CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 06-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9974 |
0.9914 |
-0.0060 |
-0.6% |
0.9920 |
| High |
0.9991 |
0.9935 |
-0.0056 |
-0.6% |
1.0168 |
| Low |
0.9876 |
0.9852 |
-0.0024 |
-0.2% |
0.9860 |
| Close |
0.9913 |
0.9861 |
-0.0052 |
-0.5% |
1.0141 |
| Range |
0.0115 |
0.0083 |
-0.0032 |
-27.8% |
0.0308 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
112,951 |
96,660 |
-16,291 |
-14.4% |
196,835 |
|
| Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0132 |
1.0079 |
0.9907 |
|
| R3 |
1.0049 |
0.9996 |
0.9884 |
|
| R2 |
0.9966 |
0.9966 |
0.9876 |
|
| R1 |
0.9913 |
0.9913 |
0.9869 |
0.9898 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9875 |
| S1 |
0.9830 |
0.9830 |
0.9853 |
0.9815 |
| S2 |
0.9800 |
0.9800 |
0.9846 |
|
| S3 |
0.9717 |
0.9747 |
0.9838 |
|
| S4 |
0.9634 |
0.9664 |
0.9815 |
|
|
| 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 |
0.9852 |
0.0316 |
3.2% |
0.0104 |
1.1% |
3% |
False |
True |
79,400 |
| 10 |
1.0168 |
0.9852 |
0.0316 |
3.2% |
0.0099 |
1.0% |
3% |
False |
True |
61,282 |
| 20 |
1.0168 |
0.9664 |
0.0504 |
5.1% |
0.0097 |
1.0% |
39% |
False |
False |
62,052 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0115 |
1.2% |
59% |
False |
False |
33,505 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0118 |
1.2% |
59% |
False |
False |
22,398 |
| 80 |
1.0168 |
0.9146 |
0.1022 |
10.4% |
0.0110 |
1.1% |
70% |
False |
False |
16,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0288 |
|
2.618 |
1.0152 |
|
1.618 |
1.0069 |
|
1.000 |
1.0018 |
|
0.618 |
0.9986 |
|
HIGH |
0.9935 |
|
0.618 |
0.9903 |
|
0.500 |
0.9894 |
|
0.382 |
0.9884 |
|
LOW |
0.9852 |
|
0.618 |
0.9801 |
|
1.000 |
0.9769 |
|
1.618 |
0.9718 |
|
2.618 |
0.9635 |
|
4.250 |
0.9499 |
|
|
| Fisher Pivots for day following 06-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9894 |
0.9968 |
| PP |
0.9883 |
0.9932 |
| S1 |
0.9872 |
0.9897 |
|