CME Australian Dollar Future June 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9055 |
0.9080 |
0.0025 |
0.3% |
0.9000 |
High |
0.9103 |
0.9087 |
-0.0016 |
-0.2% |
0.9103 |
Low |
0.9047 |
0.9004 |
-0.0043 |
-0.5% |
0.8961 |
Close |
0.9067 |
0.9043 |
-0.0024 |
-0.3% |
0.9067 |
Range |
0.0056 |
0.0083 |
0.0027 |
48.2% |
0.0142 |
ATR |
0.0092 |
0.0091 |
-0.0001 |
-0.7% |
0.0000 |
Volume |
73,594 |
81,189 |
7,595 |
10.3% |
188,591 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9294 |
0.9251 |
0.9089 |
|
R3 |
0.9211 |
0.9168 |
0.9066 |
|
R2 |
0.9128 |
0.9128 |
0.9058 |
|
R1 |
0.9085 |
0.9085 |
0.9051 |
0.9065 |
PP |
0.9045 |
0.9045 |
0.9045 |
0.9035 |
S1 |
0.9002 |
0.9002 |
0.9035 |
0.8982 |
S2 |
0.8962 |
0.8962 |
0.9028 |
|
S3 |
0.8879 |
0.8919 |
0.9020 |
|
S4 |
0.8796 |
0.8836 |
0.8997 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9470 |
0.9410 |
0.9145 |
|
R3 |
0.9328 |
0.9268 |
0.9106 |
|
R2 |
0.9186 |
0.9186 |
0.9093 |
|
R1 |
0.9126 |
0.9126 |
0.9080 |
0.9156 |
PP |
0.9044 |
0.9044 |
0.9044 |
0.9059 |
S1 |
0.8984 |
0.8984 |
0.9054 |
0.9014 |
S2 |
0.8902 |
0.8902 |
0.9041 |
|
S3 |
0.8760 |
0.8842 |
0.9028 |
|
S4 |
0.8618 |
0.8700 |
0.8989 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9103 |
0.8961 |
0.0142 |
1.6% |
0.0071 |
0.8% |
58% |
False |
False |
50,420 |
10 |
0.9103 |
0.8857 |
0.0246 |
2.7% |
0.0077 |
0.8% |
76% |
False |
False |
28,379 |
20 |
0.9103 |
0.8703 |
0.0400 |
4.4% |
0.0092 |
1.0% |
85% |
False |
False |
14,699 |
40 |
0.9103 |
0.8474 |
0.0629 |
7.0% |
0.0097 |
1.1% |
90% |
False |
False |
7,529 |
60 |
0.9161 |
0.8474 |
0.0687 |
7.6% |
0.0088 |
1.0% |
83% |
False |
False |
5,117 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9440 |
2.618 |
0.9304 |
1.618 |
0.9221 |
1.000 |
0.9170 |
0.618 |
0.9138 |
HIGH |
0.9087 |
0.618 |
0.9055 |
0.500 |
0.9046 |
0.382 |
0.9036 |
LOW |
0.9004 |
0.618 |
0.8953 |
1.000 |
0.8921 |
1.618 |
0.8870 |
2.618 |
0.8787 |
4.250 |
0.8651 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9046 |
0.9054 |
PP |
0.9045 |
0.9050 |
S1 |
0.9044 |
0.9047 |
|