CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 21-Jan-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9182 |
0.9060 |
-0.0122 |
-1.3% |
0.9217 |
| High |
0.9186 |
0.9096 |
-0.0090 |
-1.0% |
0.9275 |
| Low |
0.9019 |
0.8947 |
-0.0072 |
-0.8% |
0.9111 |
| Close |
0.9028 |
0.8992 |
-0.0036 |
-0.4% |
0.9166 |
| Range |
0.0167 |
0.0149 |
-0.0018 |
-10.8% |
0.0164 |
| ATR |
0.0120 |
0.0122 |
0.0002 |
1.7% |
0.0000 |
| Volume |
97,374 |
118,535 |
21,161 |
21.7% |
381,627 |
|
| Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9459 |
0.9374 |
0.9074 |
|
| R3 |
0.9310 |
0.9225 |
0.9033 |
|
| R2 |
0.9161 |
0.9161 |
0.9019 |
|
| R1 |
0.9076 |
0.9076 |
0.9006 |
0.9044 |
| PP |
0.9012 |
0.9012 |
0.9012 |
0.8996 |
| S1 |
0.8927 |
0.8927 |
0.8978 |
0.8895 |
| S2 |
0.8863 |
0.8863 |
0.8965 |
|
| S3 |
0.8714 |
0.8778 |
0.8951 |
|
| S4 |
0.8565 |
0.8629 |
0.8910 |
|
|
| 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 |
0.8947 |
0.0328 |
3.6% |
0.0127 |
1.4% |
14% |
False |
True |
87,640 |
| 10 |
0.9275 |
0.8947 |
0.0328 |
3.6% |
0.0114 |
1.3% |
14% |
False |
True |
80,117 |
| 20 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0113 |
1.3% |
54% |
False |
False |
66,109 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.8% |
0.0122 |
1.4% |
54% |
False |
False |
43,210 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
6.9% |
0.0122 |
1.4% |
52% |
False |
False |
28,967 |
| 80 |
0.9288 |
0.8448 |
0.0840 |
9.3% |
0.0115 |
1.3% |
65% |
False |
False |
21,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9729 |
|
2.618 |
0.9486 |
|
1.618 |
0.9337 |
|
1.000 |
0.9245 |
|
0.618 |
0.9188 |
|
HIGH |
0.9096 |
|
0.618 |
0.9039 |
|
0.500 |
0.9022 |
|
0.382 |
0.9004 |
|
LOW |
0.8947 |
|
0.618 |
0.8855 |
|
1.000 |
0.8798 |
|
1.618 |
0.8706 |
|
2.618 |
0.8557 |
|
4.250 |
0.8314 |
|
|
| Fisher Pivots for day following 21-Jan-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9022 |
0.9086 |
| PP |
0.9012 |
0.9055 |
| S1 |
0.9002 |
0.9023 |
|