CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 25-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2010 |
25-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8902 |
0.8917 |
0.0015 |
0.2% |
0.8850 |
| High |
0.8940 |
0.8938 |
-0.0002 |
0.0% |
0.9013 |
| Low |
0.8841 |
0.8787 |
-0.0054 |
-0.6% |
0.8824 |
| Close |
0.8902 |
0.8851 |
-0.0051 |
-0.6% |
0.8962 |
| Range |
0.0099 |
0.0151 |
0.0052 |
52.5% |
0.0189 |
| ATR |
0.0125 |
0.0127 |
0.0002 |
1.5% |
0.0000 |
| Volume |
138,313 |
126,351 |
-11,962 |
-8.6% |
410,072 |
|
| Daily Pivots for day following 25-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9312 |
0.9232 |
0.8934 |
|
| R3 |
0.9161 |
0.9081 |
0.8893 |
|
| R2 |
0.9010 |
0.9010 |
0.8879 |
|
| R1 |
0.8930 |
0.8930 |
0.8865 |
0.8895 |
| PP |
0.8859 |
0.8859 |
0.8859 |
0.8841 |
| S1 |
0.8779 |
0.8779 |
0.8837 |
0.8744 |
| S2 |
0.8708 |
0.8708 |
0.8823 |
|
| S3 |
0.8557 |
0.8628 |
0.8809 |
|
| S4 |
0.8406 |
0.8477 |
0.8768 |
|
|
| 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 |
0.8787 |
0.0266 |
3.0% |
0.0128 |
1.4% |
24% |
False |
True |
103,690 |
| 10 |
0.9053 |
0.8725 |
0.0328 |
3.7% |
0.0128 |
1.4% |
38% |
False |
False |
110,762 |
| 20 |
0.9053 |
0.8547 |
0.0506 |
5.7% |
0.0130 |
1.5% |
60% |
False |
False |
116,563 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.2% |
0.0122 |
1.4% |
42% |
False |
False |
95,674 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.2% |
0.0124 |
1.4% |
42% |
False |
False |
74,966 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.4% |
0.0124 |
1.4% |
41% |
False |
False |
56,361 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.5% |
0.0119 |
1.3% |
48% |
False |
False |
45,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9580 |
|
2.618 |
0.9333 |
|
1.618 |
0.9182 |
|
1.000 |
0.9089 |
|
0.618 |
0.9031 |
|
HIGH |
0.8938 |
|
0.618 |
0.8880 |
|
0.500 |
0.8863 |
|
0.382 |
0.8845 |
|
LOW |
0.8787 |
|
0.618 |
0.8694 |
|
1.000 |
0.8636 |
|
1.618 |
0.8543 |
|
2.618 |
0.8392 |
|
4.250 |
0.8145 |
|
|
| Fisher Pivots for day following 25-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8863 |
0.8920 |
| PP |
0.8859 |
0.8897 |
| S1 |
0.8855 |
0.8874 |
|