CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 10-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2010 |
10-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9084 |
0.9146 |
0.0062 |
0.7% |
0.8963 |
| High |
0.9142 |
0.9188 |
0.0046 |
0.5% |
0.9086 |
| Low |
0.9051 |
0.9122 |
0.0071 |
0.8% |
0.8922 |
| Close |
0.9128 |
0.9152 |
0.0024 |
0.3% |
0.9071 |
| Range |
0.0091 |
0.0066 |
-0.0025 |
-27.5% |
0.0164 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
95,885 |
105,873 |
9,988 |
10.4% |
471,426 |
|
| Daily Pivots for day following 10-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9352 |
0.9318 |
0.9188 |
|
| R3 |
0.9286 |
0.9252 |
0.9170 |
|
| R2 |
0.9220 |
0.9220 |
0.9164 |
|
| R1 |
0.9186 |
0.9186 |
0.9158 |
0.9203 |
| PP |
0.9154 |
0.9154 |
0.9154 |
0.9163 |
| S1 |
0.9120 |
0.9120 |
0.9146 |
0.9137 |
| S2 |
0.9088 |
0.9088 |
0.9140 |
|
| S3 |
0.9022 |
0.9054 |
0.9134 |
|
| S4 |
0.8956 |
0.8988 |
0.9116 |
|
|
| 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 |
0.9188 |
0.8970 |
0.0218 |
2.4% |
0.0080 |
0.9% |
83% |
True |
False |
98,911 |
| 10 |
0.9188 |
0.8787 |
0.0401 |
4.4% |
0.0094 |
1.0% |
91% |
True |
False |
104,710 |
| 20 |
0.9188 |
0.8680 |
0.0508 |
5.6% |
0.0108 |
1.2% |
93% |
True |
False |
108,011 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0117 |
1.3% |
83% |
False |
False |
106,938 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0116 |
1.3% |
83% |
False |
False |
89,893 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.1% |
0.0117 |
1.3% |
82% |
False |
False |
67,854 |
| 100 |
0.9288 |
0.8547 |
0.0741 |
8.1% |
0.0118 |
1.3% |
82% |
False |
False |
54,307 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9469 |
|
2.618 |
0.9361 |
|
1.618 |
0.9295 |
|
1.000 |
0.9254 |
|
0.618 |
0.9229 |
|
HIGH |
0.9188 |
|
0.618 |
0.9163 |
|
0.500 |
0.9155 |
|
0.382 |
0.9147 |
|
LOW |
0.9122 |
|
0.618 |
0.9081 |
|
1.000 |
0.9056 |
|
1.618 |
0.9015 |
|
2.618 |
0.8949 |
|
4.250 |
0.8842 |
|
|
| Fisher Pivots for day following 10-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9155 |
0.9141 |
| PP |
0.9154 |
0.9130 |
| S1 |
0.9153 |
0.9120 |
|