CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 11-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2010 |
11-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8755 |
0.8728 |
-0.0027 |
-0.3% |
0.8791 |
| High |
0.8764 |
0.8895 |
0.0131 |
1.5% |
0.8888 |
| Low |
0.8680 |
0.8725 |
0.0045 |
0.5% |
0.8547 |
| Close |
0.8739 |
0.8889 |
0.0150 |
1.7% |
0.8607 |
| Range |
0.0084 |
0.0170 |
0.0086 |
102.4% |
0.0341 |
| ATR |
0.0126 |
0.0129 |
0.0003 |
2.5% |
0.0000 |
| Volume |
131,847 |
118,754 |
-13,093 |
-9.9% |
602,241 |
|
| Daily Pivots for day following 11-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9346 |
0.9288 |
0.8983 |
|
| R3 |
0.9176 |
0.9118 |
0.8936 |
|
| R2 |
0.9006 |
0.9006 |
0.8920 |
|
| R1 |
0.8948 |
0.8948 |
0.8905 |
0.8977 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8851 |
| S1 |
0.8778 |
0.8778 |
0.8873 |
0.8807 |
| S2 |
0.8666 |
0.8666 |
0.8858 |
|
| S3 |
0.8496 |
0.8608 |
0.8842 |
|
| S4 |
0.8326 |
0.8438 |
0.8796 |
|
|
| 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 |
0.8895 |
0.8547 |
0.0348 |
3.9% |
0.0127 |
1.4% |
98% |
True |
False |
132,252 |
| 10 |
0.8922 |
0.8547 |
0.0375 |
4.2% |
0.0136 |
1.5% |
91% |
False |
False |
121,797 |
| 20 |
0.9275 |
0.8547 |
0.0728 |
8.2% |
0.0129 |
1.5% |
47% |
False |
False |
111,032 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.2% |
0.0121 |
1.4% |
47% |
False |
False |
85,849 |
| 60 |
0.9288 |
0.8547 |
0.0741 |
8.3% |
0.0122 |
1.4% |
46% |
False |
False |
58,634 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.3% |
0.0122 |
1.4% |
46% |
False |
False |
44,012 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0114 |
1.3% |
53% |
False |
False |
35,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9618 |
|
2.618 |
0.9340 |
|
1.618 |
0.9170 |
|
1.000 |
0.9065 |
|
0.618 |
0.9000 |
|
HIGH |
0.8895 |
|
0.618 |
0.8830 |
|
0.500 |
0.8810 |
|
0.382 |
0.8790 |
|
LOW |
0.8725 |
|
0.618 |
0.8620 |
|
1.000 |
0.8555 |
|
1.618 |
0.8450 |
|
2.618 |
0.8280 |
|
4.250 |
0.8003 |
|
|
| Fisher Pivots for day following 11-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8863 |
0.8842 |
| PP |
0.8836 |
0.8794 |
| S1 |
0.8810 |
0.8747 |
|