CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 28-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2010 |
28-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8955 |
0.8920 |
-0.0035 |
-0.4% |
0.9154 |
| High |
0.9001 |
0.9006 |
0.0005 |
0.1% |
0.9225 |
| Low |
0.8866 |
0.8886 |
0.0020 |
0.2% |
0.8935 |
| Close |
0.8906 |
0.8908 |
0.0002 |
0.0% |
0.8971 |
| Range |
0.0135 |
0.0120 |
-0.0015 |
-11.1% |
0.0290 |
| ATR |
0.0121 |
0.0121 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
111,066 |
124,418 |
13,352 |
12.0% |
429,049 |
|
| Daily Pivots for day following 28-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9293 |
0.9221 |
0.8974 |
|
| R3 |
0.9173 |
0.9101 |
0.8941 |
|
| R2 |
0.9053 |
0.9053 |
0.8930 |
|
| R1 |
0.8981 |
0.8981 |
0.8919 |
0.8957 |
| PP |
0.8933 |
0.8933 |
0.8933 |
0.8922 |
| S1 |
0.8861 |
0.8861 |
0.8897 |
0.8837 |
| S2 |
0.8813 |
0.8813 |
0.8886 |
|
| S3 |
0.8693 |
0.8741 |
0.8875 |
|
| S4 |
0.8573 |
0.8621 |
0.8842 |
|
|
| 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 |
0.9049 |
0.8866 |
0.0183 |
2.1% |
0.0118 |
1.3% |
23% |
False |
False |
112,894 |
| 10 |
0.9275 |
0.8866 |
0.0409 |
4.6% |
0.0122 |
1.4% |
10% |
False |
False |
100,267 |
| 20 |
0.9275 |
0.8787 |
0.0488 |
5.5% |
0.0117 |
1.3% |
25% |
False |
False |
79,114 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0122 |
1.4% |
40% |
False |
False |
57,260 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
7.0% |
0.0123 |
1.4% |
39% |
False |
False |
38,366 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0117 |
1.3% |
55% |
False |
False |
28,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9516 |
|
2.618 |
0.9320 |
|
1.618 |
0.9200 |
|
1.000 |
0.9126 |
|
0.618 |
0.9080 |
|
HIGH |
0.9006 |
|
0.618 |
0.8960 |
|
0.500 |
0.8946 |
|
0.382 |
0.8932 |
|
LOW |
0.8886 |
|
0.618 |
0.8812 |
|
1.000 |
0.8766 |
|
1.618 |
0.8692 |
|
2.618 |
0.8572 |
|
4.250 |
0.8376 |
|
|
| Fisher Pivots for day following 28-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8946 |
0.8953 |
| PP |
0.8933 |
0.8938 |
| S1 |
0.8921 |
0.8923 |
|