CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 22-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2010 |
22-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8903 |
0.8982 |
0.0079 |
0.9% |
0.8850 |
| High |
0.9004 |
0.9005 |
0.0001 |
0.0% |
0.9013 |
| Low |
0.8859 |
0.8955 |
0.0096 |
1.1% |
0.8824 |
| Close |
0.8962 |
0.8992 |
0.0030 |
0.3% |
0.8962 |
| Range |
0.0145 |
0.0050 |
-0.0095 |
-65.5% |
0.0189 |
| ATR |
0.0127 |
0.0122 |
-0.0006 |
-4.3% |
0.0000 |
| Volume |
86,279 |
106,856 |
20,577 |
23.8% |
410,072 |
|
| Daily Pivots for day following 22-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9134 |
0.9113 |
0.9020 |
|
| R3 |
0.9084 |
0.9063 |
0.9006 |
|
| R2 |
0.9034 |
0.9034 |
0.9001 |
|
| R1 |
0.9013 |
0.9013 |
0.8997 |
0.9024 |
| PP |
0.8984 |
0.8984 |
0.8984 |
0.8989 |
| S1 |
0.8963 |
0.8963 |
0.8987 |
0.8974 |
| S2 |
0.8934 |
0.8934 |
0.8983 |
|
| S3 |
0.8884 |
0.8913 |
0.8978 |
|
| S4 |
0.8834 |
0.8863 |
0.8965 |
|
|
| 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 |
0.8824 |
0.0189 |
2.1% |
0.0108 |
1.2% |
89% |
False |
False |
103,385 |
| 10 |
0.9013 |
0.8598 |
0.0415 |
4.6% |
0.0116 |
1.3% |
95% |
False |
False |
116,961 |
| 20 |
0.9049 |
0.8547 |
0.0502 |
5.6% |
0.0125 |
1.4% |
89% |
False |
False |
115,142 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0118 |
1.3% |
61% |
False |
False |
92,049 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0124 |
1.4% |
61% |
False |
False |
69,566 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0123 |
1.4% |
60% |
False |
False |
52,300 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.3% |
0.0117 |
1.3% |
65% |
False |
False |
41,859 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9218 |
|
2.618 |
0.9136 |
|
1.618 |
0.9086 |
|
1.000 |
0.9055 |
|
0.618 |
0.9036 |
|
HIGH |
0.9005 |
|
0.618 |
0.8986 |
|
0.500 |
0.8980 |
|
0.382 |
0.8974 |
|
LOW |
0.8955 |
|
0.618 |
0.8924 |
|
1.000 |
0.8905 |
|
1.618 |
0.8874 |
|
2.618 |
0.8824 |
|
4.250 |
0.8743 |
|
|
| Fisher Pivots for day following 22-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8988 |
0.8972 |
| PP |
0.8984 |
0.8952 |
| S1 |
0.8980 |
0.8933 |
|