CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9154 |
0.9147 |
-0.0007 |
-0.1% |
0.9089 |
| High |
0.9168 |
0.9194 |
0.0026 |
0.3% |
0.9194 |
| Low |
0.9093 |
0.9140 |
0.0047 |
0.5% |
0.9051 |
| Close |
0.9151 |
0.9158 |
0.0007 |
0.1% |
0.9158 |
| Range |
0.0075 |
0.0054 |
-0.0021 |
-28.0% |
0.0143 |
| ATR |
0.0104 |
0.0101 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
95,723 |
64,061 |
-31,662 |
-33.1% |
467,055 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9326 |
0.9296 |
0.9188 |
|
| R3 |
0.9272 |
0.9242 |
0.9173 |
|
| R2 |
0.9218 |
0.9218 |
0.9168 |
|
| R1 |
0.9188 |
0.9188 |
0.9163 |
0.9203 |
| PP |
0.9164 |
0.9164 |
0.9164 |
0.9172 |
| S1 |
0.9134 |
0.9134 |
0.9153 |
0.9149 |
| S2 |
0.9110 |
0.9110 |
0.9148 |
|
| S3 |
0.9056 |
0.9080 |
0.9143 |
|
| S4 |
0.9002 |
0.9026 |
0.9128 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9563 |
0.9504 |
0.9237 |
|
| R3 |
0.9420 |
0.9361 |
0.9197 |
|
| R2 |
0.9277 |
0.9277 |
0.9184 |
|
| R1 |
0.9218 |
0.9218 |
0.9171 |
0.9248 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9149 |
| S1 |
0.9075 |
0.9075 |
0.9145 |
0.9105 |
| S2 |
0.8991 |
0.8991 |
0.9132 |
|
| S3 |
0.8848 |
0.8932 |
0.9119 |
|
| S4 |
0.8705 |
0.8789 |
0.9079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9194 |
0.9051 |
0.0143 |
1.6% |
0.0068 |
0.7% |
75% |
True |
False |
93,411 |
| 10 |
0.9194 |
0.8922 |
0.0272 |
3.0% |
0.0080 |
0.9% |
87% |
True |
False |
93,848 |
| 20 |
0.9194 |
0.8759 |
0.0435 |
4.7% |
0.0101 |
1.1% |
92% |
True |
False |
103,470 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
7.9% |
0.0115 |
1.3% |
84% |
False |
False |
107,251 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
7.9% |
0.0114 |
1.2% |
84% |
False |
False |
91,723 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.1% |
0.0117 |
1.3% |
82% |
False |
False |
69,843 |
| 100 |
0.9288 |
0.8547 |
0.0741 |
8.1% |
0.0118 |
1.3% |
82% |
False |
False |
55,904 |
| 120 |
0.9288 |
0.8448 |
0.0840 |
9.2% |
0.0112 |
1.2% |
85% |
False |
False |
46,600 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9424 |
|
2.618 |
0.9335 |
|
1.618 |
0.9281 |
|
1.000 |
0.9248 |
|
0.618 |
0.9227 |
|
HIGH |
0.9194 |
|
0.618 |
0.9173 |
|
0.500 |
0.9167 |
|
0.382 |
0.9161 |
|
LOW |
0.9140 |
|
0.618 |
0.9107 |
|
1.000 |
0.9086 |
|
1.618 |
0.9053 |
|
2.618 |
0.8999 |
|
4.250 |
0.8911 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9167 |
0.9153 |
| PP |
0.9164 |
0.9148 |
| S1 |
0.9161 |
0.9144 |
|