CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 20-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9154 |
0.9182 |
0.0028 |
0.3% |
0.9217 |
| High |
0.9225 |
0.9186 |
-0.0039 |
-0.4% |
0.9275 |
| Low |
0.9121 |
0.9019 |
-0.0102 |
-1.1% |
0.9111 |
| Close |
0.9188 |
0.9028 |
-0.0160 |
-1.7% |
0.9166 |
| Range |
0.0104 |
0.0167 |
0.0063 |
60.6% |
0.0164 |
| ATR |
0.0116 |
0.0120 |
0.0004 |
3.2% |
0.0000 |
| Volume |
69,995 |
97,374 |
27,379 |
39.1% |
381,627 |
|
| Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9579 |
0.9470 |
0.9120 |
|
| R3 |
0.9412 |
0.9303 |
0.9074 |
|
| R2 |
0.9245 |
0.9245 |
0.9059 |
|
| R1 |
0.9136 |
0.9136 |
0.9043 |
0.9107 |
| PP |
0.9078 |
0.9078 |
0.9078 |
0.9063 |
| S1 |
0.8969 |
0.8969 |
0.9013 |
0.8940 |
| S2 |
0.8911 |
0.8911 |
0.8997 |
|
| S3 |
0.8744 |
0.8802 |
0.8982 |
|
| S4 |
0.8577 |
0.8635 |
0.8936 |
|
|
| 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 |
0.9019 |
0.0256 |
2.8% |
0.0113 |
1.3% |
4% |
False |
True |
82,026 |
| 10 |
0.9275 |
0.9019 |
0.0256 |
2.8% |
0.0111 |
1.2% |
4% |
False |
True |
75,108 |
| 20 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0111 |
1.2% |
60% |
False |
False |
63,456 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0121 |
1.3% |
60% |
False |
False |
40,271 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.9% |
0.0121 |
1.3% |
58% |
False |
False |
26,992 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.3% |
0.0114 |
1.3% |
69% |
False |
False |
20,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9896 |
|
2.618 |
0.9623 |
|
1.618 |
0.9456 |
|
1.000 |
0.9353 |
|
0.618 |
0.9289 |
|
HIGH |
0.9186 |
|
0.618 |
0.9122 |
|
0.500 |
0.9103 |
|
0.382 |
0.9083 |
|
LOW |
0.9019 |
|
0.618 |
0.8916 |
|
1.000 |
0.8852 |
|
1.618 |
0.8749 |
|
2.618 |
0.8582 |
|
4.250 |
0.8309 |
|
|
| Fisher Pivots for day following 20-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9103 |
0.9140 |
| PP |
0.9078 |
0.9102 |
| S1 |
0.9053 |
0.9065 |
|