CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 17-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2010 |
17-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9049 |
0.9112 |
0.0063 |
0.7% |
0.9000 |
| High |
0.9104 |
0.9164 |
0.0060 |
0.7% |
0.9103 |
| Low |
0.9030 |
0.9086 |
0.0056 |
0.6% |
0.8961 |
| Close |
0.9083 |
0.9145 |
0.0062 |
0.7% |
0.9067 |
| Range |
0.0074 |
0.0078 |
0.0004 |
5.4% |
0.0142 |
| ATR |
0.0090 |
0.0089 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
66,156 |
75,041 |
8,885 |
13.4% |
188,591 |
|
| Daily Pivots for day following 17-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9366 |
0.9333 |
0.9188 |
|
| R3 |
0.9288 |
0.9255 |
0.9166 |
|
| R2 |
0.9210 |
0.9210 |
0.9159 |
|
| R1 |
0.9177 |
0.9177 |
0.9152 |
0.9194 |
| PP |
0.9132 |
0.9132 |
0.9132 |
0.9140 |
| S1 |
0.9099 |
0.9099 |
0.9138 |
0.9116 |
| S2 |
0.9054 |
0.9054 |
0.9131 |
|
| S3 |
0.8976 |
0.9021 |
0.9124 |
|
| S4 |
0.8898 |
0.8943 |
0.9102 |
|
|
| 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 |
0.9164 |
0.9004 |
0.0160 |
1.7% |
0.0070 |
0.8% |
88% |
True |
False |
67,892 |
| 10 |
0.9164 |
0.8881 |
0.0283 |
3.1% |
0.0074 |
0.8% |
93% |
True |
False |
42,055 |
| 20 |
0.9164 |
0.8703 |
0.0461 |
5.0% |
0.0089 |
1.0% |
96% |
True |
False |
21,670 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.5% |
0.0098 |
1.1% |
97% |
True |
False |
11,055 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.5% |
0.0089 |
1.0% |
97% |
True |
False |
7,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9496 |
|
2.618 |
0.9368 |
|
1.618 |
0.9290 |
|
1.000 |
0.9242 |
|
0.618 |
0.9212 |
|
HIGH |
0.9164 |
|
0.618 |
0.9134 |
|
0.500 |
0.9125 |
|
0.382 |
0.9116 |
|
LOW |
0.9086 |
|
0.618 |
0.9038 |
|
1.000 |
0.9008 |
|
1.618 |
0.8960 |
|
2.618 |
0.8882 |
|
4.250 |
0.8755 |
|
|
| Fisher Pivots for day following 17-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9138 |
0.9125 |
| PP |
0.9132 |
0.9104 |
| S1 |
0.9125 |
0.9084 |
|