CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 29-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9004 |
0.8971 |
-0.0033 |
-0.4% |
0.9069 |
| High |
0.9039 |
0.9101 |
0.0062 |
0.7% |
0.9116 |
| Low |
0.8924 |
0.8941 |
0.0017 |
0.2% |
0.8924 |
| Close |
0.8941 |
0.9079 |
0.0138 |
1.5% |
0.8941 |
| Range |
0.0115 |
0.0160 |
0.0045 |
39.1% |
0.0192 |
| ATR |
0.0090 |
0.0095 |
0.0005 |
5.5% |
0.0000 |
| Volume |
80,051 |
109,512 |
29,461 |
36.8% |
421,093 |
|
| Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9520 |
0.9460 |
0.9167 |
|
| R3 |
0.9360 |
0.9300 |
0.9123 |
|
| R2 |
0.9200 |
0.9200 |
0.9108 |
|
| R1 |
0.9140 |
0.9140 |
0.9094 |
0.9170 |
| PP |
0.9040 |
0.9040 |
0.9040 |
0.9056 |
| S1 |
0.8980 |
0.8980 |
0.9064 |
0.9010 |
| S2 |
0.8880 |
0.8880 |
0.9050 |
|
| S3 |
0.8720 |
0.8820 |
0.9035 |
|
| S4 |
0.8560 |
0.8660 |
0.8991 |
|
|
| 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% |
0.0107 |
1.2% |
81% |
False |
False |
89,175 |
| 10 |
0.9164 |
0.8924 |
0.0240 |
2.6% |
0.0094 |
1.0% |
65% |
False |
False |
81,195 |
| 20 |
0.9164 |
0.8857 |
0.0307 |
3.4% |
0.0086 |
0.9% |
72% |
False |
False |
54,787 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0100 |
1.1% |
88% |
False |
False |
27,793 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.6% |
0.0094 |
1.0% |
88% |
False |
False |
18,641 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9781 |
|
2.618 |
0.9520 |
|
1.618 |
0.9360 |
|
1.000 |
0.9261 |
|
0.618 |
0.9200 |
|
HIGH |
0.9101 |
|
0.618 |
0.9040 |
|
0.500 |
0.9021 |
|
0.382 |
0.9002 |
|
LOW |
0.8941 |
|
0.618 |
0.8842 |
|
1.000 |
0.8781 |
|
1.618 |
0.8682 |
|
2.618 |
0.8522 |
|
4.250 |
0.8261 |
|
|
| Fisher Pivots for day following 29-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9060 |
0.9057 |
| PP |
0.9040 |
0.9035 |
| S1 |
0.9021 |
0.9013 |
|