CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 11-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2010 |
11-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9108 |
0.9217 |
0.0109 |
1.2% |
0.8923 |
| High |
0.9192 |
0.9264 |
0.0072 |
0.8% |
0.9204 |
| Low |
0.9062 |
0.9216 |
0.0154 |
1.7% |
0.8873 |
| Close |
0.9179 |
0.9246 |
0.0067 |
0.7% |
0.9179 |
| Range |
0.0130 |
0.0048 |
-0.0082 |
-63.1% |
0.0331 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
63,663 |
82,078 |
18,415 |
28.9% |
300,034 |
|
| Daily Pivots for day following 11-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9386 |
0.9364 |
0.9272 |
|
| R3 |
0.9338 |
0.9316 |
0.9259 |
|
| R2 |
0.9290 |
0.9290 |
0.9255 |
|
| R1 |
0.9268 |
0.9268 |
0.9250 |
0.9279 |
| PP |
0.9242 |
0.9242 |
0.9242 |
0.9248 |
| S1 |
0.9220 |
0.9220 |
0.9242 |
0.9231 |
| S2 |
0.9194 |
0.9194 |
0.9237 |
|
| S3 |
0.9146 |
0.9172 |
0.9233 |
|
| S4 |
0.9098 |
0.9124 |
0.9220 |
|
|
| 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 |
0.9264 |
0.9026 |
0.0238 |
2.6% |
0.0098 |
1.1% |
92% |
True |
False |
69,894 |
| 10 |
0.9264 |
0.8665 |
0.0599 |
6.5% |
0.0106 |
1.1% |
97% |
True |
False |
51,455 |
| 20 |
0.9264 |
0.8665 |
0.0599 |
6.5% |
0.0113 |
1.2% |
97% |
True |
False |
55,803 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.7% |
0.0117 |
1.3% |
93% |
False |
False |
28,770 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.7% |
0.0118 |
1.3% |
93% |
False |
False |
19,219 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9468 |
|
2.618 |
0.9390 |
|
1.618 |
0.9342 |
|
1.000 |
0.9312 |
|
0.618 |
0.9294 |
|
HIGH |
0.9264 |
|
0.618 |
0.9246 |
|
0.500 |
0.9240 |
|
0.382 |
0.9234 |
|
LOW |
0.9216 |
|
0.618 |
0.9186 |
|
1.000 |
0.9168 |
|
1.618 |
0.9138 |
|
2.618 |
0.9090 |
|
4.250 |
0.9012 |
|
|
| Fisher Pivots for day following 11-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9244 |
0.9218 |
| PP |
0.9242 |
0.9191 |
| S1 |
0.9240 |
0.9163 |
|