CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 09-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8650 |
0.8604 |
-0.0046 |
-0.5% |
0.8791 |
| High |
0.8680 |
0.8768 |
0.0088 |
1.0% |
0.8888 |
| Low |
0.8610 |
0.8598 |
-0.0012 |
-0.1% |
0.8547 |
| Close |
0.8635 |
0.8725 |
0.0090 |
1.0% |
0.8607 |
| Range |
0.0070 |
0.0170 |
0.0100 |
142.9% |
0.0341 |
| ATR |
0.0126 |
0.0129 |
0.0003 |
2.5% |
0.0000 |
| Volume |
177,442 |
78,018 |
-99,424 |
-56.0% |
602,241 |
|
| Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9207 |
0.9136 |
0.8819 |
|
| R3 |
0.9037 |
0.8966 |
0.8772 |
|
| R2 |
0.8867 |
0.8867 |
0.8756 |
|
| R1 |
0.8796 |
0.8796 |
0.8741 |
0.8832 |
| PP |
0.8697 |
0.8697 |
0.8697 |
0.8715 |
| S1 |
0.8626 |
0.8626 |
0.8709 |
0.8662 |
| S2 |
0.8527 |
0.8527 |
0.8694 |
|
| S3 |
0.8357 |
0.8456 |
0.8678 |
|
| S4 |
0.8187 |
0.8286 |
0.8632 |
|
|
| 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 |
0.8880 |
0.8547 |
0.0333 |
3.8% |
0.0140 |
1.6% |
53% |
False |
False |
122,738 |
| 10 |
0.9006 |
0.8547 |
0.0459 |
5.3% |
0.0136 |
1.6% |
39% |
False |
False |
120,285 |
| 20 |
0.9275 |
0.8547 |
0.0728 |
8.3% |
0.0127 |
1.5% |
24% |
False |
False |
105,864 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.3% |
0.0120 |
1.4% |
24% |
False |
False |
80,834 |
| 60 |
0.9288 |
0.8547 |
0.0741 |
8.5% |
0.0121 |
1.4% |
24% |
False |
False |
54,468 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.5% |
0.0120 |
1.4% |
24% |
False |
False |
40,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9491 |
|
2.618 |
0.9213 |
|
1.618 |
0.9043 |
|
1.000 |
0.8938 |
|
0.618 |
0.8873 |
|
HIGH |
0.8768 |
|
0.618 |
0.8703 |
|
0.500 |
0.8683 |
|
0.382 |
0.8663 |
|
LOW |
0.8598 |
|
0.618 |
0.8493 |
|
1.000 |
0.8428 |
|
1.618 |
0.8323 |
|
2.618 |
0.8153 |
|
4.250 |
0.7876 |
|
|
| Fisher Pivots for day following 09-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8711 |
0.8703 |
| PP |
0.8697 |
0.8680 |
| S1 |
0.8683 |
0.8658 |
|