CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 30-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2010 |
30-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8971 |
0.9090 |
0.0119 |
1.3% |
0.9069 |
| High |
0.9101 |
0.9139 |
0.0038 |
0.4% |
0.9116 |
| Low |
0.8941 |
0.9079 |
0.0138 |
1.5% |
0.8924 |
| Close |
0.9079 |
0.9113 |
0.0034 |
0.4% |
0.8941 |
| Range |
0.0160 |
0.0060 |
-0.0100 |
-62.5% |
0.0192 |
| ATR |
0.0095 |
0.0093 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
109,512 |
75,170 |
-34,342 |
-31.4% |
421,093 |
|
| Daily Pivots for day following 30-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9290 |
0.9262 |
0.9146 |
|
| R3 |
0.9230 |
0.9202 |
0.9130 |
|
| R2 |
0.9170 |
0.9170 |
0.9124 |
|
| R1 |
0.9142 |
0.9142 |
0.9119 |
0.9156 |
| PP |
0.9110 |
0.9110 |
0.9110 |
0.9118 |
| S1 |
0.9082 |
0.9082 |
0.9108 |
0.9096 |
| S2 |
0.9050 |
0.9050 |
0.9102 |
|
| S3 |
0.8990 |
0.9022 |
0.9097 |
|
| S4 |
0.8930 |
0.8962 |
0.9080 |
|
|
| 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 |
0.9139 |
0.8924 |
0.0215 |
2.4% |
0.0106 |
1.2% |
88% |
True |
False |
86,906 |
| 10 |
0.9164 |
0.8924 |
0.0240 |
2.6% |
0.0093 |
1.0% |
79% |
False |
False |
82,096 |
| 20 |
0.9164 |
0.8881 |
0.0283 |
3.1% |
0.0084 |
0.9% |
82% |
False |
False |
58,508 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0098 |
1.1% |
93% |
False |
False |
29,660 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0094 |
1.0% |
93% |
False |
False |
19,893 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9394 |
|
2.618 |
0.9296 |
|
1.618 |
0.9236 |
|
1.000 |
0.9199 |
|
0.618 |
0.9176 |
|
HIGH |
0.9139 |
|
0.618 |
0.9116 |
|
0.500 |
0.9109 |
|
0.382 |
0.9102 |
|
LOW |
0.9079 |
|
0.618 |
0.9042 |
|
1.000 |
0.9019 |
|
1.618 |
0.8982 |
|
2.618 |
0.8922 |
|
4.250 |
0.8824 |
|
|
| Fisher Pivots for day following 30-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9112 |
0.9086 |
| PP |
0.9110 |
0.9059 |
| S1 |
0.9109 |
0.9032 |
|