CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 19-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2010 |
19-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8959 |
0.8903 |
-0.0056 |
-0.6% |
0.8850 |
| High |
0.9006 |
0.9004 |
-0.0002 |
0.0% |
0.9013 |
| Low |
0.8903 |
0.8859 |
-0.0044 |
-0.5% |
0.8824 |
| Close |
0.9004 |
0.8962 |
-0.0042 |
-0.5% |
0.8962 |
| Range |
0.0103 |
0.0145 |
0.0042 |
40.8% |
0.0189 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
1.1% |
0.0000 |
| Volume |
81,236 |
86,279 |
5,043 |
6.2% |
410,072 |
|
| Daily Pivots for day following 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9377 |
0.9314 |
0.9042 |
|
| R3 |
0.9232 |
0.9169 |
0.9002 |
|
| R2 |
0.9087 |
0.9087 |
0.8989 |
|
| R1 |
0.9024 |
0.9024 |
0.8975 |
0.9056 |
| PP |
0.8942 |
0.8942 |
0.8942 |
0.8957 |
| S1 |
0.8879 |
0.8879 |
0.8949 |
0.8911 |
| S2 |
0.8797 |
0.8797 |
0.8935 |
|
| S3 |
0.8652 |
0.8734 |
0.8922 |
|
| S4 |
0.8507 |
0.8589 |
0.8882 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9500 |
0.9420 |
0.9066 |
|
| R3 |
0.9311 |
0.9231 |
0.9014 |
|
| R2 |
0.9122 |
0.9122 |
0.8997 |
|
| R1 |
0.9042 |
0.9042 |
0.8979 |
0.9082 |
| PP |
0.8933 |
0.8933 |
0.8933 |
0.8953 |
| S1 |
0.8853 |
0.8853 |
0.8945 |
0.8893 |
| S2 |
0.8744 |
0.8744 |
0.8927 |
|
| S3 |
0.8555 |
0.8664 |
0.8910 |
|
| S4 |
0.8366 |
0.8475 |
0.8858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9013 |
0.8759 |
0.0254 |
2.8% |
0.0124 |
1.4% |
80% |
False |
False |
111,339 |
| 10 |
0.9013 |
0.8547 |
0.0466 |
5.2% |
0.0125 |
1.4% |
89% |
False |
False |
121,795 |
| 20 |
0.9049 |
0.8547 |
0.0502 |
5.6% |
0.0128 |
1.4% |
83% |
False |
False |
116,957 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0121 |
1.3% |
57% |
False |
False |
91,533 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0124 |
1.4% |
57% |
False |
False |
67,792 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.3% |
0.0124 |
1.4% |
56% |
False |
False |
50,964 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0118 |
1.3% |
61% |
False |
False |
40,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9620 |
|
2.618 |
0.9384 |
|
1.618 |
0.9239 |
|
1.000 |
0.9149 |
|
0.618 |
0.9094 |
|
HIGH |
0.9004 |
|
0.618 |
0.8949 |
|
0.500 |
0.8932 |
|
0.382 |
0.8914 |
|
LOW |
0.8859 |
|
0.618 |
0.8769 |
|
1.000 |
0.8714 |
|
1.618 |
0.8624 |
|
2.618 |
0.8479 |
|
4.250 |
0.8243 |
|
|
| Fisher Pivots for day following 19-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8952 |
0.8953 |
| PP |
0.8942 |
0.8945 |
| S1 |
0.8932 |
0.8936 |
|