CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 12-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2010 |
12-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8728 |
0.8877 |
0.0149 |
1.7% |
0.8650 |
| High |
0.8895 |
0.8889 |
-0.0006 |
-0.1% |
0.8895 |
| Low |
0.8725 |
0.8759 |
0.0034 |
0.4% |
0.8598 |
| Close |
0.8889 |
0.8859 |
-0.0030 |
-0.3% |
0.8859 |
| Range |
0.0170 |
0.0130 |
-0.0040 |
-23.5% |
0.0297 |
| ATR |
0.0129 |
0.0129 |
0.0000 |
0.1% |
0.0000 |
| Volume |
118,754 |
146,623 |
27,869 |
23.5% |
652,684 |
|
| Daily Pivots for day following 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9226 |
0.9172 |
0.8931 |
|
| R3 |
0.9096 |
0.9042 |
0.8895 |
|
| R2 |
0.8966 |
0.8966 |
0.8883 |
|
| R1 |
0.8912 |
0.8912 |
0.8871 |
0.8874 |
| PP |
0.8836 |
0.8836 |
0.8836 |
0.8817 |
| S1 |
0.8782 |
0.8782 |
0.8847 |
0.8744 |
| S2 |
0.8706 |
0.8706 |
0.8835 |
|
| S3 |
0.8576 |
0.8652 |
0.8823 |
|
| S4 |
0.8446 |
0.8522 |
0.8788 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9675 |
0.9564 |
0.9022 |
|
| R3 |
0.9378 |
0.9267 |
0.8941 |
|
| R2 |
0.9081 |
0.9081 |
0.8913 |
|
| R1 |
0.8970 |
0.8970 |
0.8886 |
0.9026 |
| PP |
0.8784 |
0.8784 |
0.8784 |
0.8812 |
| S1 |
0.8673 |
0.8673 |
0.8832 |
0.8729 |
| S2 |
0.8487 |
0.8487 |
0.8805 |
|
| S3 |
0.8190 |
0.8376 |
0.8777 |
|
| S4 |
0.7893 |
0.8079 |
0.8696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8895 |
0.8598 |
0.0297 |
3.4% |
0.0125 |
1.4% |
88% |
False |
False |
130,536 |
| 10 |
0.8895 |
0.8547 |
0.0348 |
3.9% |
0.0136 |
1.5% |
90% |
False |
False |
125,492 |
| 20 |
0.9260 |
0.8547 |
0.0713 |
8.0% |
0.0130 |
1.5% |
44% |
False |
False |
114,338 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.2% |
0.0121 |
1.4% |
43% |
False |
False |
88,382 |
| 60 |
0.9288 |
0.8547 |
0.0741 |
8.4% |
0.0123 |
1.4% |
42% |
False |
False |
61,075 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.4% |
0.0123 |
1.4% |
42% |
False |
False |
45,844 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.5% |
0.0115 |
1.3% |
49% |
False |
False |
36,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9442 |
|
2.618 |
0.9229 |
|
1.618 |
0.9099 |
|
1.000 |
0.9019 |
|
0.618 |
0.8969 |
|
HIGH |
0.8889 |
|
0.618 |
0.8839 |
|
0.500 |
0.8824 |
|
0.382 |
0.8809 |
|
LOW |
0.8759 |
|
0.618 |
0.8679 |
|
1.000 |
0.8629 |
|
1.618 |
0.8549 |
|
2.618 |
0.8419 |
|
4.250 |
0.8207 |
|
|
| Fisher Pivots for day following 12-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8847 |
0.8835 |
| PP |
0.8836 |
0.8811 |
| S1 |
0.8824 |
0.8788 |
|