CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 04-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2010 |
04-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8824 |
0.8782 |
-0.0042 |
-0.5% |
0.8973 |
| High |
0.8880 |
0.8792 |
-0.0088 |
-1.0% |
0.9049 |
| Low |
0.8775 |
0.8578 |
-0.0197 |
-2.2% |
0.8793 |
| Close |
0.8792 |
0.8628 |
-0.0164 |
-1.9% |
0.8815 |
| Range |
0.0105 |
0.0214 |
0.0109 |
103.8% |
0.0256 |
| ATR |
0.0123 |
0.0129 |
0.0007 |
5.3% |
0.0000 |
| Volume |
112,015 |
91,017 |
-20,998 |
-18.7% |
531,000 |
|
| Daily Pivots for day following 04-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9308 |
0.9182 |
0.8746 |
|
| R3 |
0.9094 |
0.8968 |
0.8687 |
|
| R2 |
0.8880 |
0.8880 |
0.8667 |
|
| R1 |
0.8754 |
0.8754 |
0.8648 |
0.8710 |
| PP |
0.8666 |
0.8666 |
0.8666 |
0.8644 |
| S1 |
0.8540 |
0.8540 |
0.8608 |
0.8496 |
| S2 |
0.8452 |
0.8452 |
0.8589 |
|
| S3 |
0.8238 |
0.8326 |
0.8569 |
|
| S4 |
0.8024 |
0.8112 |
0.8510 |
|
|
| 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 |
0.8922 |
0.8578 |
0.0344 |
4.0% |
0.0145 |
1.7% |
15% |
False |
True |
111,342 |
| 10 |
0.9049 |
0.8578 |
0.0471 |
5.5% |
0.0132 |
1.5% |
11% |
False |
True |
112,118 |
| 20 |
0.9275 |
0.8578 |
0.0697 |
8.1% |
0.0123 |
1.4% |
7% |
False |
True |
96,117 |
| 40 |
0.9275 |
0.8578 |
0.0697 |
8.1% |
0.0121 |
1.4% |
7% |
False |
True |
70,911 |
| 60 |
0.9288 |
0.8578 |
0.0710 |
8.2% |
0.0120 |
1.4% |
7% |
False |
True |
47,630 |
| 80 |
0.9288 |
0.8578 |
0.0710 |
8.2% |
0.0119 |
1.4% |
7% |
False |
True |
35,758 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9702 |
|
2.618 |
0.9352 |
|
1.618 |
0.9138 |
|
1.000 |
0.9006 |
|
0.618 |
0.8924 |
|
HIGH |
0.8792 |
|
0.618 |
0.8710 |
|
0.500 |
0.8685 |
|
0.382 |
0.8660 |
|
LOW |
0.8578 |
|
0.618 |
0.8446 |
|
1.000 |
0.8364 |
|
1.618 |
0.8232 |
|
2.618 |
0.8018 |
|
4.250 |
0.7669 |
|
|
| Fisher Pivots for day following 04-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8685 |
0.8733 |
| PP |
0.8666 |
0.8698 |
| S1 |
0.8647 |
0.8663 |
|