CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 05-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2011 |
05-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
0.9974 |
-0.0099 |
-1.0% |
0.9920 |
| High |
1.0084 |
0.9991 |
-0.0093 |
-0.9% |
1.0168 |
| Low |
0.9942 |
0.9876 |
-0.0066 |
-0.7% |
0.9860 |
| Close |
0.9965 |
0.9913 |
-0.0052 |
-0.5% |
1.0141 |
| Range |
0.0142 |
0.0115 |
-0.0027 |
-19.0% |
0.0308 |
| ATR |
0.0108 |
0.0109 |
0.0000 |
0.4% |
0.0000 |
| Volume |
102,210 |
112,951 |
10,741 |
10.5% |
196,835 |
|
| Daily Pivots for day following 05-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0207 |
0.9976 |
|
| R3 |
1.0157 |
1.0092 |
0.9945 |
|
| R2 |
1.0042 |
1.0042 |
0.9934 |
|
| R1 |
0.9977 |
0.9977 |
0.9924 |
0.9952 |
| PP |
0.9927 |
0.9927 |
0.9927 |
0.9914 |
| S1 |
0.9862 |
0.9862 |
0.9902 |
0.9837 |
| S2 |
0.9812 |
0.9812 |
0.9892 |
|
| S3 |
0.9697 |
0.9747 |
0.9881 |
|
| S4 |
0.9582 |
0.9632 |
0.9850 |
|
|
| 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 |
0.9876 |
0.0292 |
2.9% |
0.0103 |
1.0% |
13% |
False |
True |
68,450 |
| 10 |
1.0168 |
0.9849 |
0.0319 |
3.2% |
0.0097 |
1.0% |
20% |
False |
False |
55,793 |
| 20 |
1.0168 |
0.9635 |
0.0533 |
5.4% |
0.0098 |
1.0% |
52% |
False |
False |
59,432 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0117 |
1.2% |
66% |
False |
False |
31,092 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0119 |
1.2% |
66% |
False |
False |
20,788 |
| 80 |
1.0168 |
0.9122 |
0.1046 |
10.6% |
0.0110 |
1.1% |
76% |
False |
False |
15,605 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0480 |
|
2.618 |
1.0292 |
|
1.618 |
1.0177 |
|
1.000 |
1.0106 |
|
0.618 |
1.0062 |
|
HIGH |
0.9991 |
|
0.618 |
0.9947 |
|
0.500 |
0.9934 |
|
0.382 |
0.9920 |
|
LOW |
0.9876 |
|
0.618 |
0.9805 |
|
1.000 |
0.9761 |
|
1.618 |
0.9690 |
|
2.618 |
0.9575 |
|
4.250 |
0.9387 |
|
|
| Fisher Pivots for day following 05-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9934 |
1.0007 |
| PP |
0.9927 |
0.9975 |
| S1 |
0.9920 |
0.9944 |
|