CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 26-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2010 |
26-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8917 |
0.8866 |
-0.0051 |
-0.6% |
0.8982 |
| High |
0.8938 |
0.8967 |
0.0029 |
0.3% |
0.9053 |
| Low |
0.8787 |
0.8849 |
0.0062 |
0.7% |
0.8787 |
| Close |
0.8851 |
0.8957 |
0.0106 |
1.2% |
0.8957 |
| Range |
0.0151 |
0.0118 |
-0.0033 |
-21.9% |
0.0266 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
126,351 |
142,061 |
15,710 |
12.4% |
574,236 |
|
| Daily Pivots for day following 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9278 |
0.9236 |
0.9022 |
|
| R3 |
0.9160 |
0.9118 |
0.8989 |
|
| R2 |
0.9042 |
0.9042 |
0.8979 |
|
| R1 |
0.9000 |
0.9000 |
0.8968 |
0.9021 |
| PP |
0.8924 |
0.8924 |
0.8924 |
0.8935 |
| S1 |
0.8882 |
0.8882 |
0.8946 |
0.8903 |
| S2 |
0.8806 |
0.8806 |
0.8935 |
|
| S3 |
0.8688 |
0.8764 |
0.8925 |
|
| S4 |
0.8570 |
0.8646 |
0.8892 |
|
|
| Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9730 |
0.9610 |
0.9103 |
|
| R3 |
0.9464 |
0.9344 |
0.9030 |
|
| R2 |
0.9198 |
0.9198 |
0.9006 |
|
| R1 |
0.9078 |
0.9078 |
0.8981 |
0.9005 |
| PP |
0.8932 |
0.8932 |
0.8932 |
0.8896 |
| S1 |
0.8812 |
0.8812 |
0.8933 |
0.8739 |
| S2 |
0.8666 |
0.8666 |
0.8908 |
|
| S3 |
0.8400 |
0.8546 |
0.8884 |
|
| S4 |
0.8134 |
0.8280 |
0.8811 |
|
|
| 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% |
0.0122 |
1.4% |
64% |
False |
False |
114,847 |
| 10 |
0.9053 |
0.8759 |
0.0294 |
3.3% |
0.0123 |
1.4% |
67% |
False |
False |
113,093 |
| 20 |
0.9053 |
0.8547 |
0.0506 |
5.6% |
0.0130 |
1.4% |
81% |
False |
False |
117,445 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0123 |
1.4% |
56% |
False |
False |
98,279 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0124 |
1.4% |
56% |
False |
False |
77,322 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.3% |
0.0125 |
1.4% |
55% |
False |
False |
58,135 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0120 |
1.3% |
61% |
False |
False |
46,530 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9469 |
|
2.618 |
0.9276 |
|
1.618 |
0.9158 |
|
1.000 |
0.9085 |
|
0.618 |
0.9040 |
|
HIGH |
0.8967 |
|
0.618 |
0.8922 |
|
0.500 |
0.8908 |
|
0.382 |
0.8894 |
|
LOW |
0.8849 |
|
0.618 |
0.8776 |
|
1.000 |
0.8731 |
|
1.618 |
0.8658 |
|
2.618 |
0.8540 |
|
4.250 |
0.8348 |
|
|
| Fisher Pivots for day following 26-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8941 |
0.8930 |
| PP |
0.8924 |
0.8904 |
| S1 |
0.8908 |
0.8877 |
|