CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 07-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2010 |
07-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9053 |
0.9133 |
0.0080 |
0.9% |
0.8791 |
| High |
0.9153 |
0.9204 |
0.0051 |
0.6% |
0.8948 |
| Low |
0.9034 |
0.9097 |
0.0063 |
0.7% |
0.8787 |
| Close |
0.9144 |
0.9123 |
-0.0021 |
-0.2% |
0.8917 |
| Range |
0.0119 |
0.0107 |
-0.0012 |
-10.1% |
0.0161 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
68,444 |
69,979 |
1,535 |
2.2% |
50,256 |
|
| Daily Pivots for day following 07-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9462 |
0.9400 |
0.9182 |
|
| R3 |
0.9355 |
0.9293 |
0.9152 |
|
| R2 |
0.9248 |
0.9248 |
0.9143 |
|
| R1 |
0.9186 |
0.9186 |
0.9133 |
0.9164 |
| PP |
0.9141 |
0.9141 |
0.9141 |
0.9130 |
| S1 |
0.9079 |
0.9079 |
0.9113 |
0.9057 |
| S2 |
0.9034 |
0.9034 |
0.9103 |
|
| S3 |
0.8927 |
0.8972 |
0.9094 |
|
| S4 |
0.8820 |
0.8865 |
0.9064 |
|
|
| 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 |
0.9204 |
0.8864 |
0.0340 |
3.7% |
0.0118 |
1.3% |
76% |
True |
False |
53,855 |
| 10 |
0.9204 |
0.8665 |
0.0539 |
5.9% |
0.0107 |
1.2% |
85% |
True |
False |
50,477 |
| 20 |
0.9204 |
0.8665 |
0.0539 |
5.9% |
0.0121 |
1.3% |
85% |
True |
False |
49,084 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0117 |
1.3% |
74% |
False |
False |
25,133 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0118 |
1.3% |
74% |
False |
False |
16,793 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9659 |
|
2.618 |
0.9484 |
|
1.618 |
0.9377 |
|
1.000 |
0.9311 |
|
0.618 |
0.9270 |
|
HIGH |
0.9204 |
|
0.618 |
0.9163 |
|
0.500 |
0.9151 |
|
0.382 |
0.9138 |
|
LOW |
0.9097 |
|
0.618 |
0.9031 |
|
1.000 |
0.8990 |
|
1.618 |
0.8924 |
|
2.618 |
0.8817 |
|
4.250 |
0.8642 |
|
|
| Fisher Pivots for day following 07-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9151 |
0.9120 |
| PP |
0.9141 |
0.9118 |
| S1 |
0.9132 |
0.9115 |
|