CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 19-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9146 |
0.9116 |
-0.0030 |
-0.3% |
0.9080 |
| High |
0.9156 |
0.9139 |
-0.0017 |
-0.2% |
0.9164 |
| Low |
0.9093 |
0.9044 |
-0.0049 |
-0.5% |
0.9004 |
| Close |
0.9131 |
0.9074 |
-0.0057 |
-0.6% |
0.9074 |
| Range |
0.0063 |
0.0095 |
0.0032 |
50.8% |
0.0160 |
| ATR |
0.0087 |
0.0088 |
0.0001 |
0.6% |
0.0000 |
| Volume |
71,036 |
69,113 |
-1,923 |
-2.7% |
362,535 |
|
| Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9371 |
0.9317 |
0.9126 |
|
| R3 |
0.9276 |
0.9222 |
0.9100 |
|
| R2 |
0.9181 |
0.9181 |
0.9091 |
|
| R1 |
0.9127 |
0.9127 |
0.9083 |
0.9107 |
| PP |
0.9086 |
0.9086 |
0.9086 |
0.9075 |
| S1 |
0.9032 |
0.9032 |
0.9065 |
0.9012 |
| S2 |
0.8991 |
0.8991 |
0.9057 |
|
| S3 |
0.8896 |
0.8937 |
0.9048 |
|
| S4 |
0.8801 |
0.8842 |
0.9022 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9477 |
0.9162 |
|
| R3 |
0.9401 |
0.9317 |
0.9118 |
|
| R2 |
0.9241 |
0.9241 |
0.9103 |
|
| R1 |
0.9157 |
0.9157 |
0.9089 |
0.9119 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9062 |
| S1 |
0.8997 |
0.8997 |
0.9059 |
0.8959 |
| S2 |
0.8921 |
0.8921 |
0.9045 |
|
| S3 |
0.8761 |
0.8837 |
0.9030 |
|
| S4 |
0.8601 |
0.8677 |
0.8986 |
|
|
| 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% |
0.0079 |
0.9% |
44% |
False |
False |
72,507 |
| 10 |
0.9164 |
0.8961 |
0.0203 |
2.2% |
0.0072 |
0.8% |
56% |
False |
False |
55,112 |
| 20 |
0.9164 |
0.8703 |
0.0461 |
5.1% |
0.0086 |
1.0% |
80% |
False |
False |
28,619 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0095 |
1.0% |
87% |
False |
False |
14,551 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0089 |
1.0% |
87% |
False |
False |
9,804 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9543 |
|
2.618 |
0.9388 |
|
1.618 |
0.9293 |
|
1.000 |
0.9234 |
|
0.618 |
0.9198 |
|
HIGH |
0.9139 |
|
0.618 |
0.9103 |
|
0.500 |
0.9092 |
|
0.382 |
0.9080 |
|
LOW |
0.9044 |
|
0.618 |
0.8985 |
|
1.000 |
0.8949 |
|
1.618 |
0.8890 |
|
2.618 |
0.8795 |
|
4.250 |
0.8640 |
|
|
| Fisher Pivots for day following 19-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9092 |
0.9104 |
| PP |
0.9086 |
0.9094 |
| S1 |
0.9080 |
0.9084 |
|