CME Australian Dollar Future June 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 |
0.8892 |
0.9000 |
0.0108 |
1.2% |
0.8878 |
| High |
0.8996 |
0.9036 |
0.0040 |
0.4% |
0.8996 |
| Low |
0.8892 |
0.8981 |
0.0089 |
1.0% |
0.8838 |
| Close |
0.8981 |
0.8997 |
0.0016 |
0.2% |
0.8981 |
| Range |
0.0104 |
0.0055 |
-0.0049 |
-47.1% |
0.0158 |
| ATR |
0.0104 |
0.0100 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
4,920 |
17,679 |
12,759 |
259.3% |
14,919 |
|
| Daily Pivots for day following 08-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9170 |
0.9138 |
0.9027 |
|
| R3 |
0.9115 |
0.9083 |
0.9012 |
|
| R2 |
0.9060 |
0.9060 |
0.9007 |
|
| R1 |
0.9028 |
0.9028 |
0.9002 |
0.9017 |
| PP |
0.9005 |
0.9005 |
0.9005 |
0.8999 |
| S1 |
0.8973 |
0.8973 |
0.8992 |
0.8962 |
| S2 |
0.8950 |
0.8950 |
0.8987 |
|
| S3 |
0.8895 |
0.8918 |
0.8982 |
|
| S4 |
0.8840 |
0.8863 |
0.8967 |
|
|
| Weekly Pivots for week ending 05-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9412 |
0.9355 |
0.9068 |
|
| R3 |
0.9254 |
0.9197 |
0.9024 |
|
| R2 |
0.9096 |
0.9096 |
0.9010 |
|
| R1 |
0.9039 |
0.9039 |
0.8995 |
0.9068 |
| PP |
0.8938 |
0.8938 |
0.8938 |
0.8953 |
| S1 |
0.8881 |
0.8881 |
0.8967 |
0.8910 |
| S2 |
0.8780 |
0.8780 |
0.8952 |
|
| S3 |
0.8622 |
0.8723 |
0.8938 |
|
| S4 |
0.8464 |
0.8565 |
0.8894 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9270 |
|
2.618 |
0.9180 |
|
1.618 |
0.9125 |
|
1.000 |
0.9091 |
|
0.618 |
0.9070 |
|
HIGH |
0.9036 |
|
0.618 |
0.9015 |
|
0.500 |
0.9009 |
|
0.382 |
0.9002 |
|
LOW |
0.8981 |
|
0.618 |
0.8947 |
|
1.000 |
0.8926 |
|
1.618 |
0.8892 |
|
2.618 |
0.8837 |
|
4.250 |
0.8747 |
|
|
| Fisher Pivots for day following 08-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9009 |
0.8984 |
| PP |
0.9005 |
0.8971 |
| S1 |
0.9001 |
0.8959 |
|