CME Australian Dollar Future June 2010
| Trading Metrics calculated at close of trading on 25-Mar-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2010 |
25-Mar-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9107 |
0.9015 |
-0.0092 |
-1.0% |
0.9080 |
| High |
0.9114 |
0.9062 |
-0.0052 |
-0.6% |
0.9164 |
| Low |
0.8988 |
0.8991 |
0.0003 |
0.0% |
0.9004 |
| Close |
0.9006 |
0.9007 |
0.0001 |
0.0% |
0.9074 |
| Range |
0.0126 |
0.0071 |
-0.0055 |
-43.7% |
0.0160 |
| ATR |
0.0090 |
0.0088 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
69,519 |
100,278 |
30,759 |
44.2% |
362,535 |
|
| Daily Pivots for day following 25-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9233 |
0.9191 |
0.9046 |
|
| R3 |
0.9162 |
0.9120 |
0.9027 |
|
| R2 |
0.9091 |
0.9091 |
0.9020 |
|
| R1 |
0.9049 |
0.9049 |
0.9014 |
0.9035 |
| PP |
0.9020 |
0.9020 |
0.9020 |
0.9013 |
| S1 |
0.8978 |
0.8978 |
0.9000 |
0.8964 |
| S2 |
0.8949 |
0.8949 |
0.8994 |
|
| S3 |
0.8878 |
0.8907 |
0.8987 |
|
| S4 |
0.8807 |
0.8836 |
0.8968 |
|
|
| 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 |
0.9139 |
0.8988 |
0.0151 |
1.7% |
0.0091 |
1.0% |
13% |
False |
False |
82,031 |
| 10 |
0.9164 |
0.8988 |
0.0176 |
2.0% |
0.0081 |
0.9% |
11% |
False |
False |
77,717 |
| 20 |
0.9164 |
0.8765 |
0.0399 |
4.4% |
0.0081 |
0.9% |
61% |
False |
False |
45,446 |
| 40 |
0.9164 |
0.8474 |
0.0690 |
7.7% |
0.0098 |
1.1% |
77% |
False |
False |
23,070 |
| 60 |
0.9164 |
0.8474 |
0.0690 |
7.7% |
0.0091 |
1.0% |
77% |
False |
False |
15,485 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9364 |
|
2.618 |
0.9248 |
|
1.618 |
0.9177 |
|
1.000 |
0.9133 |
|
0.618 |
0.9106 |
|
HIGH |
0.9062 |
|
0.618 |
0.9035 |
|
0.500 |
0.9027 |
|
0.382 |
0.9018 |
|
LOW |
0.8991 |
|
0.618 |
0.8947 |
|
1.000 |
0.8920 |
|
1.618 |
0.8876 |
|
2.618 |
0.8805 |
|
4.250 |
0.8689 |
|
|
| Fisher Pivots for day following 25-Mar-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9027 |
0.9052 |
| PP |
0.9020 |
0.9037 |
| S1 |
0.9014 |
0.9022 |
|