CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 16-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2010 |
16-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8877 |
0.8850 |
-0.0027 |
-0.3% |
0.8650 |
| High |
0.8889 |
0.9003 |
0.0114 |
1.3% |
0.8895 |
| Low |
0.8759 |
0.8824 |
0.0065 |
0.7% |
0.8598 |
| Close |
0.8859 |
0.8985 |
0.0126 |
1.4% |
0.8859 |
| Range |
0.0130 |
0.0179 |
0.0049 |
37.7% |
0.0297 |
| ATR |
0.0129 |
0.0133 |
0.0004 |
2.8% |
0.0000 |
| Volume |
146,623 |
136,489 |
-10,134 |
-6.9% |
652,684 |
|
| Daily Pivots for day following 16-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9474 |
0.9409 |
0.9083 |
|
| R3 |
0.9295 |
0.9230 |
0.9034 |
|
| R2 |
0.9116 |
0.9116 |
0.9018 |
|
| R1 |
0.9051 |
0.9051 |
0.9001 |
0.9084 |
| PP |
0.8937 |
0.8937 |
0.8937 |
0.8954 |
| S1 |
0.8872 |
0.8872 |
0.8969 |
0.8905 |
| S2 |
0.8758 |
0.8758 |
0.8952 |
|
| S3 |
0.8579 |
0.8693 |
0.8936 |
|
| S4 |
0.8400 |
0.8514 |
0.8887 |
|
|
| 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 |
0.9003 |
0.8598 |
0.0405 |
4.5% |
0.0147 |
1.6% |
96% |
True |
False |
122,346 |
| 10 |
0.9003 |
0.8547 |
0.0456 |
5.1% |
0.0141 |
1.6% |
96% |
True |
False |
124,927 |
| 20 |
0.9225 |
0.8547 |
0.0678 |
7.5% |
0.0134 |
1.5% |
65% |
False |
False |
117,573 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0122 |
1.4% |
60% |
False |
False |
89,968 |
| 60 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0124 |
1.4% |
59% |
False |
False |
63,263 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0125 |
1.4% |
59% |
False |
False |
47,549 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.3% |
0.0116 |
1.3% |
64% |
False |
False |
38,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9764 |
|
2.618 |
0.9472 |
|
1.618 |
0.9293 |
|
1.000 |
0.9182 |
|
0.618 |
0.9114 |
|
HIGH |
0.9003 |
|
0.618 |
0.8935 |
|
0.500 |
0.8914 |
|
0.382 |
0.8892 |
|
LOW |
0.8824 |
|
0.618 |
0.8713 |
|
1.000 |
0.8645 |
|
1.618 |
0.8534 |
|
2.618 |
0.8355 |
|
4.250 |
0.8063 |
|
|
| Fisher Pivots for day following 16-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8961 |
0.8945 |
| PP |
0.8937 |
0.8904 |
| S1 |
0.8914 |
0.8864 |
|