CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 31-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2010 |
31-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9090 |
0.9117 |
0.0027 |
0.3% |
0.9069 |
| High |
0.9139 |
0.9134 |
-0.0005 |
-0.1% |
0.9116 |
| Low |
0.9079 |
0.9058 |
-0.0021 |
-0.2% |
0.8924 |
| Close |
0.9113 |
0.9097 |
-0.0016 |
-0.2% |
0.8941 |
| Range |
0.0060 |
0.0076 |
0.0016 |
26.7% |
0.0192 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
75,170 |
70,420 |
-4,750 |
-6.3% |
421,093 |
|
| Daily Pivots for day following 31-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9324 |
0.9287 |
0.9139 |
|
| R3 |
0.9248 |
0.9211 |
0.9118 |
|
| R2 |
0.9172 |
0.9172 |
0.9111 |
|
| R1 |
0.9135 |
0.9135 |
0.9104 |
0.9116 |
| PP |
0.9096 |
0.9096 |
0.9096 |
0.9087 |
| S1 |
0.9059 |
0.9059 |
0.9090 |
0.9040 |
| S2 |
0.9020 |
0.9020 |
0.9083 |
|
| S3 |
0.8944 |
0.8983 |
0.9076 |
|
| S4 |
0.8868 |
0.8907 |
0.9055 |
|
|
| 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% |
0.0096 |
1.1% |
80% |
False |
False |
87,086 |
| 10 |
0.9156 |
0.8924 |
0.0232 |
2.6% |
0.0093 |
1.0% |
75% |
False |
False |
81,634 |
| 20 |
0.9164 |
0.8881 |
0.0283 |
3.1% |
0.0084 |
0.9% |
76% |
False |
False |
61,845 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0097 |
1.1% |
90% |
False |
False |
31,409 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0093 |
1.0% |
90% |
False |
False |
21,066 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9457 |
|
2.618 |
0.9333 |
|
1.618 |
0.9257 |
|
1.000 |
0.9210 |
|
0.618 |
0.9181 |
|
HIGH |
0.9134 |
|
0.618 |
0.9105 |
|
0.500 |
0.9096 |
|
0.382 |
0.9087 |
|
LOW |
0.9058 |
|
0.618 |
0.9011 |
|
1.000 |
0.8982 |
|
1.618 |
0.8935 |
|
2.618 |
0.8859 |
|
4.250 |
0.8735 |
|
|
| Fisher Pivots for day following 31-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9097 |
0.9078 |
| PP |
0.9096 |
0.9059 |
| S1 |
0.9096 |
0.9040 |
|