CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 15-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2010 |
15-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9178 |
0.9259 |
0.0081 |
0.9% |
0.9217 |
| High |
0.9275 |
0.9260 |
-0.0015 |
-0.2% |
0.9275 |
| Low |
0.9161 |
0.9159 |
-0.0002 |
0.0% |
0.9111 |
| Close |
0.9259 |
0.9166 |
-0.0093 |
-1.0% |
0.9166 |
| Range |
0.0114 |
0.0101 |
-0.0013 |
-11.4% |
0.0164 |
| ATR |
0.0119 |
0.0117 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
80,505 |
71,794 |
-8,711 |
-10.8% |
381,627 |
|
| Daily Pivots for day following 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9498 |
0.9433 |
0.9222 |
|
| R3 |
0.9397 |
0.9332 |
0.9194 |
|
| R2 |
0.9296 |
0.9296 |
0.9185 |
|
| R1 |
0.9231 |
0.9231 |
0.9175 |
0.9213 |
| PP |
0.9195 |
0.9195 |
0.9195 |
0.9186 |
| S1 |
0.9130 |
0.9130 |
0.9157 |
0.9112 |
| S2 |
0.9094 |
0.9094 |
0.9147 |
|
| S3 |
0.8993 |
0.9029 |
0.9138 |
|
| S4 |
0.8892 |
0.8928 |
0.9110 |
|
|
| Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9676 |
0.9585 |
0.9256 |
|
| R3 |
0.9512 |
0.9421 |
0.9211 |
|
| R2 |
0.9348 |
0.9348 |
0.9196 |
|
| R1 |
0.9257 |
0.9257 |
0.9181 |
0.9221 |
| PP |
0.9184 |
0.9184 |
0.9184 |
0.9166 |
| S1 |
0.9093 |
0.9093 |
0.9151 |
0.9057 |
| S2 |
0.9020 |
0.9020 |
0.9136 |
|
| S3 |
0.8856 |
0.8929 |
0.9121 |
|
| S4 |
0.8692 |
0.8765 |
0.9076 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9275 |
0.9111 |
0.0164 |
1.8% |
0.0096 |
1.0% |
34% |
False |
False |
76,325 |
| 10 |
0.9275 |
0.8873 |
0.0402 |
4.4% |
0.0112 |
1.2% |
73% |
False |
False |
68,166 |
| 20 |
0.9275 |
0.8665 |
0.0610 |
6.7% |
0.0110 |
1.2% |
82% |
False |
False |
62,364 |
| 40 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0119 |
1.3% |
80% |
False |
False |
36,107 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.8% |
0.0122 |
1.3% |
80% |
False |
False |
24,208 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.2% |
0.0112 |
1.2% |
85% |
False |
False |
18,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9689 |
|
2.618 |
0.9524 |
|
1.618 |
0.9423 |
|
1.000 |
0.9361 |
|
0.618 |
0.9322 |
|
HIGH |
0.9260 |
|
0.618 |
0.9221 |
|
0.500 |
0.9210 |
|
0.382 |
0.9198 |
|
LOW |
0.9159 |
|
0.618 |
0.9097 |
|
1.000 |
0.9058 |
|
1.618 |
0.8996 |
|
2.618 |
0.8895 |
|
4.250 |
0.8730 |
|
|
| Fisher Pivots for day following 15-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9210 |
0.9203 |
| PP |
0.9195 |
0.9190 |
| S1 |
0.9181 |
0.9178 |
|