CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 08-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2010 |
08-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.8982 |
0.9089 |
0.0107 |
1.2% |
0.8963 |
| High |
0.9086 |
0.9127 |
0.0041 |
0.5% |
0.9086 |
| Low |
0.8977 |
0.9071 |
0.0094 |
1.0% |
0.8922 |
| Close |
0.9071 |
0.9087 |
0.0016 |
0.2% |
0.9071 |
| Range |
0.0109 |
0.0056 |
-0.0053 |
-48.6% |
0.0164 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
98,835 |
105,513 |
6,678 |
6.8% |
471,426 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9263 |
0.9231 |
0.9118 |
|
| R3 |
0.9207 |
0.9175 |
0.9102 |
|
| R2 |
0.9151 |
0.9151 |
0.9097 |
|
| R1 |
0.9119 |
0.9119 |
0.9092 |
0.9107 |
| PP |
0.9095 |
0.9095 |
0.9095 |
0.9089 |
| S1 |
0.9063 |
0.9063 |
0.9082 |
0.9051 |
| S2 |
0.9039 |
0.9039 |
0.9077 |
|
| S3 |
0.8983 |
0.9007 |
0.9072 |
|
| S4 |
0.8927 |
0.8951 |
0.9056 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9518 |
0.9459 |
0.9161 |
|
| R3 |
0.9354 |
0.9295 |
0.9116 |
|
| R2 |
0.9190 |
0.9190 |
0.9101 |
|
| R1 |
0.9131 |
0.9131 |
0.9086 |
0.9161 |
| PP |
0.9026 |
0.9026 |
0.9026 |
0.9041 |
| S1 |
0.8967 |
0.8967 |
0.9056 |
0.8997 |
| S2 |
0.8862 |
0.8862 |
0.9041 |
|
| S3 |
0.8698 |
0.8803 |
0.9026 |
|
| S4 |
0.8534 |
0.8639 |
0.8981 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9127 |
0.8943 |
0.0184 |
2.0% |
0.0085 |
0.9% |
78% |
True |
False |
92,537 |
| 10 |
0.9127 |
0.8787 |
0.0340 |
3.7% |
0.0107 |
1.2% |
88% |
True |
False |
104,431 |
| 20 |
0.9127 |
0.8598 |
0.0529 |
5.8% |
0.0112 |
1.2% |
92% |
True |
False |
110,696 |
| 40 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0118 |
1.3% |
74% |
False |
False |
105,537 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0119 |
1.3% |
74% |
False |
False |
86,719 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0117 |
1.3% |
73% |
False |
False |
65,335 |
| 100 |
0.9288 |
0.8547 |
0.0741 |
8.2% |
0.0118 |
1.3% |
73% |
False |
False |
52,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9365 |
|
2.618 |
0.9274 |
|
1.618 |
0.9218 |
|
1.000 |
0.9183 |
|
0.618 |
0.9162 |
|
HIGH |
0.9127 |
|
0.618 |
0.9106 |
|
0.500 |
0.9099 |
|
0.382 |
0.9092 |
|
LOW |
0.9071 |
|
0.618 |
0.9036 |
|
1.000 |
0.9015 |
|
1.618 |
0.8980 |
|
2.618 |
0.8924 |
|
4.250 |
0.8833 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9099 |
0.9074 |
| PP |
0.9095 |
0.9061 |
| S1 |
0.9091 |
0.9049 |
|