CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 27-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2010 |
27-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8993 |
0.8955 |
-0.0038 |
-0.4% |
0.9154 |
| High |
0.9039 |
0.9001 |
-0.0038 |
-0.4% |
0.9225 |
| Low |
0.8893 |
0.8866 |
-0.0027 |
-0.3% |
0.8935 |
| Close |
0.8960 |
0.8906 |
-0.0054 |
-0.6% |
0.8971 |
| Range |
0.0146 |
0.0135 |
-0.0011 |
-7.5% |
0.0290 |
| ATR |
0.0120 |
0.0121 |
0.0001 |
0.9% |
0.0000 |
| Volume |
75,844 |
111,066 |
35,222 |
46.4% |
429,049 |
|
| Daily Pivots for day following 27-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9329 |
0.9253 |
0.8980 |
|
| R3 |
0.9194 |
0.9118 |
0.8943 |
|
| R2 |
0.9059 |
0.9059 |
0.8931 |
|
| R1 |
0.8983 |
0.8983 |
0.8918 |
0.8954 |
| PP |
0.8924 |
0.8924 |
0.8924 |
0.8910 |
| S1 |
0.8848 |
0.8848 |
0.8894 |
0.8819 |
| S2 |
0.8789 |
0.8789 |
0.8881 |
|
| S3 |
0.8654 |
0.8713 |
0.8869 |
|
| S4 |
0.8519 |
0.8578 |
0.8832 |
|
|
| 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 |
0.9096 |
0.8866 |
0.0230 |
2.6% |
0.0124 |
1.4% |
17% |
False |
True |
111,718 |
| 10 |
0.9275 |
0.8866 |
0.0409 |
4.6% |
0.0118 |
1.3% |
10% |
False |
True |
96,872 |
| 20 |
0.9275 |
0.8715 |
0.0560 |
6.3% |
0.0115 |
1.3% |
34% |
False |
False |
74,785 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0122 |
1.4% |
40% |
False |
False |
54,168 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
7.0% |
0.0123 |
1.4% |
39% |
False |
False |
36,294 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0116 |
1.3% |
55% |
False |
False |
27,247 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9575 |
|
2.618 |
0.9354 |
|
1.618 |
0.9219 |
|
1.000 |
0.9136 |
|
0.618 |
0.9084 |
|
HIGH |
0.9001 |
|
0.618 |
0.8949 |
|
0.500 |
0.8934 |
|
0.382 |
0.8918 |
|
LOW |
0.8866 |
|
0.618 |
0.8783 |
|
1.000 |
0.8731 |
|
1.618 |
0.8648 |
|
2.618 |
0.8513 |
|
4.250 |
0.8292 |
|
|
| Fisher Pivots for day following 27-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8934 |
0.8958 |
| PP |
0.8924 |
0.8940 |
| S1 |
0.8915 |
0.8923 |
|