CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 16-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2010 |
16-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9080 |
0.9049 |
-0.0031 |
-0.3% |
0.9000 |
| High |
0.9087 |
0.9104 |
0.0017 |
0.2% |
0.9103 |
| Low |
0.9004 |
0.9030 |
0.0026 |
0.3% |
0.8961 |
| Close |
0.9043 |
0.9083 |
0.0040 |
0.4% |
0.9067 |
| Range |
0.0083 |
0.0074 |
-0.0009 |
-10.8% |
0.0142 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
81,189 |
66,156 |
-15,033 |
-18.5% |
188,591 |
|
| Daily Pivots for day following 16-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9294 |
0.9263 |
0.9124 |
|
| R3 |
0.9220 |
0.9189 |
0.9103 |
|
| R2 |
0.9146 |
0.9146 |
0.9097 |
|
| R1 |
0.9115 |
0.9115 |
0.9090 |
0.9131 |
| PP |
0.9072 |
0.9072 |
0.9072 |
0.9080 |
| S1 |
0.9041 |
0.9041 |
0.9076 |
0.9057 |
| S2 |
0.8998 |
0.8998 |
0.9069 |
|
| S3 |
0.8924 |
0.8967 |
0.9063 |
|
| S4 |
0.8850 |
0.8893 |
0.9042 |
|
|
| 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 |
0.9104 |
0.9004 |
0.0100 |
1.1% |
0.0068 |
0.7% |
79% |
True |
False |
58,985 |
| 10 |
0.9104 |
0.8881 |
0.0223 |
2.5% |
0.0074 |
0.8% |
91% |
True |
False |
34,920 |
| 20 |
0.9104 |
0.8703 |
0.0401 |
4.4% |
0.0088 |
1.0% |
95% |
True |
False |
17,945 |
| 40 |
0.9104 |
0.8474 |
0.0630 |
6.9% |
0.0098 |
1.1% |
97% |
True |
False |
9,181 |
| 60 |
0.9161 |
0.8474 |
0.0687 |
7.6% |
0.0088 |
1.0% |
89% |
False |
False |
6,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9419 |
|
2.618 |
0.9298 |
|
1.618 |
0.9224 |
|
1.000 |
0.9178 |
|
0.618 |
0.9150 |
|
HIGH |
0.9104 |
|
0.618 |
0.9076 |
|
0.500 |
0.9067 |
|
0.382 |
0.9058 |
|
LOW |
0.9030 |
|
0.618 |
0.8984 |
|
1.000 |
0.8956 |
|
1.618 |
0.8910 |
|
2.618 |
0.8836 |
|
4.250 |
0.8716 |
|
|
| Fisher Pivots for day following 16-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9078 |
0.9073 |
| PP |
0.9072 |
0.9064 |
| S1 |
0.9067 |
0.9054 |
|