CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 09-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2010 |
09-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9089 |
0.9084 |
-0.0005 |
-0.1% |
0.8963 |
| High |
0.9127 |
0.9142 |
0.0015 |
0.2% |
0.9086 |
| Low |
0.9071 |
0.9051 |
-0.0020 |
-0.2% |
0.8922 |
| Close |
0.9087 |
0.9128 |
0.0041 |
0.5% |
0.9071 |
| Range |
0.0056 |
0.0091 |
0.0035 |
62.5% |
0.0164 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
105,513 |
95,885 |
-9,628 |
-9.1% |
471,426 |
|
| Daily Pivots for day following 09-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9380 |
0.9345 |
0.9178 |
|
| R3 |
0.9289 |
0.9254 |
0.9153 |
|
| R2 |
0.9198 |
0.9198 |
0.9145 |
|
| R1 |
0.9163 |
0.9163 |
0.9136 |
0.9181 |
| PP |
0.9107 |
0.9107 |
0.9107 |
0.9116 |
| S1 |
0.9072 |
0.9072 |
0.9120 |
0.9090 |
| S2 |
0.9016 |
0.9016 |
0.9111 |
|
| S3 |
0.8925 |
0.8981 |
0.9103 |
|
| S4 |
0.8834 |
0.8890 |
0.9078 |
|
|
| 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 |
0.9142 |
0.8970 |
0.0172 |
1.9% |
0.0083 |
0.9% |
92% |
True |
False |
95,414 |
| 10 |
0.9142 |
0.8787 |
0.0355 |
3.9% |
0.0097 |
1.1% |
96% |
True |
False |
107,954 |
| 20 |
0.9142 |
0.8598 |
0.0544 |
6.0% |
0.0113 |
1.2% |
97% |
True |
False |
106,618 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0117 |
1.3% |
80% |
False |
False |
106,343 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0117 |
1.3% |
80% |
False |
False |
88,281 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.1% |
0.0117 |
1.3% |
78% |
False |
False |
66,531 |
| 100 |
0.9288 |
0.8547 |
0.0741 |
8.1% |
0.0118 |
1.3% |
78% |
False |
False |
53,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9529 |
|
2.618 |
0.9380 |
|
1.618 |
0.9289 |
|
1.000 |
0.9233 |
|
0.618 |
0.9198 |
|
HIGH |
0.9142 |
|
0.618 |
0.9107 |
|
0.500 |
0.9097 |
|
0.382 |
0.9086 |
|
LOW |
0.9051 |
|
0.618 |
0.8995 |
|
1.000 |
0.8960 |
|
1.618 |
0.8904 |
|
2.618 |
0.8813 |
|
4.250 |
0.8664 |
|
|
| Fisher Pivots for day following 09-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9118 |
0.9105 |
| PP |
0.9107 |
0.9082 |
| S1 |
0.9097 |
0.9060 |
|