CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 29-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8920 |
0.8903 |
-0.0017 |
-0.2% |
0.8973 |
| High |
0.9006 |
0.8922 |
-0.0084 |
-0.9% |
0.9049 |
| Low |
0.8886 |
0.8793 |
-0.0093 |
-1.0% |
0.8793 |
| Close |
0.8908 |
0.8815 |
-0.0093 |
-1.0% |
0.8815 |
| Range |
0.0120 |
0.0129 |
0.0009 |
7.5% |
0.0256 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.5% |
0.0000 |
| Volume |
124,418 |
109,671 |
-14,747 |
-11.9% |
531,000 |
|
| Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9230 |
0.9152 |
0.8886 |
|
| R3 |
0.9101 |
0.9023 |
0.8850 |
|
| R2 |
0.8972 |
0.8972 |
0.8839 |
|
| R1 |
0.8894 |
0.8894 |
0.8827 |
0.8869 |
| PP |
0.8843 |
0.8843 |
0.8843 |
0.8831 |
| S1 |
0.8765 |
0.8765 |
0.8803 |
0.8740 |
| S2 |
0.8714 |
0.8714 |
0.8791 |
|
| S3 |
0.8585 |
0.8636 |
0.8780 |
|
| S4 |
0.8456 |
0.8507 |
0.8744 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9654 |
0.9490 |
0.8956 |
|
| R3 |
0.9398 |
0.9234 |
0.8885 |
|
| R2 |
0.9142 |
0.9142 |
0.8862 |
|
| R1 |
0.8978 |
0.8978 |
0.8838 |
0.8932 |
| PP |
0.8886 |
0.8886 |
0.8886 |
0.8863 |
| S1 |
0.8722 |
0.8722 |
0.8792 |
0.8676 |
| S2 |
0.8630 |
0.8630 |
0.8768 |
|
| S3 |
0.8374 |
0.8466 |
0.8745 |
|
| S4 |
0.8118 |
0.8210 |
0.8674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9049 |
0.8793 |
0.0256 |
2.9% |
0.0122 |
1.4% |
9% |
False |
True |
106,200 |
| 10 |
0.9260 |
0.8793 |
0.0467 |
5.3% |
0.0124 |
1.4% |
5% |
False |
True |
103,184 |
| 20 |
0.9275 |
0.8793 |
0.0482 |
5.5% |
0.0117 |
1.3% |
5% |
False |
True |
83,730 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.9% |
0.0123 |
1.4% |
25% |
False |
False |
59,983 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
7.1% |
0.0122 |
1.4% |
24% |
False |
False |
40,192 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.5% |
0.0117 |
1.3% |
44% |
False |
False |
30,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9470 |
|
2.618 |
0.9260 |
|
1.618 |
0.9131 |
|
1.000 |
0.9051 |
|
0.618 |
0.9002 |
|
HIGH |
0.8922 |
|
0.618 |
0.8873 |
|
0.500 |
0.8858 |
|
0.382 |
0.8842 |
|
LOW |
0.8793 |
|
0.618 |
0.8713 |
|
1.000 |
0.8664 |
|
1.618 |
0.8584 |
|
2.618 |
0.8455 |
|
4.250 |
0.8245 |
|
|
| Fisher Pivots for day following 29-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8858 |
0.8900 |
| PP |
0.8843 |
0.8871 |
| S1 |
0.8829 |
0.8843 |
|