CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 03-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2010 |
03-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8885 |
0.8824 |
-0.0061 |
-0.7% |
0.8973 |
| High |
0.8888 |
0.8880 |
-0.0008 |
-0.1% |
0.9049 |
| Low |
0.8744 |
0.8775 |
0.0031 |
0.4% |
0.8793 |
| Close |
0.8817 |
0.8792 |
-0.0025 |
-0.3% |
0.8815 |
| Range |
0.0144 |
0.0105 |
-0.0039 |
-27.1% |
0.0256 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
101,870 |
112,015 |
10,145 |
10.0% |
531,000 |
|
| Daily Pivots for day following 03-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9131 |
0.9066 |
0.8850 |
|
| R3 |
0.9026 |
0.8961 |
0.8821 |
|
| R2 |
0.8921 |
0.8921 |
0.8811 |
|
| R1 |
0.8856 |
0.8856 |
0.8802 |
0.8836 |
| PP |
0.8816 |
0.8816 |
0.8816 |
0.8806 |
| S1 |
0.8751 |
0.8751 |
0.8782 |
0.8731 |
| S2 |
0.8711 |
0.8711 |
0.8773 |
|
| S3 |
0.8606 |
0.8646 |
0.8763 |
|
| S4 |
0.8501 |
0.8541 |
0.8734 |
|
|
| Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9654 |
0.9490 |
0.8956 |
|
| R3 |
0.9398 |
0.9234 |
0.8885 |
|
| R2 |
0.9142 |
0.9142 |
0.8862 |
|
| R1 |
0.8978 |
0.8978 |
0.8838 |
0.8932 |
| PP |
0.8886 |
0.8886 |
0.8886 |
0.8863 |
| S1 |
0.8722 |
0.8722 |
0.8792 |
0.8676 |
| S2 |
0.8630 |
0.8630 |
0.8768 |
|
| S3 |
0.8374 |
0.8466 |
0.8745 |
|
| S4 |
0.8118 |
0.8210 |
0.8674 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9006 |
0.8744 |
0.0262 |
3.0% |
0.0126 |
1.4% |
18% |
False |
False |
118,022 |
| 10 |
0.9096 |
0.8744 |
0.0352 |
4.0% |
0.0125 |
1.4% |
14% |
False |
False |
114,870 |
| 20 |
0.9275 |
0.8744 |
0.0531 |
6.0% |
0.0118 |
1.3% |
9% |
False |
False |
94,989 |
| 40 |
0.9275 |
0.8665 |
0.0610 |
6.9% |
0.0118 |
1.3% |
21% |
False |
False |
68,703 |
| 60 |
0.9288 |
0.8665 |
0.0623 |
7.1% |
0.0119 |
1.4% |
20% |
False |
False |
46,114 |
| 80 |
0.9288 |
0.8665 |
0.0623 |
7.1% |
0.0117 |
1.3% |
20% |
False |
False |
34,621 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9326 |
|
2.618 |
0.9155 |
|
1.618 |
0.9050 |
|
1.000 |
0.8985 |
|
0.618 |
0.8945 |
|
HIGH |
0.8880 |
|
0.618 |
0.8840 |
|
0.500 |
0.8828 |
|
0.382 |
0.8815 |
|
LOW |
0.8775 |
|
0.618 |
0.8710 |
|
1.000 |
0.8670 |
|
1.618 |
0.8605 |
|
2.618 |
0.8500 |
|
4.250 |
0.8329 |
|
|
| Fisher Pivots for day following 03-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8828 |
0.8816 |
| PP |
0.8816 |
0.8808 |
| S1 |
0.8804 |
0.8800 |
|