CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 08-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2010 |
08-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9133 |
0.9108 |
-0.0025 |
-0.3% |
0.8923 |
| High |
0.9204 |
0.9192 |
-0.0012 |
-0.1% |
0.9204 |
| Low |
0.9097 |
0.9062 |
-0.0035 |
-0.4% |
0.8873 |
| Close |
0.9123 |
0.9179 |
0.0056 |
0.6% |
0.9179 |
| Range |
0.0107 |
0.0130 |
0.0023 |
21.5% |
0.0331 |
| ATR |
0.0123 |
0.0124 |
0.0000 |
0.4% |
0.0000 |
| Volume |
69,979 |
63,663 |
-6,316 |
-9.0% |
300,034 |
|
| Daily Pivots for day following 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9534 |
0.9487 |
0.9251 |
|
| R3 |
0.9404 |
0.9357 |
0.9215 |
|
| R2 |
0.9274 |
0.9274 |
0.9203 |
|
| R1 |
0.9227 |
0.9227 |
0.9191 |
0.9251 |
| PP |
0.9144 |
0.9144 |
0.9144 |
0.9156 |
| S1 |
0.9097 |
0.9097 |
0.9167 |
0.9121 |
| S2 |
0.9014 |
0.9014 |
0.9155 |
|
| S3 |
0.8884 |
0.8967 |
0.9143 |
|
| S4 |
0.8754 |
0.8837 |
0.9108 |
|
|
| Weekly Pivots for week ending 08-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0078 |
0.9960 |
0.9361 |
|
| R3 |
0.9747 |
0.9629 |
0.9270 |
|
| R2 |
0.9416 |
0.9416 |
0.9240 |
|
| R1 |
0.9298 |
0.9298 |
0.9209 |
0.9357 |
| PP |
0.9085 |
0.9085 |
0.9085 |
0.9115 |
| S1 |
0.8967 |
0.8967 |
0.9149 |
0.9026 |
| S2 |
0.8754 |
0.8754 |
0.9118 |
|
| S3 |
0.8423 |
0.8636 |
0.9088 |
|
| S4 |
0.8092 |
0.8305 |
0.8997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9204 |
0.8873 |
0.0331 |
3.6% |
0.0128 |
1.4% |
92% |
False |
False |
60,006 |
| 10 |
0.9204 |
0.8665 |
0.0539 |
5.9% |
0.0110 |
1.2% |
95% |
False |
False |
47,956 |
| 20 |
0.9204 |
0.8665 |
0.0539 |
5.9% |
0.0118 |
1.3% |
95% |
False |
False |
52,159 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0118 |
1.3% |
83% |
False |
False |
26,719 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0118 |
1.3% |
83% |
False |
False |
17,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9745 |
|
2.618 |
0.9532 |
|
1.618 |
0.9402 |
|
1.000 |
0.9322 |
|
0.618 |
0.9272 |
|
HIGH |
0.9192 |
|
0.618 |
0.9142 |
|
0.500 |
0.9127 |
|
0.382 |
0.9112 |
|
LOW |
0.9062 |
|
0.618 |
0.8982 |
|
1.000 |
0.8932 |
|
1.618 |
0.8852 |
|
2.618 |
0.8722 |
|
4.250 |
0.8510 |
|
|
| Fisher Pivots for day following 08-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9162 |
0.9159 |
| PP |
0.9144 |
0.9139 |
| S1 |
0.9127 |
0.9119 |
|