CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 11-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2010 |
11-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9146 |
0.9154 |
0.0008 |
0.1% |
0.8963 |
| High |
0.9188 |
0.9168 |
-0.0020 |
-0.2% |
0.9086 |
| Low |
0.9122 |
0.9093 |
-0.0029 |
-0.3% |
0.8922 |
| Close |
0.9152 |
0.9151 |
-0.0001 |
0.0% |
0.9071 |
| Range |
0.0066 |
0.0075 |
0.0009 |
13.6% |
0.0164 |
| ATR |
0.0107 |
0.0104 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
105,873 |
95,723 |
-10,150 |
-9.6% |
471,426 |
|
| Daily Pivots for day following 11-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9362 |
0.9332 |
0.9192 |
|
| R3 |
0.9287 |
0.9257 |
0.9172 |
|
| R2 |
0.9212 |
0.9212 |
0.9165 |
|
| R1 |
0.9182 |
0.9182 |
0.9158 |
0.9160 |
| PP |
0.9137 |
0.9137 |
0.9137 |
0.9126 |
| S1 |
0.9107 |
0.9107 |
0.9144 |
0.9085 |
| S2 |
0.9062 |
0.9062 |
0.9137 |
|
| S3 |
0.8987 |
0.9032 |
0.9130 |
|
| S4 |
0.8912 |
0.8957 |
0.9110 |
|
|
| 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 |
0.8977 |
0.0211 |
2.3% |
0.0079 |
0.9% |
82% |
False |
False |
100,365 |
| 10 |
0.9188 |
0.8849 |
0.0339 |
3.7% |
0.0086 |
0.9% |
89% |
False |
False |
101,648 |
| 20 |
0.9188 |
0.8725 |
0.0463 |
5.1% |
0.0107 |
1.2% |
92% |
False |
False |
106,205 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0116 |
1.3% |
83% |
False |
False |
107,911 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0115 |
1.3% |
83% |
False |
False |
91,223 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.1% |
0.0117 |
1.3% |
82% |
False |
False |
69,049 |
| 100 |
0.9288 |
0.8547 |
0.0741 |
8.1% |
0.0118 |
1.3% |
82% |
False |
False |
55,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9487 |
|
2.618 |
0.9364 |
|
1.618 |
0.9289 |
|
1.000 |
0.9243 |
|
0.618 |
0.9214 |
|
HIGH |
0.9168 |
|
0.618 |
0.9139 |
|
0.500 |
0.9131 |
|
0.382 |
0.9122 |
|
LOW |
0.9093 |
|
0.618 |
0.9047 |
|
1.000 |
0.9018 |
|
1.618 |
0.8972 |
|
2.618 |
0.8897 |
|
4.250 |
0.8774 |
|
|
| Fisher Pivots for day following 11-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9144 |
0.9141 |
| PP |
0.9137 |
0.9130 |
| S1 |
0.9131 |
0.9120 |
|