CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 26-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9015 |
0.9004 |
-0.0011 |
-0.1% |
0.9069 |
| High |
0.9062 |
0.9039 |
-0.0023 |
-0.3% |
0.9116 |
| Low |
0.8991 |
0.8924 |
-0.0067 |
-0.7% |
0.8924 |
| Close |
0.9007 |
0.8941 |
-0.0066 |
-0.7% |
0.8941 |
| Range |
0.0071 |
0.0115 |
0.0044 |
62.0% |
0.0192 |
| ATR |
0.0088 |
0.0090 |
0.0002 |
2.2% |
0.0000 |
| Volume |
100,278 |
80,051 |
-20,227 |
-20.2% |
421,093 |
|
| Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9313 |
0.9242 |
0.9004 |
|
| R3 |
0.9198 |
0.9127 |
0.8973 |
|
| R2 |
0.9083 |
0.9083 |
0.8962 |
|
| R1 |
0.9012 |
0.9012 |
0.8952 |
0.8990 |
| PP |
0.8968 |
0.8968 |
0.8968 |
0.8957 |
| S1 |
0.8897 |
0.8897 |
0.8930 |
0.8875 |
| S2 |
0.8853 |
0.8853 |
0.8920 |
|
| S3 |
0.8738 |
0.8782 |
0.8909 |
|
| S4 |
0.8623 |
0.8667 |
0.8878 |
|
|
| Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9570 |
0.9447 |
0.9047 |
|
| R3 |
0.9378 |
0.9255 |
0.8994 |
|
| R2 |
0.9186 |
0.9186 |
0.8976 |
|
| R1 |
0.9063 |
0.9063 |
0.8959 |
0.9029 |
| PP |
0.8994 |
0.8994 |
0.8994 |
0.8976 |
| S1 |
0.8871 |
0.8871 |
0.8923 |
0.8837 |
| S2 |
0.8802 |
0.8802 |
0.8906 |
|
| S3 |
0.8610 |
0.8679 |
0.8888 |
|
| S4 |
0.8418 |
0.8487 |
0.8835 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9116 |
0.8924 |
0.0192 |
2.1% |
0.0095 |
1.1% |
9% |
False |
True |
84,218 |
| 10 |
0.9164 |
0.8924 |
0.0240 |
2.7% |
0.0087 |
1.0% |
7% |
False |
True |
78,362 |
| 20 |
0.9164 |
0.8838 |
0.0326 |
3.6% |
0.0081 |
0.9% |
32% |
False |
False |
49,356 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.7% |
0.0099 |
1.1% |
68% |
False |
False |
25,059 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.7% |
0.0092 |
1.0% |
68% |
False |
False |
16,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9528 |
|
2.618 |
0.9340 |
|
1.618 |
0.9225 |
|
1.000 |
0.9154 |
|
0.618 |
0.9110 |
|
HIGH |
0.9039 |
|
0.618 |
0.8995 |
|
0.500 |
0.8982 |
|
0.382 |
0.8968 |
|
LOW |
0.8924 |
|
0.618 |
0.8853 |
|
1.000 |
0.8809 |
|
1.618 |
0.8738 |
|
2.618 |
0.8623 |
|
4.250 |
0.8435 |
|
|
| Fisher Pivots for day following 26-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8982 |
0.9019 |
| PP |
0.8968 |
0.8993 |
| S1 |
0.8955 |
0.8967 |
|