CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 14-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2010 |
14-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9155 |
0.9178 |
0.0023 |
0.3% |
0.8923 |
| High |
0.9209 |
0.9275 |
0.0066 |
0.7% |
0.9204 |
| Low |
0.9130 |
0.9161 |
0.0031 |
0.3% |
0.8873 |
| Close |
0.9177 |
0.9259 |
0.0082 |
0.9% |
0.9179 |
| Range |
0.0079 |
0.0114 |
0.0035 |
44.3% |
0.0331 |
| ATR |
0.0119 |
0.0119 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
90,462 |
80,505 |
-9,957 |
-11.0% |
300,034 |
|
| Daily Pivots for day following 14-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9574 |
0.9530 |
0.9322 |
|
| R3 |
0.9460 |
0.9416 |
0.9290 |
|
| R2 |
0.9346 |
0.9346 |
0.9280 |
|
| R1 |
0.9302 |
0.9302 |
0.9269 |
0.9324 |
| PP |
0.9232 |
0.9232 |
0.9232 |
0.9243 |
| S1 |
0.9188 |
0.9188 |
0.9249 |
0.9210 |
| S2 |
0.9118 |
0.9118 |
0.9238 |
|
| S3 |
0.9004 |
0.9074 |
0.9228 |
|
| S4 |
0.8890 |
0.8960 |
0.9196 |
|
|
| 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 |
0.9275 |
0.9062 |
0.0213 |
2.3% |
0.0101 |
1.1% |
92% |
True |
False |
74,699 |
| 10 |
0.9275 |
0.8864 |
0.0411 |
4.4% |
0.0110 |
1.2% |
96% |
True |
False |
64,277 |
| 20 |
0.9275 |
0.8665 |
0.0610 |
6.6% |
0.0111 |
1.2% |
97% |
True |
False |
62,425 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.7% |
0.0119 |
1.3% |
95% |
False |
False |
34,444 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.7% |
0.0121 |
1.3% |
95% |
False |
False |
23,013 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.1% |
0.0111 |
1.2% |
97% |
False |
False |
17,281 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9760 |
|
2.618 |
0.9573 |
|
1.618 |
0.9459 |
|
1.000 |
0.9389 |
|
0.618 |
0.9345 |
|
HIGH |
0.9275 |
|
0.618 |
0.9231 |
|
0.500 |
0.9218 |
|
0.382 |
0.9205 |
|
LOW |
0.9161 |
|
0.618 |
0.9091 |
|
1.000 |
0.9047 |
|
1.618 |
0.8977 |
|
2.618 |
0.8863 |
|
4.250 |
0.8677 |
|
|
| Fisher Pivots for day following 14-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9245 |
0.9237 |
| PP |
0.9232 |
0.9215 |
| S1 |
0.9218 |
0.9193 |
|