CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 23-Feb-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2010 |
23-Feb-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8982 |
0.8987 |
0.0005 |
0.1% |
0.8850 |
| High |
0.9005 |
0.9053 |
0.0048 |
0.5% |
0.9013 |
| Low |
0.8955 |
0.8860 |
-0.0095 |
-1.1% |
0.8824 |
| Close |
0.8992 |
0.8888 |
-0.0104 |
-1.2% |
0.8962 |
| Range |
0.0050 |
0.0193 |
0.0143 |
286.0% |
0.0189 |
| ATR |
0.0122 |
0.0127 |
0.0005 |
4.2% |
0.0000 |
| Volume |
106,856 |
60,655 |
-46,201 |
-43.2% |
410,072 |
|
| Daily Pivots for day following 23-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9513 |
0.9393 |
0.8994 |
|
| R3 |
0.9320 |
0.9200 |
0.8941 |
|
| R2 |
0.9127 |
0.9127 |
0.8923 |
|
| R1 |
0.9007 |
0.9007 |
0.8906 |
0.8971 |
| PP |
0.8934 |
0.8934 |
0.8934 |
0.8915 |
| S1 |
0.8814 |
0.8814 |
0.8870 |
0.8778 |
| S2 |
0.8741 |
0.8741 |
0.8853 |
|
| S3 |
0.8548 |
0.8621 |
0.8835 |
|
| S4 |
0.8355 |
0.8428 |
0.8782 |
|
|
| Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9500 |
0.9420 |
0.9066 |
|
| R3 |
0.9311 |
0.9231 |
0.9014 |
|
| R2 |
0.9122 |
0.9122 |
0.8997 |
|
| R1 |
0.9042 |
0.9042 |
0.8979 |
0.9082 |
| PP |
0.8933 |
0.8933 |
0.8933 |
0.8953 |
| S1 |
0.8853 |
0.8853 |
0.8945 |
0.8893 |
| S2 |
0.8744 |
0.8744 |
0.8927 |
|
| S3 |
0.8555 |
0.8664 |
0.8910 |
|
| S4 |
0.8366 |
0.8475 |
0.8858 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9053 |
0.8859 |
0.0194 |
2.2% |
0.0111 |
1.2% |
15% |
True |
False |
88,218 |
| 10 |
0.9053 |
0.8598 |
0.0455 |
5.1% |
0.0129 |
1.4% |
64% |
True |
False |
105,282 |
| 20 |
0.9053 |
0.8547 |
0.0506 |
5.7% |
0.0131 |
1.5% |
67% |
True |
False |
112,675 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.2% |
0.0120 |
1.4% |
47% |
False |
False |
91,343 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.2% |
0.0125 |
1.4% |
47% |
False |
False |
70,571 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.3% |
0.0124 |
1.4% |
46% |
False |
False |
53,054 |
| 100 |
0.9288 |
0.8448 |
0.0840 |
9.5% |
0.0118 |
1.3% |
52% |
False |
False |
42,465 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9873 |
|
2.618 |
0.9558 |
|
1.618 |
0.9365 |
|
1.000 |
0.9246 |
|
0.618 |
0.9172 |
|
HIGH |
0.9053 |
|
0.618 |
0.8979 |
|
0.500 |
0.8957 |
|
0.382 |
0.8934 |
|
LOW |
0.8860 |
|
0.618 |
0.8741 |
|
1.000 |
0.8667 |
|
1.618 |
0.8548 |
|
2.618 |
0.8355 |
|
4.250 |
0.8040 |
|
|
| Fisher Pivots for day following 23-Feb-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.8957 |
0.8956 |
| PP |
0.8934 |
0.8933 |
| S1 |
0.8911 |
0.8911 |
|