CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 05-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2010 |
05-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8923 |
0.9055 |
0.0132 |
1.5% |
0.8791 |
| High |
0.9071 |
0.9110 |
0.0039 |
0.4% |
0.8948 |
| Low |
0.8873 |
0.9026 |
0.0153 |
1.7% |
0.8787 |
| Close |
0.9049 |
0.9050 |
0.0001 |
0.0% |
0.8917 |
| Range |
0.0198 |
0.0084 |
-0.0114 |
-57.6% |
0.0161 |
| ATR |
0.0128 |
0.0125 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
32,642 |
65,306 |
32,664 |
100.1% |
50,256 |
|
| Daily Pivots for day following 05-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9314 |
0.9266 |
0.9096 |
|
| R3 |
0.9230 |
0.9182 |
0.9073 |
|
| R2 |
0.9146 |
0.9146 |
0.9065 |
|
| R1 |
0.9098 |
0.9098 |
0.9058 |
0.9080 |
| PP |
0.9062 |
0.9062 |
0.9062 |
0.9053 |
| S1 |
0.9014 |
0.9014 |
0.9042 |
0.8996 |
| S2 |
0.8978 |
0.8978 |
0.9035 |
|
| S3 |
0.8894 |
0.8930 |
0.9027 |
|
| S4 |
0.8810 |
0.8846 |
0.9004 |
|
|
| 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 |
0.9110 |
0.8715 |
0.0395 |
4.4% |
0.0115 |
1.3% |
85% |
True |
False |
37,208 |
| 10 |
0.9110 |
0.8665 |
0.0445 |
4.9% |
0.0112 |
1.2% |
87% |
True |
False |
51,803 |
| 20 |
0.9227 |
0.8665 |
0.0562 |
6.2% |
0.0117 |
1.3% |
69% |
False |
False |
42,416 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.9% |
0.0120 |
1.3% |
62% |
False |
False |
21,677 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.9% |
0.0117 |
1.3% |
62% |
False |
False |
14,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9467 |
|
2.618 |
0.9330 |
|
1.618 |
0.9246 |
|
1.000 |
0.9194 |
|
0.618 |
0.9162 |
|
HIGH |
0.9110 |
|
0.618 |
0.9078 |
|
0.500 |
0.9068 |
|
0.382 |
0.9058 |
|
LOW |
0.9026 |
|
0.618 |
0.8974 |
|
1.000 |
0.8942 |
|
1.618 |
0.8890 |
|
2.618 |
0.8806 |
|
4.250 |
0.8669 |
|
|
| Fisher Pivots for day following 05-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9068 |
0.9029 |
| PP |
0.9062 |
0.9008 |
| S1 |
0.9056 |
0.8987 |
|