CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 04-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2009 |
04-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8877 |
0.8923 |
0.0046 |
0.5% |
0.8791 |
| High |
0.8948 |
0.9071 |
0.0123 |
1.4% |
0.8948 |
| Low |
0.8864 |
0.8873 |
0.0009 |
0.1% |
0.8787 |
| Close |
0.8917 |
0.9049 |
0.0132 |
1.5% |
0.8917 |
| Range |
0.0084 |
0.0198 |
0.0114 |
135.7% |
0.0161 |
| ATR |
0.0123 |
0.0128 |
0.0005 |
4.4% |
0.0000 |
| Volume |
32,904 |
32,642 |
-262 |
-0.8% |
50,256 |
|
| Daily Pivots for day following 04-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9592 |
0.9518 |
0.9158 |
|
| R3 |
0.9394 |
0.9320 |
0.9103 |
|
| R2 |
0.9196 |
0.9196 |
0.9085 |
|
| R1 |
0.9122 |
0.9122 |
0.9067 |
0.9159 |
| PP |
0.8998 |
0.8998 |
0.8998 |
0.9016 |
| S1 |
0.8924 |
0.8924 |
0.9031 |
0.8961 |
| S2 |
0.8800 |
0.8800 |
0.9013 |
|
| S3 |
0.8602 |
0.8726 |
0.8995 |
|
| S4 |
0.8404 |
0.8528 |
0.8940 |
|
|
| Weekly Pivots for week ending 01-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9367 |
0.9303 |
0.9006 |
|
| R3 |
0.9206 |
0.9142 |
0.8961 |
|
| R2 |
0.9045 |
0.9045 |
0.8947 |
|
| R1 |
0.8981 |
0.8981 |
0.8932 |
0.9013 |
| PP |
0.8884 |
0.8884 |
0.8884 |
0.8900 |
| S1 |
0.8820 |
0.8820 |
0.8902 |
0.8852 |
| S2 |
0.8723 |
0.8723 |
0.8887 |
|
| S3 |
0.8562 |
0.8659 |
0.8873 |
|
| S4 |
0.8401 |
0.8498 |
0.8828 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9071 |
0.8665 |
0.0406 |
4.5% |
0.0115 |
1.3% |
95% |
True |
False |
33,017 |
| 10 |
0.9080 |
0.8665 |
0.0415 |
4.6% |
0.0117 |
1.3% |
93% |
False |
False |
51,753 |
| 20 |
0.9227 |
0.8665 |
0.0562 |
6.2% |
0.0122 |
1.3% |
68% |
False |
False |
39,265 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.9% |
0.0121 |
1.3% |
62% |
False |
False |
20,046 |
| 60 |
0.9288 |
0.8552 |
0.0736 |
8.1% |
0.0117 |
1.3% |
68% |
False |
False |
13,410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9913 |
|
2.618 |
0.9589 |
|
1.618 |
0.9391 |
|
1.000 |
0.9269 |
|
0.618 |
0.9193 |
|
HIGH |
0.9071 |
|
0.618 |
0.8995 |
|
0.500 |
0.8972 |
|
0.382 |
0.8949 |
|
LOW |
0.8873 |
|
0.618 |
0.8751 |
|
1.000 |
0.8675 |
|
1.618 |
0.8553 |
|
2.618 |
0.8355 |
|
4.250 |
0.8032 |
|
|
| Fisher Pivots for day following 04-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9023 |
0.9009 |
| PP |
0.8998 |
0.8969 |
| S1 |
0.8972 |
0.8929 |
|