CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 05-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8782 |
0.8632 |
-0.0150 |
-1.7% |
0.8791 |
| High |
0.8792 |
0.8688 |
-0.0104 |
-1.2% |
0.8888 |
| Low |
0.8578 |
0.8547 |
-0.0031 |
-0.4% |
0.8547 |
| Close |
0.8628 |
0.8607 |
-0.0021 |
-0.2% |
0.8607 |
| Range |
0.0214 |
0.0141 |
-0.0073 |
-34.1% |
0.0341 |
| ATR |
0.0129 |
0.0130 |
0.0001 |
0.6% |
0.0000 |
| Volume |
91,017 |
155,200 |
64,183 |
70.5% |
602,241 |
|
| Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9037 |
0.8963 |
0.8685 |
|
| R3 |
0.8896 |
0.8822 |
0.8646 |
|
| R2 |
0.8755 |
0.8755 |
0.8633 |
|
| R1 |
0.8681 |
0.8681 |
0.8620 |
0.8648 |
| PP |
0.8614 |
0.8614 |
0.8614 |
0.8597 |
| S1 |
0.8540 |
0.8540 |
0.8594 |
0.8507 |
| S2 |
0.8473 |
0.8473 |
0.8581 |
|
| S3 |
0.8332 |
0.8399 |
0.8568 |
|
| S4 |
0.8191 |
0.8258 |
0.8529 |
|
|
| Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9704 |
0.9496 |
0.8795 |
|
| R3 |
0.9363 |
0.9155 |
0.8701 |
|
| R2 |
0.9022 |
0.9022 |
0.8670 |
|
| R1 |
0.8814 |
0.8814 |
0.8638 |
0.8748 |
| PP |
0.8681 |
0.8681 |
0.8681 |
0.8647 |
| S1 |
0.8473 |
0.8473 |
0.8576 |
0.8407 |
| S2 |
0.8340 |
0.8340 |
0.8544 |
|
| S3 |
0.7999 |
0.8132 |
0.8513 |
|
| S4 |
0.7658 |
0.7791 |
0.8419 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.8888 |
0.8547 |
0.0341 |
4.0% |
0.0148 |
1.7% |
18% |
False |
True |
120,448 |
| 10 |
0.9049 |
0.8547 |
0.0502 |
5.8% |
0.0135 |
1.6% |
12% |
False |
True |
113,324 |
| 20 |
0.9275 |
0.8547 |
0.0728 |
8.5% |
0.0124 |
1.4% |
8% |
False |
True |
100,379 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.5% |
0.0123 |
1.4% |
8% |
False |
True |
74,731 |
| 60 |
0.9288 |
0.8547 |
0.0741 |
8.6% |
0.0119 |
1.4% |
8% |
False |
True |
50,215 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.6% |
0.0120 |
1.4% |
8% |
False |
True |
37,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9287 |
|
2.618 |
0.9057 |
|
1.618 |
0.8916 |
|
1.000 |
0.8829 |
|
0.618 |
0.8775 |
|
HIGH |
0.8688 |
|
0.618 |
0.8634 |
|
0.500 |
0.8618 |
|
0.382 |
0.8601 |
|
LOW |
0.8547 |
|
0.618 |
0.8460 |
|
1.000 |
0.8406 |
|
1.618 |
0.8319 |
|
2.618 |
0.8178 |
|
4.250 |
0.7948 |
|
|
| Fisher Pivots for day following 05-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8618 |
0.8714 |
| PP |
0.8614 |
0.8678 |
| S1 |
0.8611 |
0.8643 |
|