CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 02-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8791 |
0.8885 |
0.0094 |
1.1% |
0.8973 |
| High |
0.8882 |
0.8888 |
0.0006 |
0.1% |
0.9049 |
| Low |
0.8748 |
0.8744 |
-0.0004 |
0.0% |
0.8793 |
| Close |
0.8870 |
0.8817 |
-0.0053 |
-0.6% |
0.8815 |
| Range |
0.0134 |
0.0144 |
0.0010 |
7.5% |
0.0256 |
| ATR |
0.0123 |
0.0124 |
0.0002 |
1.2% |
0.0000 |
| Volume |
142,139 |
101,870 |
-40,269 |
-28.3% |
531,000 |
|
| Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9248 |
0.9177 |
0.8896 |
|
| R3 |
0.9104 |
0.9033 |
0.8857 |
|
| R2 |
0.8960 |
0.8960 |
0.8843 |
|
| R1 |
0.8889 |
0.8889 |
0.8830 |
0.8853 |
| PP |
0.8816 |
0.8816 |
0.8816 |
0.8798 |
| S1 |
0.8745 |
0.8745 |
0.8804 |
0.8709 |
| S2 |
0.8672 |
0.8672 |
0.8791 |
|
| S3 |
0.8528 |
0.8601 |
0.8777 |
|
| S4 |
0.8384 |
0.8457 |
0.8738 |
|
|
| 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 |
0.9006 |
0.8744 |
0.0262 |
3.0% |
0.0132 |
1.5% |
28% |
False |
True |
117,832 |
| 10 |
0.9186 |
0.8744 |
0.0442 |
5.0% |
0.0131 |
1.5% |
17% |
False |
True |
113,406 |
| 20 |
0.9275 |
0.8744 |
0.0531 |
6.0% |
0.0117 |
1.3% |
14% |
False |
True |
92,653 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.9% |
0.0119 |
1.4% |
25% |
False |
False |
65,959 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
7.1% |
0.0120 |
1.4% |
24% |
False |
False |
44,248 |
| 80 |
0.9288 |
0.8552 |
0.0736 |
8.3% |
0.0117 |
1.3% |
36% |
False |
False |
33,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9500 |
|
2.618 |
0.9265 |
|
1.618 |
0.9121 |
|
1.000 |
0.9032 |
|
0.618 |
0.8977 |
|
HIGH |
0.8888 |
|
0.618 |
0.8833 |
|
0.500 |
0.8816 |
|
0.382 |
0.8799 |
|
LOW |
0.8744 |
|
0.618 |
0.8655 |
|
1.000 |
0.8600 |
|
1.618 |
0.8511 |
|
2.618 |
0.8367 |
|
4.250 |
0.8132 |
|
|
| Fisher Pivots for day following 02-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8817 |
0.8833 |
| PP |
0.8816 |
0.8828 |
| S1 |
0.8816 |
0.8822 |
|