CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 10-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2010 |
10-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8604 |
0.8755 |
0.0151 |
1.8% |
0.8791 |
| High |
0.8768 |
0.8764 |
-0.0004 |
0.0% |
0.8888 |
| Low |
0.8598 |
0.8680 |
0.0082 |
1.0% |
0.8547 |
| Close |
0.8725 |
0.8739 |
0.0014 |
0.2% |
0.8607 |
| Range |
0.0170 |
0.0084 |
-0.0086 |
-50.6% |
0.0341 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
78,018 |
131,847 |
53,829 |
69.0% |
602,241 |
|
| Daily Pivots for day following 10-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.8980 |
0.8943 |
0.8785 |
|
| R3 |
0.8896 |
0.8859 |
0.8762 |
|
| R2 |
0.8812 |
0.8812 |
0.8754 |
|
| R1 |
0.8775 |
0.8775 |
0.8747 |
0.8752 |
| PP |
0.8728 |
0.8728 |
0.8728 |
0.8716 |
| S1 |
0.8691 |
0.8691 |
0.8731 |
0.8668 |
| S2 |
0.8644 |
0.8644 |
0.8724 |
|
| S3 |
0.8560 |
0.8607 |
0.8716 |
|
| S4 |
0.8476 |
0.8523 |
0.8693 |
|
|
| 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 |
0.8792 |
0.8547 |
0.0245 |
2.8% |
0.0136 |
1.6% |
78% |
False |
False |
126,704 |
| 10 |
0.9006 |
0.8547 |
0.0459 |
5.3% |
0.0131 |
1.5% |
42% |
False |
False |
122,363 |
| 20 |
0.9275 |
0.8547 |
0.0728 |
8.3% |
0.0125 |
1.4% |
26% |
False |
False |
109,617 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.3% |
0.0119 |
1.4% |
26% |
False |
False |
83,732 |
| 60 |
0.9288 |
0.8547 |
0.0741 |
8.5% |
0.0120 |
1.4% |
26% |
False |
False |
56,664 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.5% |
0.0121 |
1.4% |
26% |
False |
False |
42,528 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9121 |
|
2.618 |
0.8984 |
|
1.618 |
0.8900 |
|
1.000 |
0.8848 |
|
0.618 |
0.8816 |
|
HIGH |
0.8764 |
|
0.618 |
0.8732 |
|
0.500 |
0.8722 |
|
0.382 |
0.8712 |
|
LOW |
0.8680 |
|
0.618 |
0.8628 |
|
1.000 |
0.8596 |
|
1.618 |
0.8544 |
|
2.618 |
0.8460 |
|
4.250 |
0.8323 |
|
|
| Fisher Pivots for day following 10-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8733 |
0.8720 |
| PP |
0.8728 |
0.8702 |
| S1 |
0.8722 |
0.8683 |
|