CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 01-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2010 |
01-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8866 |
0.8963 |
0.0097 |
1.1% |
0.8982 |
| High |
0.8967 |
0.9005 |
0.0038 |
0.4% |
0.9053 |
| Low |
0.8849 |
0.8922 |
0.0073 |
0.8% |
0.8787 |
| Close |
0.8957 |
0.8995 |
0.0038 |
0.4% |
0.8957 |
| Range |
0.0118 |
0.0083 |
-0.0035 |
-29.7% |
0.0266 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
142,061 |
114,254 |
-27,807 |
-19.6% |
574,236 |
|
| Daily Pivots for day following 01-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9223 |
0.9192 |
0.9041 |
|
| R3 |
0.9140 |
0.9109 |
0.9018 |
|
| R2 |
0.9057 |
0.9057 |
0.9010 |
|
| R1 |
0.9026 |
0.9026 |
0.9003 |
0.9042 |
| PP |
0.8974 |
0.8974 |
0.8974 |
0.8982 |
| S1 |
0.8943 |
0.8943 |
0.8987 |
0.8959 |
| S2 |
0.8891 |
0.8891 |
0.8980 |
|
| S3 |
0.8808 |
0.8860 |
0.8972 |
|
| S4 |
0.8725 |
0.8777 |
0.8949 |
|
|
| 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% |
0.0129 |
1.4% |
78% |
False |
False |
116,326 |
| 10 |
0.9053 |
0.8787 |
0.0266 |
3.0% |
0.0118 |
1.3% |
78% |
False |
False |
109,856 |
| 20 |
0.9053 |
0.8547 |
0.0506 |
5.6% |
0.0127 |
1.4% |
89% |
False |
False |
117,674 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0122 |
1.4% |
62% |
False |
False |
100,702 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0124 |
1.4% |
62% |
False |
False |
79,214 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0123 |
1.4% |
60% |
False |
False |
59,562 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.3% |
0.0119 |
1.3% |
65% |
False |
False |
47,672 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9358 |
|
2.618 |
0.9222 |
|
1.618 |
0.9139 |
|
1.000 |
0.9088 |
|
0.618 |
0.9056 |
|
HIGH |
0.9005 |
|
0.618 |
0.8973 |
|
0.500 |
0.8964 |
|
0.382 |
0.8954 |
|
LOW |
0.8922 |
|
0.618 |
0.8871 |
|
1.000 |
0.8839 |
|
1.618 |
0.8788 |
|
2.618 |
0.8705 |
|
4.250 |
0.8569 |
|
|
| Fisher Pivots for day following 01-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8985 |
0.8962 |
| PP |
0.8974 |
0.8929 |
| S1 |
0.8964 |
0.8896 |
|