CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 17-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2010 |
17-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8850 |
0.8988 |
0.0138 |
1.6% |
0.8650 |
| High |
0.9003 |
0.9013 |
0.0010 |
0.1% |
0.8895 |
| Low |
0.8824 |
0.8951 |
0.0127 |
1.4% |
0.8598 |
| Close |
0.8985 |
0.8975 |
-0.0010 |
-0.1% |
0.8859 |
| Range |
0.0179 |
0.0062 |
-0.0117 |
-65.4% |
0.0297 |
| ATR |
0.0133 |
0.0128 |
-0.0005 |
-3.8% |
0.0000 |
| Volume |
136,489 |
106,068 |
-30,421 |
-22.3% |
652,684 |
|
| Daily Pivots for day following 17-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9166 |
0.9132 |
0.9009 |
|
| R3 |
0.9104 |
0.9070 |
0.8992 |
|
| R2 |
0.9042 |
0.9042 |
0.8986 |
|
| R1 |
0.9008 |
0.9008 |
0.8981 |
0.8994 |
| PP |
0.8980 |
0.8980 |
0.8980 |
0.8973 |
| S1 |
0.8946 |
0.8946 |
0.8969 |
0.8932 |
| S2 |
0.8918 |
0.8918 |
0.8964 |
|
| S3 |
0.8856 |
0.8884 |
0.8958 |
|
| S4 |
0.8794 |
0.8822 |
0.8941 |
|
|
| Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9675 |
0.9564 |
0.9022 |
|
| R3 |
0.9378 |
0.9267 |
0.8941 |
|
| R2 |
0.9081 |
0.9081 |
0.8913 |
|
| R1 |
0.8970 |
0.8970 |
0.8886 |
0.9026 |
| PP |
0.8784 |
0.8784 |
0.8784 |
0.8812 |
| S1 |
0.8673 |
0.8673 |
0.8832 |
0.8729 |
| S2 |
0.8487 |
0.8487 |
0.8805 |
|
| S3 |
0.8190 |
0.8376 |
0.8777 |
|
| S4 |
0.7893 |
0.8079 |
0.8696 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9013 |
0.8680 |
0.0333 |
3.7% |
0.0125 |
1.4% |
89% |
True |
False |
127,956 |
| 10 |
0.9013 |
0.8547 |
0.0466 |
5.2% |
0.0133 |
1.5% |
92% |
True |
False |
125,347 |
| 20 |
0.9186 |
0.8547 |
0.0639 |
7.1% |
0.0132 |
1.5% |
67% |
False |
False |
119,376 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.1% |
0.0121 |
1.3% |
59% |
False |
False |
90,602 |
| 60 |
0.9288 |
0.8547 |
0.0741 |
8.3% |
0.0123 |
1.4% |
58% |
False |
False |
65,022 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.3% |
0.0124 |
1.4% |
58% |
False |
False |
48,872 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.4% |
0.0116 |
1.3% |
63% |
False |
False |
39,117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9277 |
|
2.618 |
0.9175 |
|
1.618 |
0.9113 |
|
1.000 |
0.9075 |
|
0.618 |
0.9051 |
|
HIGH |
0.9013 |
|
0.618 |
0.8989 |
|
0.500 |
0.8982 |
|
0.382 |
0.8975 |
|
LOW |
0.8951 |
|
0.618 |
0.8913 |
|
1.000 |
0.8889 |
|
1.618 |
0.8851 |
|
2.618 |
0.8789 |
|
4.250 |
0.8688 |
|
|
| Fisher Pivots for day following 17-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8982 |
0.8945 |
| PP |
0.8980 |
0.8916 |
| S1 |
0.8977 |
0.8886 |
|