CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 23-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2010 |
23-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9069 |
0.9102 |
0.0033 |
0.4% |
0.9080 |
| High |
0.9101 |
0.9116 |
0.0015 |
0.2% |
0.9164 |
| Low |
0.9001 |
0.9054 |
0.0053 |
0.6% |
0.9004 |
| Close |
0.9089 |
0.9090 |
0.0001 |
0.0% |
0.9074 |
| Range |
0.0100 |
0.0062 |
-0.0038 |
-38.0% |
0.0160 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
84,728 |
86,517 |
1,789 |
2.1% |
362,535 |
|
| Daily Pivots for day following 23-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9273 |
0.9243 |
0.9124 |
|
| R3 |
0.9211 |
0.9181 |
0.9107 |
|
| R2 |
0.9149 |
0.9149 |
0.9101 |
|
| R1 |
0.9119 |
0.9119 |
0.9096 |
0.9103 |
| PP |
0.9087 |
0.9087 |
0.9087 |
0.9079 |
| S1 |
0.9057 |
0.9057 |
0.9084 |
0.9041 |
| S2 |
0.9025 |
0.9025 |
0.9079 |
|
| S3 |
0.8963 |
0.8995 |
0.9073 |
|
| S4 |
0.8901 |
0.8933 |
0.9056 |
|
|
| 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 |
0.9001 |
0.0163 |
1.8% |
0.0080 |
0.9% |
55% |
False |
False |
77,287 |
| 10 |
0.9164 |
0.9001 |
0.0163 |
1.8% |
0.0074 |
0.8% |
55% |
False |
False |
68,136 |
| 20 |
0.9164 |
0.8703 |
0.0461 |
5.1% |
0.0083 |
0.9% |
84% |
False |
False |
37,132 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0097 |
1.1% |
89% |
False |
False |
18,830 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0090 |
1.0% |
89% |
False |
False |
12,656 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9380 |
|
2.618 |
0.9278 |
|
1.618 |
0.9216 |
|
1.000 |
0.9178 |
|
0.618 |
0.9154 |
|
HIGH |
0.9116 |
|
0.618 |
0.9092 |
|
0.500 |
0.9085 |
|
0.382 |
0.9078 |
|
LOW |
0.9054 |
|
0.618 |
0.9016 |
|
1.000 |
0.8992 |
|
1.618 |
0.8954 |
|
2.618 |
0.8892 |
|
4.250 |
0.8791 |
|
|
| Fisher Pivots for day following 23-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9088 |
0.9083 |
| PP |
0.9087 |
0.9077 |
| S1 |
0.9085 |
0.9070 |
|