CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 24-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8987 |
0.8902 |
-0.0085 |
-0.9% |
0.8850 |
| High |
0.9053 |
0.8940 |
-0.0113 |
-1.2% |
0.9013 |
| Low |
0.8860 |
0.8841 |
-0.0019 |
-0.2% |
0.8824 |
| Close |
0.8888 |
0.8902 |
0.0014 |
0.2% |
0.8962 |
| Range |
0.0193 |
0.0099 |
-0.0094 |
-48.7% |
0.0189 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
60,655 |
138,313 |
77,658 |
128.0% |
410,072 |
|
| Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9191 |
0.9146 |
0.8956 |
|
| R3 |
0.9092 |
0.9047 |
0.8929 |
|
| R2 |
0.8993 |
0.8993 |
0.8920 |
|
| R1 |
0.8948 |
0.8948 |
0.8911 |
0.8952 |
| PP |
0.8894 |
0.8894 |
0.8894 |
0.8896 |
| S1 |
0.8849 |
0.8849 |
0.8893 |
0.8853 |
| S2 |
0.8795 |
0.8795 |
0.8884 |
|
| S3 |
0.8696 |
0.8750 |
0.8875 |
|
| S4 |
0.8597 |
0.8651 |
0.8848 |
|
|
| 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 |
0.9053 |
0.8841 |
0.0212 |
2.4% |
0.0118 |
1.3% |
29% |
False |
True |
94,667 |
| 10 |
0.9053 |
0.8680 |
0.0373 |
4.2% |
0.0122 |
1.4% |
60% |
False |
False |
111,312 |
| 20 |
0.9053 |
0.8547 |
0.0506 |
5.7% |
0.0129 |
1.4% |
70% |
False |
False |
115,798 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.2% |
0.0121 |
1.4% |
49% |
False |
False |
93,624 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.2% |
0.0124 |
1.4% |
49% |
False |
False |
72,872 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.3% |
0.0124 |
1.4% |
48% |
False |
False |
54,782 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0118 |
1.3% |
54% |
False |
False |
43,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9361 |
|
2.618 |
0.9199 |
|
1.618 |
0.9100 |
|
1.000 |
0.9039 |
|
0.618 |
0.9001 |
|
HIGH |
0.8940 |
|
0.618 |
0.8902 |
|
0.500 |
0.8891 |
|
0.382 |
0.8879 |
|
LOW |
0.8841 |
|
0.618 |
0.8780 |
|
1.000 |
0.8742 |
|
1.618 |
0.8681 |
|
2.618 |
0.8582 |
|
4.250 |
0.8420 |
|
|
| Fisher Pivots for day following 24-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8898 |
0.8947 |
| PP |
0.8894 |
0.8932 |
| S1 |
0.8891 |
0.8917 |
|