CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 12-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2010 |
12-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9217 |
0.9234 |
0.0017 |
0.2% |
0.8923 |
| High |
0.9264 |
0.9247 |
-0.0017 |
-0.2% |
0.9204 |
| Low |
0.9216 |
0.9111 |
-0.0105 |
-1.1% |
0.8873 |
| Close |
0.9246 |
0.9152 |
-0.0094 |
-1.0% |
0.9179 |
| Range |
0.0048 |
0.0136 |
0.0088 |
183.3% |
0.0331 |
| ATR |
0.0121 |
0.0122 |
0.0001 |
0.9% |
0.0000 |
| Volume |
82,078 |
56,788 |
-25,290 |
-30.8% |
300,034 |
|
| Daily Pivots for day following 12-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9578 |
0.9501 |
0.9227 |
|
| R3 |
0.9442 |
0.9365 |
0.9189 |
|
| R2 |
0.9306 |
0.9306 |
0.9177 |
|
| R1 |
0.9229 |
0.9229 |
0.9164 |
0.9200 |
| PP |
0.9170 |
0.9170 |
0.9170 |
0.9155 |
| S1 |
0.9093 |
0.9093 |
0.9140 |
0.9064 |
| S2 |
0.9034 |
0.9034 |
0.9127 |
|
| S3 |
0.8898 |
0.8957 |
0.9115 |
|
| S4 |
0.8762 |
0.8821 |
0.9077 |
|
|
| 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 |
0.9034 |
0.0230 |
2.5% |
0.0108 |
1.2% |
51% |
False |
False |
68,190 |
| 10 |
0.9264 |
0.8715 |
0.0549 |
6.0% |
0.0112 |
1.2% |
80% |
False |
False |
52,699 |
| 20 |
0.9264 |
0.8665 |
0.0599 |
6.5% |
0.0113 |
1.2% |
81% |
False |
False |
57,847 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0117 |
1.3% |
78% |
False |
False |
30,187 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0119 |
1.3% |
78% |
False |
False |
20,165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9825 |
|
2.618 |
0.9603 |
|
1.618 |
0.9467 |
|
1.000 |
0.9383 |
|
0.618 |
0.9331 |
|
HIGH |
0.9247 |
|
0.618 |
0.9195 |
|
0.500 |
0.9179 |
|
0.382 |
0.9163 |
|
LOW |
0.9111 |
|
0.618 |
0.9027 |
|
1.000 |
0.8975 |
|
1.618 |
0.8891 |
|
2.618 |
0.8755 |
|
4.250 |
0.8533 |
|
|
| Fisher Pivots for day following 12-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9179 |
0.9163 |
| PP |
0.9170 |
0.9159 |
| S1 |
0.9161 |
0.9156 |
|