CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 18-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8988 |
0.8959 |
-0.0029 |
-0.3% |
0.8650 |
| High |
0.9013 |
0.9006 |
-0.0007 |
-0.1% |
0.8895 |
| Low |
0.8951 |
0.8903 |
-0.0048 |
-0.5% |
0.8598 |
| Close |
0.8975 |
0.9004 |
0.0029 |
0.3% |
0.8859 |
| Range |
0.0062 |
0.0103 |
0.0041 |
66.1% |
0.0297 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
106,068 |
81,236 |
-24,832 |
-23.4% |
652,684 |
|
| Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9280 |
0.9245 |
0.9061 |
|
| R3 |
0.9177 |
0.9142 |
0.9032 |
|
| R2 |
0.9074 |
0.9074 |
0.9023 |
|
| R1 |
0.9039 |
0.9039 |
0.9013 |
0.9057 |
| PP |
0.8971 |
0.8971 |
0.8971 |
0.8980 |
| S1 |
0.8936 |
0.8936 |
0.8995 |
0.8954 |
| S2 |
0.8868 |
0.8868 |
0.8985 |
|
| S3 |
0.8765 |
0.8833 |
0.8976 |
|
| S4 |
0.8662 |
0.8730 |
0.8947 |
|
|
| 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 |
0.9013 |
0.8725 |
0.0288 |
3.2% |
0.0129 |
1.4% |
97% |
False |
False |
117,834 |
| 10 |
0.9013 |
0.8547 |
0.0466 |
5.2% |
0.0132 |
1.5% |
98% |
False |
False |
122,269 |
| 20 |
0.9096 |
0.8547 |
0.0549 |
6.1% |
0.0129 |
1.4% |
83% |
False |
False |
118,569 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0120 |
1.3% |
63% |
False |
False |
91,012 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0123 |
1.4% |
63% |
False |
False |
66,371 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0123 |
1.4% |
62% |
False |
False |
49,887 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.3% |
0.0117 |
1.3% |
66% |
False |
False |
39,929 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9444 |
|
2.618 |
0.9276 |
|
1.618 |
0.9173 |
|
1.000 |
0.9109 |
|
0.618 |
0.9070 |
|
HIGH |
0.9006 |
|
0.618 |
0.8967 |
|
0.500 |
0.8955 |
|
0.382 |
0.8942 |
|
LOW |
0.8903 |
|
0.618 |
0.8839 |
|
1.000 |
0.8800 |
|
1.618 |
0.8736 |
|
2.618 |
0.8633 |
|
4.250 |
0.8465 |
|
|
| Fisher Pivots for day following 18-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8988 |
0.8976 |
| PP |
0.8971 |
0.8947 |
| S1 |
0.8955 |
0.8919 |
|