CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0132 |
1.0073 |
-0.0059 |
-0.6% |
0.9920 |
| High |
1.0137 |
1.0084 |
-0.0053 |
-0.5% |
1.0168 |
| Low |
1.0064 |
0.9942 |
-0.0122 |
-1.2% |
0.9860 |
| Close |
1.0102 |
0.9965 |
-0.0137 |
-1.4% |
1.0141 |
| Range |
0.0073 |
0.0142 |
0.0069 |
94.5% |
0.0308 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
3.8% |
0.0000 |
| Volume |
58,122 |
102,210 |
44,088 |
75.9% |
196,835 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0423 |
1.0336 |
1.0043 |
|
| R3 |
1.0281 |
1.0194 |
1.0004 |
|
| R2 |
1.0139 |
1.0139 |
0.9991 |
|
| R1 |
1.0052 |
1.0052 |
0.9978 |
1.0025 |
| PP |
0.9997 |
0.9997 |
0.9997 |
0.9983 |
| S1 |
0.9910 |
0.9910 |
0.9952 |
0.9883 |
| S2 |
0.9855 |
0.9855 |
0.9939 |
|
| S3 |
0.9713 |
0.9768 |
0.9926 |
|
| S4 |
0.9571 |
0.9626 |
0.9887 |
|
|
| 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 |
0.9942 |
0.0226 |
2.3% |
0.0099 |
1.0% |
10% |
False |
True |
53,410 |
| 10 |
1.0168 |
0.9813 |
0.0355 |
3.6% |
0.0093 |
0.9% |
43% |
False |
False |
49,313 |
| 20 |
1.0168 |
0.9635 |
0.0533 |
5.3% |
0.0099 |
1.0% |
62% |
False |
False |
54,715 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0116 |
1.2% |
73% |
False |
False |
28,278 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0118 |
1.2% |
73% |
False |
False |
18,907 |
| 80 |
1.0168 |
0.9110 |
0.1058 |
10.6% |
0.0109 |
1.1% |
81% |
False |
False |
14,193 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0688 |
|
2.618 |
1.0456 |
|
1.618 |
1.0314 |
|
1.000 |
1.0226 |
|
0.618 |
1.0172 |
|
HIGH |
1.0084 |
|
0.618 |
1.0030 |
|
0.500 |
1.0013 |
|
0.382 |
0.9996 |
|
LOW |
0.9942 |
|
0.618 |
0.9854 |
|
1.000 |
0.9800 |
|
1.618 |
0.9712 |
|
2.618 |
0.9570 |
|
4.250 |
0.9339 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0055 |
| PP |
0.9997 |
1.0025 |
| S1 |
0.9981 |
0.9995 |
|