CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 18-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2010 |
18-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9112 |
0.9146 |
0.0034 |
0.4% |
0.9000 |
| High |
0.9164 |
0.9156 |
-0.0008 |
-0.1% |
0.9103 |
| Low |
0.9086 |
0.9093 |
0.0007 |
0.1% |
0.8961 |
| Close |
0.9145 |
0.9131 |
-0.0014 |
-0.2% |
0.9067 |
| Range |
0.0078 |
0.0063 |
-0.0015 |
-19.2% |
0.0142 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
75,041 |
71,036 |
-4,005 |
-5.3% |
188,591 |
|
| Daily Pivots for day following 18-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9316 |
0.9286 |
0.9166 |
|
| R3 |
0.9253 |
0.9223 |
0.9148 |
|
| R2 |
0.9190 |
0.9190 |
0.9143 |
|
| R1 |
0.9160 |
0.9160 |
0.9137 |
0.9144 |
| PP |
0.9127 |
0.9127 |
0.9127 |
0.9118 |
| S1 |
0.9097 |
0.9097 |
0.9125 |
0.9081 |
| S2 |
0.9064 |
0.9064 |
0.9119 |
|
| S3 |
0.9001 |
0.9034 |
0.9114 |
|
| S4 |
0.8938 |
0.8971 |
0.9096 |
|
|
| 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 |
1.8% |
0.0071 |
0.8% |
79% |
False |
False |
73,403 |
| 10 |
0.9164 |
0.8892 |
0.0272 |
3.0% |
0.0073 |
0.8% |
88% |
False |
False |
48,693 |
| 20 |
0.9164 |
0.8703 |
0.0461 |
5.0% |
0.0087 |
1.0% |
93% |
False |
False |
25,206 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0096 |
1.0% |
95% |
False |
False |
12,826 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0088 |
1.0% |
95% |
False |
False |
8,653 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9424 |
|
2.618 |
0.9321 |
|
1.618 |
0.9258 |
|
1.000 |
0.9219 |
|
0.618 |
0.9195 |
|
HIGH |
0.9156 |
|
0.618 |
0.9132 |
|
0.500 |
0.9125 |
|
0.382 |
0.9117 |
|
LOW |
0.9093 |
|
0.618 |
0.9054 |
|
1.000 |
0.9030 |
|
1.618 |
0.8991 |
|
2.618 |
0.8928 |
|
4.250 |
0.8825 |
|
|
| Fisher Pivots for day following 18-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9129 |
0.9120 |
| PP |
0.9127 |
0.9108 |
| S1 |
0.9125 |
0.9097 |
|