CME Australian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 15-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9147 |
0.9170 |
0.0023 |
0.3% |
0.9089 |
| High |
0.9194 |
0.9177 |
-0.0017 |
-0.2% |
0.9194 |
| Low |
0.9140 |
0.9122 |
-0.0018 |
-0.2% |
0.9051 |
| Close |
0.9158 |
0.9129 |
-0.0029 |
-0.3% |
0.9158 |
| Range |
0.0054 |
0.0055 |
0.0001 |
1.9% |
0.0143 |
| ATR |
0.0101 |
0.0097 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
64,061 |
16,487 |
-47,574 |
-74.3% |
467,055 |
|
| Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9308 |
0.9273 |
0.9159 |
|
| R3 |
0.9253 |
0.9218 |
0.9144 |
|
| R2 |
0.9198 |
0.9198 |
0.9139 |
|
| R1 |
0.9163 |
0.9163 |
0.9134 |
0.9153 |
| PP |
0.9143 |
0.9143 |
0.9143 |
0.9138 |
| S1 |
0.9108 |
0.9108 |
0.9124 |
0.9098 |
| S2 |
0.9088 |
0.9088 |
0.9119 |
|
| S3 |
0.9033 |
0.9053 |
0.9114 |
|
| S4 |
0.8978 |
0.8998 |
0.9099 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9563 |
0.9504 |
0.9237 |
|
| R3 |
0.9420 |
0.9361 |
0.9197 |
|
| R2 |
0.9277 |
0.9277 |
0.9184 |
|
| R1 |
0.9218 |
0.9218 |
0.9171 |
0.9248 |
| PP |
0.9134 |
0.9134 |
0.9134 |
0.9149 |
| S1 |
0.9075 |
0.9075 |
0.9145 |
0.9105 |
| S2 |
0.8991 |
0.8991 |
0.9132 |
|
| S3 |
0.8848 |
0.8932 |
0.9119 |
|
| S4 |
0.8705 |
0.8789 |
0.9079 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9194 |
0.9051 |
0.0143 |
1.6% |
0.0068 |
0.7% |
55% |
False |
False |
75,605 |
| 10 |
0.9194 |
0.8943 |
0.0251 |
2.7% |
0.0077 |
0.8% |
74% |
False |
False |
84,071 |
| 20 |
0.9194 |
0.8787 |
0.0407 |
4.5% |
0.0098 |
1.1% |
84% |
False |
False |
96,963 |
| 40 |
0.9260 |
0.8547 |
0.0713 |
7.8% |
0.0114 |
1.2% |
82% |
False |
False |
105,651 |
| 60 |
0.9275 |
0.8547 |
0.0728 |
8.0% |
0.0113 |
1.2% |
80% |
False |
False |
91,242 |
| 80 |
0.9288 |
0.8547 |
0.0741 |
8.1% |
0.0117 |
1.3% |
79% |
False |
False |
70,047 |
| 100 |
0.9288 |
0.8547 |
0.0741 |
8.1% |
0.0118 |
1.3% |
79% |
False |
False |
56,068 |
| 120 |
0.9288 |
0.8448 |
0.0840 |
9.2% |
0.0112 |
1.2% |
81% |
False |
False |
46,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9411 |
|
2.618 |
0.9321 |
|
1.618 |
0.9266 |
|
1.000 |
0.9232 |
|
0.618 |
0.9211 |
|
HIGH |
0.9177 |
|
0.618 |
0.9156 |
|
0.500 |
0.9150 |
|
0.382 |
0.9143 |
|
LOW |
0.9122 |
|
0.618 |
0.9088 |
|
1.000 |
0.9067 |
|
1.618 |
0.9033 |
|
2.618 |
0.8978 |
|
4.250 |
0.8888 |
|
|
| Fisher Pivots for day following 15-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9150 |
0.9144 |
| PP |
0.9143 |
0.9139 |
| S1 |
0.9136 |
0.9134 |
|