CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0081 |
1.0132 |
0.0051 |
0.5% |
0.9920 |
| High |
1.0168 |
1.0137 |
-0.0031 |
-0.3% |
1.0168 |
| Low |
1.0063 |
1.0064 |
0.0001 |
0.0% |
0.9860 |
| Close |
1.0141 |
1.0102 |
-0.0039 |
-0.4% |
1.0141 |
| Range |
0.0105 |
0.0073 |
-0.0032 |
-30.5% |
0.0308 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
27,060 |
58,122 |
31,062 |
114.8% |
196,835 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0284 |
1.0142 |
|
| R3 |
1.0247 |
1.0211 |
1.0122 |
|
| R2 |
1.0174 |
1.0174 |
1.0115 |
|
| R1 |
1.0138 |
1.0138 |
1.0109 |
1.0120 |
| PP |
1.0101 |
1.0101 |
1.0101 |
1.0092 |
| S1 |
1.0065 |
1.0065 |
1.0095 |
1.0047 |
| S2 |
1.0028 |
1.0028 |
1.0089 |
|
| S3 |
0.9955 |
0.9992 |
1.0082 |
|
| S4 |
0.9882 |
0.9919 |
1.0062 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0980 |
1.0869 |
1.0310 |
|
| R3 |
1.0672 |
1.0561 |
1.0226 |
|
| R2 |
1.0364 |
1.0364 |
1.0197 |
|
| R1 |
1.0253 |
1.0253 |
1.0169 |
1.0309 |
| PP |
1.0056 |
1.0056 |
1.0056 |
1.0084 |
| S1 |
0.9945 |
0.9945 |
1.0113 |
1.0001 |
| S2 |
0.9748 |
0.9748 |
1.0085 |
|
| S3 |
0.9440 |
0.9637 |
1.0056 |
|
| S4 |
0.9132 |
0.9329 |
0.9972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0168 |
0.9944 |
0.0224 |
2.2% |
0.0093 |
0.9% |
71% |
False |
False |
41,667 |
| 10 |
1.0168 |
0.9760 |
0.0408 |
4.0% |
0.0088 |
0.9% |
84% |
False |
False |
44,825 |
| 20 |
1.0168 |
0.9635 |
0.0533 |
5.3% |
0.0096 |
1.0% |
88% |
False |
False |
50,224 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0115 |
1.1% |
91% |
False |
False |
25,732 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0118 |
1.2% |
91% |
False |
False |
17,207 |
| 80 |
1.0168 |
0.9025 |
0.1143 |
11.3% |
0.0108 |
1.1% |
94% |
False |
False |
12,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0447 |
|
2.618 |
1.0328 |
|
1.618 |
1.0255 |
|
1.000 |
1.0210 |
|
0.618 |
1.0182 |
|
HIGH |
1.0137 |
|
0.618 |
1.0109 |
|
0.500 |
1.0101 |
|
0.382 |
1.0092 |
|
LOW |
1.0064 |
|
0.618 |
1.0019 |
|
1.000 |
0.9991 |
|
1.618 |
0.9946 |
|
2.618 |
0.9873 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0102 |
1.0101 |
| PP |
1.0101 |
1.0100 |
| S1 |
1.0101 |
1.0099 |
|