CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 24-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2010 |
24-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9102 |
0.9107 |
0.0005 |
0.1% |
0.9080 |
| High |
0.9116 |
0.9114 |
-0.0002 |
0.0% |
0.9164 |
| Low |
0.9054 |
0.8988 |
-0.0066 |
-0.7% |
0.9004 |
| Close |
0.9090 |
0.9006 |
-0.0084 |
-0.9% |
0.9074 |
| Range |
0.0062 |
0.0126 |
0.0064 |
103.2% |
0.0160 |
| ATR |
0.0087 |
0.0090 |
0.0003 |
3.2% |
0.0000 |
| Volume |
86,517 |
69,519 |
-16,998 |
-19.6% |
362,535 |
|
| Daily Pivots for day following 24-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9414 |
0.9336 |
0.9075 |
|
| R3 |
0.9288 |
0.9210 |
0.9041 |
|
| R2 |
0.9162 |
0.9162 |
0.9029 |
|
| R1 |
0.9084 |
0.9084 |
0.9018 |
0.9060 |
| PP |
0.9036 |
0.9036 |
0.9036 |
0.9024 |
| S1 |
0.8958 |
0.8958 |
0.8994 |
0.8934 |
| S2 |
0.8910 |
0.8910 |
0.8983 |
|
| S3 |
0.8784 |
0.8832 |
0.8971 |
|
| S4 |
0.8658 |
0.8706 |
0.8937 |
|
|
| Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9561 |
0.9477 |
0.9162 |
|
| R3 |
0.9401 |
0.9317 |
0.9118 |
|
| R2 |
0.9241 |
0.9241 |
0.9103 |
|
| R1 |
0.9157 |
0.9157 |
0.9089 |
0.9119 |
| PP |
0.9081 |
0.9081 |
0.9081 |
0.9062 |
| S1 |
0.8997 |
0.8997 |
0.9059 |
0.8959 |
| S2 |
0.8921 |
0.8921 |
0.9045 |
|
| S3 |
0.8761 |
0.8837 |
0.9030 |
|
| S4 |
0.8601 |
0.8677 |
0.8986 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9156 |
0.8988 |
0.0168 |
1.9% |
0.0089 |
1.0% |
11% |
False |
True |
76,182 |
| 10 |
0.9164 |
0.8988 |
0.0176 |
2.0% |
0.0080 |
0.9% |
10% |
False |
True |
72,037 |
| 20 |
0.9164 |
0.8703 |
0.0461 |
5.1% |
0.0085 |
0.9% |
66% |
False |
False |
40,506 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.7% |
0.0098 |
1.1% |
77% |
False |
False |
20,567 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.7% |
0.0091 |
1.0% |
77% |
False |
False |
13,814 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9650 |
|
2.618 |
0.9444 |
|
1.618 |
0.9318 |
|
1.000 |
0.9240 |
|
0.618 |
0.9192 |
|
HIGH |
0.9114 |
|
0.618 |
0.9066 |
|
0.500 |
0.9051 |
|
0.382 |
0.9036 |
|
LOW |
0.8988 |
|
0.618 |
0.8910 |
|
1.000 |
0.8862 |
|
1.618 |
0.8784 |
|
2.618 |
0.8658 |
|
4.250 |
0.8453 |
|
|
| Fisher Pivots for day following 24-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9051 |
0.9052 |
| PP |
0.9036 |
0.9037 |
| S1 |
0.9021 |
0.9021 |
|