CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 12-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2010 |
12-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9063 |
0.9055 |
-0.0008 |
-0.1% |
0.9000 |
| High |
0.9077 |
0.9103 |
0.0026 |
0.3% |
0.9103 |
| Low |
0.9017 |
0.9047 |
0.0030 |
0.3% |
0.8961 |
| Close |
0.9060 |
0.9067 |
0.0007 |
0.1% |
0.9067 |
| Range |
0.0060 |
0.0056 |
-0.0004 |
-6.7% |
0.0142 |
| ATR |
0.0094 |
0.0092 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
43,481 |
73,594 |
30,113 |
69.3% |
188,591 |
|
| Daily Pivots for day following 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9240 |
0.9210 |
0.9098 |
|
| R3 |
0.9184 |
0.9154 |
0.9082 |
|
| R2 |
0.9128 |
0.9128 |
0.9077 |
|
| R1 |
0.9098 |
0.9098 |
0.9072 |
0.9113 |
| PP |
0.9072 |
0.9072 |
0.9072 |
0.9080 |
| S1 |
0.9042 |
0.9042 |
0.9062 |
0.9057 |
| S2 |
0.9016 |
0.9016 |
0.9057 |
|
| S3 |
0.8960 |
0.8986 |
0.9052 |
|
| S4 |
0.8904 |
0.8930 |
0.9036 |
|
|
| Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9470 |
0.9410 |
0.9145 |
|
| R3 |
0.9328 |
0.9268 |
0.9106 |
|
| R2 |
0.9186 |
0.9186 |
0.9093 |
|
| R1 |
0.9126 |
0.9126 |
0.9080 |
0.9156 |
| PP |
0.9044 |
0.9044 |
0.9044 |
0.9059 |
| S1 |
0.8984 |
0.8984 |
0.9054 |
0.9014 |
| S2 |
0.8902 |
0.8902 |
0.9041 |
|
| S3 |
0.8760 |
0.8842 |
0.9028 |
|
| S4 |
0.8618 |
0.8700 |
0.8989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9103 |
0.8961 |
0.0142 |
1.6% |
0.0066 |
0.7% |
75% |
True |
False |
37,718 |
| 10 |
0.9103 |
0.8838 |
0.0265 |
2.9% |
0.0076 |
0.8% |
86% |
True |
False |
20,351 |
| 20 |
0.9103 |
0.8675 |
0.0428 |
4.7% |
0.0093 |
1.0% |
92% |
True |
False |
10,685 |
| 40 |
0.9161 |
0.8474 |
0.0687 |
7.6% |
0.0097 |
1.1% |
86% |
False |
False |
5,500 |
| 60 |
0.9161 |
0.8474 |
0.0687 |
7.6% |
0.0088 |
1.0% |
86% |
False |
False |
3,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9341 |
|
2.618 |
0.9250 |
|
1.618 |
0.9194 |
|
1.000 |
0.9159 |
|
0.618 |
0.9138 |
|
HIGH |
0.9103 |
|
0.618 |
0.9082 |
|
0.500 |
0.9075 |
|
0.382 |
0.9068 |
|
LOW |
0.9047 |
|
0.618 |
0.9012 |
|
1.000 |
0.8991 |
|
1.618 |
0.8956 |
|
2.618 |
0.8900 |
|
4.250 |
0.8809 |
|
|
| Fisher Pivots for day following 12-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9075 |
0.9065 |
| PP |
0.9072 |
0.9062 |
| S1 |
0.9070 |
0.9060 |
|