CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 01-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2010 |
01-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8903 |
0.8791 |
-0.0112 |
-1.3% |
0.8973 |
| High |
0.8922 |
0.8882 |
-0.0040 |
-0.4% |
0.9049 |
| Low |
0.8793 |
0.8748 |
-0.0045 |
-0.5% |
0.8793 |
| Close |
0.8815 |
0.8870 |
0.0055 |
0.6% |
0.8815 |
| Range |
0.0129 |
0.0134 |
0.0005 |
3.9% |
0.0256 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
0.7% |
0.0000 |
| Volume |
109,671 |
142,139 |
32,468 |
29.6% |
531,000 |
|
| Daily Pivots for day following 01-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9235 |
0.9187 |
0.8944 |
|
| R3 |
0.9101 |
0.9053 |
0.8907 |
|
| R2 |
0.8967 |
0.8967 |
0.8895 |
|
| R1 |
0.8919 |
0.8919 |
0.8882 |
0.8943 |
| PP |
0.8833 |
0.8833 |
0.8833 |
0.8846 |
| S1 |
0.8785 |
0.8785 |
0.8858 |
0.8809 |
| S2 |
0.8699 |
0.8699 |
0.8845 |
|
| S3 |
0.8565 |
0.8651 |
0.8833 |
|
| S4 |
0.8431 |
0.8517 |
0.8796 |
|
|
| 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 |
0.9039 |
0.8748 |
0.0291 |
3.3% |
0.0133 |
1.5% |
42% |
False |
True |
112,627 |
| 10 |
0.9225 |
0.8748 |
0.0477 |
5.4% |
0.0127 |
1.4% |
26% |
False |
True |
110,218 |
| 20 |
0.9275 |
0.8748 |
0.0527 |
5.9% |
0.0119 |
1.3% |
23% |
False |
True |
89,192 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.9% |
0.0118 |
1.3% |
34% |
False |
False |
63,513 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
7.0% |
0.0120 |
1.4% |
33% |
False |
False |
42,552 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.5% |
0.0117 |
1.3% |
50% |
False |
False |
31,948 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9452 |
|
2.618 |
0.9233 |
|
1.618 |
0.9099 |
|
1.000 |
0.9016 |
|
0.618 |
0.8965 |
|
HIGH |
0.8882 |
|
0.618 |
0.8831 |
|
0.500 |
0.8815 |
|
0.382 |
0.8799 |
|
LOW |
0.8748 |
|
0.618 |
0.8665 |
|
1.000 |
0.8614 |
|
1.618 |
0.8531 |
|
2.618 |
0.8397 |
|
4.250 |
0.8179 |
|
|
| Fisher Pivots for day following 01-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8852 |
0.8877 |
| PP |
0.8833 |
0.8875 |
| S1 |
0.8815 |
0.8872 |
|