CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 02-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2010 |
02-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8963 |
0.9001 |
0.0038 |
0.4% |
0.8982 |
| High |
0.9005 |
0.9048 |
0.0043 |
0.5% |
0.9053 |
| Low |
0.8922 |
0.8943 |
0.0021 |
0.2% |
0.8787 |
| Close |
0.8995 |
0.9027 |
0.0032 |
0.4% |
0.8957 |
| Range |
0.0083 |
0.0105 |
0.0022 |
26.5% |
0.0266 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
114,254 |
81,497 |
-32,757 |
-28.7% |
574,236 |
|
| Daily Pivots for day following 02-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9321 |
0.9279 |
0.9085 |
|
| R3 |
0.9216 |
0.9174 |
0.9056 |
|
| R2 |
0.9111 |
0.9111 |
0.9046 |
|
| R1 |
0.9069 |
0.9069 |
0.9037 |
0.9090 |
| PP |
0.9006 |
0.9006 |
0.9006 |
0.9017 |
| S1 |
0.8964 |
0.8964 |
0.9017 |
0.8985 |
| S2 |
0.8901 |
0.8901 |
0.9008 |
|
| S3 |
0.8796 |
0.8859 |
0.8998 |
|
| S4 |
0.8691 |
0.8754 |
0.8969 |
|
|
| 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 |
0.9048 |
0.8787 |
0.0261 |
2.9% |
0.0111 |
1.2% |
92% |
True |
False |
120,495 |
| 10 |
0.9053 |
0.8787 |
0.0266 |
2.9% |
0.0111 |
1.2% |
90% |
False |
False |
104,357 |
| 20 |
0.9053 |
0.8547 |
0.0506 |
5.6% |
0.0126 |
1.4% |
95% |
False |
False |
114,642 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0123 |
1.4% |
66% |
False |
False |
101,917 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0120 |
1.3% |
66% |
False |
False |
80,556 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0122 |
1.3% |
65% |
False |
False |
60,574 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.3% |
0.0119 |
1.3% |
69% |
False |
False |
48,487 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9494 |
|
2.618 |
0.9323 |
|
1.618 |
0.9218 |
|
1.000 |
0.9153 |
|
0.618 |
0.9113 |
|
HIGH |
0.9048 |
|
0.618 |
0.9008 |
|
0.500 |
0.8996 |
|
0.382 |
0.8983 |
|
LOW |
0.8943 |
|
0.618 |
0.8878 |
|
1.000 |
0.8838 |
|
1.618 |
0.8773 |
|
2.618 |
0.8668 |
|
4.250 |
0.8497 |
|
|
| Fisher Pivots for day following 02-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9017 |
0.9001 |
| PP |
0.9006 |
0.8975 |
| S1 |
0.8996 |
0.8949 |
|