CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 05-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2010 |
05-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9047 |
0.8982 |
-0.0065 |
-0.7% |
0.8963 |
| High |
0.9049 |
0.9086 |
0.0037 |
0.4% |
0.9086 |
| Low |
0.8970 |
0.8977 |
0.0007 |
0.1% |
0.8922 |
| Close |
0.8995 |
0.9071 |
0.0076 |
0.8% |
0.9071 |
| Range |
0.0079 |
0.0109 |
0.0030 |
38.0% |
0.0164 |
| ATR |
0.0116 |
0.0115 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
88,449 |
98,835 |
10,386 |
11.7% |
471,426 |
|
| Daily Pivots for day following 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9372 |
0.9330 |
0.9131 |
|
| R3 |
0.9263 |
0.9221 |
0.9101 |
|
| R2 |
0.9154 |
0.9154 |
0.9091 |
|
| R1 |
0.9112 |
0.9112 |
0.9081 |
0.9133 |
| PP |
0.9045 |
0.9045 |
0.9045 |
0.9055 |
| S1 |
0.9003 |
0.9003 |
0.9061 |
0.9024 |
| S2 |
0.8936 |
0.8936 |
0.9051 |
|
| S3 |
0.8827 |
0.8894 |
0.9041 |
|
| S4 |
0.8718 |
0.8785 |
0.9011 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9518 |
0.9459 |
0.9161 |
|
| R3 |
0.9354 |
0.9295 |
0.9116 |
|
| R2 |
0.9190 |
0.9190 |
0.9101 |
|
| R1 |
0.9131 |
0.9131 |
0.9086 |
0.9161 |
| PP |
0.9026 |
0.9026 |
0.9026 |
0.9041 |
| S1 |
0.8967 |
0.8967 |
0.9056 |
0.8997 |
| S2 |
0.8862 |
0.8862 |
0.9041 |
|
| S3 |
0.8698 |
0.8803 |
0.9026 |
|
| S4 |
0.8534 |
0.8639 |
0.8981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9086 |
0.8922 |
0.0164 |
1.8% |
0.0091 |
1.0% |
91% |
True |
False |
94,285 |
| 10 |
0.9086 |
0.8787 |
0.0299 |
3.3% |
0.0107 |
1.2% |
95% |
True |
False |
104,566 |
| 20 |
0.9086 |
0.8547 |
0.0539 |
5.9% |
0.0116 |
1.3% |
97% |
True |
False |
113,180 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0119 |
1.3% |
72% |
False |
False |
104,649 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0120 |
1.3% |
72% |
False |
False |
85,001 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0119 |
1.3% |
71% |
False |
False |
64,018 |
| 100 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0118 |
1.3% |
71% |
False |
False |
51,242 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9549 |
|
2.618 |
0.9371 |
|
1.618 |
0.9262 |
|
1.000 |
0.9195 |
|
0.618 |
0.9153 |
|
HIGH |
0.9086 |
|
0.618 |
0.9044 |
|
0.500 |
0.9032 |
|
0.382 |
0.9019 |
|
LOW |
0.8977 |
|
0.618 |
0.8910 |
|
1.000 |
0.8868 |
|
1.618 |
0.8801 |
|
2.618 |
0.8692 |
|
4.250 |
0.8514 |
|
|
| Fisher Pivots for day following 05-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9058 |
0.9057 |
| PP |
0.9045 |
0.9042 |
| S1 |
0.9032 |
0.9028 |
|