CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 08-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8632 |
0.8650 |
0.0018 |
0.2% |
0.8791 |
| High |
0.8688 |
0.8680 |
-0.0008 |
-0.1% |
0.8888 |
| Low |
0.8547 |
0.8610 |
0.0063 |
0.7% |
0.8547 |
| Close |
0.8607 |
0.8635 |
0.0028 |
0.3% |
0.8607 |
| Range |
0.0141 |
0.0070 |
-0.0071 |
-50.4% |
0.0341 |
| ATR |
0.0130 |
0.0126 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
155,200 |
177,442 |
22,242 |
14.3% |
602,241 |
|
| Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8852 |
0.8813 |
0.8674 |
|
| R3 |
0.8782 |
0.8743 |
0.8654 |
|
| R2 |
0.8712 |
0.8712 |
0.8648 |
|
| R1 |
0.8673 |
0.8673 |
0.8641 |
0.8658 |
| PP |
0.8642 |
0.8642 |
0.8642 |
0.8634 |
| S1 |
0.8603 |
0.8603 |
0.8629 |
0.8588 |
| S2 |
0.8572 |
0.8572 |
0.8622 |
|
| S3 |
0.8502 |
0.8533 |
0.8616 |
|
| S4 |
0.8432 |
0.8463 |
0.8597 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9704 |
0.9496 |
0.8795 |
|
| R3 |
0.9363 |
0.9155 |
0.8701 |
|
| R2 |
0.9022 |
0.9022 |
0.8670 |
|
| R1 |
0.8814 |
0.8814 |
0.8638 |
0.8748 |
| PP |
0.8681 |
0.8681 |
0.8681 |
0.8647 |
| S1 |
0.8473 |
0.8473 |
0.8576 |
0.8407 |
| S2 |
0.8340 |
0.8340 |
0.8544 |
|
| S3 |
0.7999 |
0.8132 |
0.8513 |
|
| S4 |
0.7658 |
0.7791 |
0.8419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8888 |
0.8547 |
0.0341 |
3.9% |
0.0135 |
1.6% |
26% |
False |
False |
127,508 |
| 10 |
0.9039 |
0.8547 |
0.0492 |
5.7% |
0.0134 |
1.5% |
18% |
False |
False |
120,068 |
| 20 |
0.9275 |
0.8547 |
0.0728 |
8.4% |
0.0121 |
1.4% |
12% |
False |
False |
106,067 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.4% |
0.0120 |
1.4% |
12% |
False |
False |
79,113 |
| 60 |
0.9288 |
0.8547 |
0.0741 |
8.6% |
0.0119 |
1.4% |
12% |
False |
False |
53,169 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.6% |
0.0119 |
1.4% |
12% |
False |
False |
39,907 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.8978 |
|
2.618 |
0.8863 |
|
1.618 |
0.8793 |
|
1.000 |
0.8750 |
|
0.618 |
0.8723 |
|
HIGH |
0.8680 |
|
0.618 |
0.8653 |
|
0.500 |
0.8645 |
|
0.382 |
0.8637 |
|
LOW |
0.8610 |
|
0.618 |
0.8567 |
|
1.000 |
0.8540 |
|
1.618 |
0.8497 |
|
2.618 |
0.8427 |
|
4.250 |
0.8313 |
|
|
| Fisher Pivots for day following 08-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8645 |
0.8670 |
| PP |
0.8642 |
0.8658 |
| S1 |
0.8638 |
0.8647 |
|