CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 04-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9025 |
0.9047 |
0.0022 |
0.2% |
0.8982 |
| High |
0.9075 |
0.9049 |
-0.0026 |
-0.3% |
0.9053 |
| Low |
0.8997 |
0.8970 |
-0.0027 |
-0.3% |
0.8787 |
| Close |
0.9040 |
0.8995 |
-0.0045 |
-0.5% |
0.8957 |
| Range |
0.0078 |
0.0079 |
0.0001 |
1.3% |
0.0266 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
88,391 |
88,449 |
58 |
0.1% |
574,236 |
|
| Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9242 |
0.9197 |
0.9038 |
|
| R3 |
0.9163 |
0.9118 |
0.9017 |
|
| R2 |
0.9084 |
0.9084 |
0.9009 |
|
| R1 |
0.9039 |
0.9039 |
0.9002 |
0.9022 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.8996 |
| S1 |
0.8960 |
0.8960 |
0.8988 |
0.8943 |
| S2 |
0.8926 |
0.8926 |
0.8981 |
|
| S3 |
0.8847 |
0.8881 |
0.8973 |
|
| S4 |
0.8768 |
0.8802 |
0.8952 |
|
|
| 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 |
0.8849 |
0.0226 |
2.5% |
0.0093 |
1.0% |
65% |
False |
False |
102,930 |
| 10 |
0.9075 |
0.8787 |
0.0288 |
3.2% |
0.0110 |
1.2% |
72% |
False |
False |
103,310 |
| 20 |
0.9075 |
0.8547 |
0.0528 |
5.9% |
0.0121 |
1.3% |
85% |
False |
False |
112,790 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0119 |
1.3% |
62% |
False |
False |
103,889 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0119 |
1.3% |
62% |
False |
False |
83,398 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0120 |
1.3% |
60% |
False |
False |
62,783 |
| 100 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0118 |
1.3% |
60% |
False |
False |
50,254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9385 |
|
2.618 |
0.9256 |
|
1.618 |
0.9177 |
|
1.000 |
0.9128 |
|
0.618 |
0.9098 |
|
HIGH |
0.9049 |
|
0.618 |
0.9019 |
|
0.500 |
0.9010 |
|
0.382 |
0.9000 |
|
LOW |
0.8970 |
|
0.618 |
0.8921 |
|
1.000 |
0.8891 |
|
1.618 |
0.8842 |
|
2.618 |
0.8763 |
|
4.250 |
0.8634 |
|
|
| Fisher Pivots for day following 04-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9010 |
0.9009 |
| PP |
0.9005 |
0.9004 |
| S1 |
0.9000 |
0.9000 |
|