CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 03-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2010 |
03-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9001 |
0.9025 |
0.0024 |
0.3% |
0.8982 |
| High |
0.9048 |
0.9075 |
0.0027 |
0.3% |
0.9053 |
| Low |
0.8943 |
0.8997 |
0.0054 |
0.6% |
0.8787 |
| Close |
0.9027 |
0.9040 |
0.0013 |
0.1% |
0.8957 |
| Range |
0.0105 |
0.0078 |
-0.0027 |
-25.7% |
0.0266 |
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
81,497 |
88,391 |
6,894 |
8.5% |
574,236 |
|
| Daily Pivots for day following 03-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9271 |
0.9234 |
0.9083 |
|
| R3 |
0.9193 |
0.9156 |
0.9061 |
|
| R2 |
0.9115 |
0.9115 |
0.9054 |
|
| R1 |
0.9078 |
0.9078 |
0.9047 |
0.9097 |
| PP |
0.9037 |
0.9037 |
0.9037 |
0.9047 |
| S1 |
0.9000 |
0.9000 |
0.9033 |
0.9019 |
| S2 |
0.8959 |
0.8959 |
0.9026 |
|
| S3 |
0.8881 |
0.8922 |
0.9019 |
|
| S4 |
0.8803 |
0.8844 |
0.8997 |
|
|
| 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 |
0.9075 |
0.8787 |
0.0288 |
3.2% |
0.0107 |
1.2% |
88% |
True |
False |
110,510 |
| 10 |
0.9075 |
0.8787 |
0.0288 |
3.2% |
0.0113 |
1.2% |
88% |
True |
False |
102,589 |
| 20 |
0.9075 |
0.8547 |
0.0528 |
5.8% |
0.0123 |
1.4% |
93% |
True |
False |
113,968 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0120 |
1.3% |
68% |
False |
False |
103,311 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0120 |
1.3% |
68% |
False |
False |
81,962 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0121 |
1.3% |
67% |
False |
False |
61,678 |
| 100 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0118 |
1.3% |
67% |
False |
False |
49,370 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9407 |
|
2.618 |
0.9279 |
|
1.618 |
0.9201 |
|
1.000 |
0.9153 |
|
0.618 |
0.9123 |
|
HIGH |
0.9075 |
|
0.618 |
0.9045 |
|
0.500 |
0.9036 |
|
0.382 |
0.9027 |
|
LOW |
0.8997 |
|
0.618 |
0.8949 |
|
1.000 |
0.8919 |
|
1.618 |
0.8871 |
|
2.618 |
0.8793 |
|
4.250 |
0.8666 |
|
|
| Fisher Pivots for day following 03-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9039 |
0.9026 |
| PP |
0.9037 |
0.9012 |
| S1 |
0.9036 |
0.8999 |
|