
0.9327 |
0.9040 |
|
| R3 |
0.9256 |
0.9181 |
0.9000 |
|
| R2 |
0.9110 |
0.9110 |
0.8987 |
|
| R1 |
0.9035 |
0.9035 |
0.8973 |
0.9000 |
| PP |
0.8964 |
0.8964 |
0.8964 |
0.8946 |
| S1 |
0.8889 |
0.8889 |
0.8947 |
0.8854 |
| S2 |
0.8818 |
0.8818 |
0.8933 |
|
| S3 |
0.8672 |
0.8743 |
0.8920 |
|
| S4 |
0.8526 |
0.8597 |
0.8880 |
|
|
| 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 |
0.9186 |
0.8893 |
0.0293 |
3.3% |
0.0130 |
1.5% |
23% |
False |
True |
108,979 |
| 10 |
0.9275 |
0.8893 |
0.0382 |
4.3% |
0.0118 |
1.3% |
18% |
False |
True |
91,444 |
| 20 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0112 |
1.3% |
48% |
False |
False |
71,449 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0122 |
1.4% |
48% |
False |
False |
51,409 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
7.0% |
0.0123 |
1.4% |
47% |
False |
False |
34,444 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0116 |
1.3% |
61% |
False |
False |
25,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9660 |
|
2.618 |
0.9421 |
|
1.618 |
0.9275 |
|
1.000 |
0.9185 |
|
0.618 |
0.9129 |
|
HIGH |
0.9039 |
|
0.618 |
0.8983 |
|
0.500 |
0.8966 |
|
0.382 |
0.8949 |
|
LOW |
0.8893 |
|
0.618 |
0.8803 |
|
1.000 |
0.8747 |
|
1.618 |
0.8657 |
|
2.618 |
0.8511 |
|
4.250 |
0.8273 |
|
|
| Fisher Pivots for day following 26-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8966 |
0.8971 |
| PP |
0.8964 |
0.8967 |
| S1 |
0.8962 |
0.8964 |
|