CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 07-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2011 |
07-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9914 |
0.9868 |
-0.0046 |
-0.5% |
1.0132 |
| High |
0.9935 |
0.9915 |
-0.0020 |
-0.2% |
1.0137 |
| Low |
0.9852 |
0.9828 |
-0.0024 |
-0.2% |
0.9828 |
| Close |
0.9861 |
0.9874 |
0.0013 |
0.1% |
0.9874 |
| Range |
0.0083 |
0.0087 |
0.0004 |
4.8% |
0.0309 |
| ATR |
0.0107 |
0.0105 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
96,660 |
112,229 |
15,569 |
16.1% |
482,172 |
|
| Daily Pivots for day following 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0133 |
1.0091 |
0.9922 |
|
| R3 |
1.0046 |
1.0004 |
0.9898 |
|
| R2 |
0.9959 |
0.9959 |
0.9890 |
|
| R1 |
0.9917 |
0.9917 |
0.9882 |
0.9938 |
| PP |
0.9872 |
0.9872 |
0.9872 |
0.9883 |
| S1 |
0.9830 |
0.9830 |
0.9866 |
0.9851 |
| S2 |
0.9785 |
0.9785 |
0.9858 |
|
| S3 |
0.9698 |
0.9743 |
0.9850 |
|
| S4 |
0.9611 |
0.9656 |
0.9826 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0683 |
1.0044 |
|
| R3 |
1.0564 |
1.0374 |
0.9959 |
|
| R2 |
1.0255 |
1.0255 |
0.9931 |
|
| R1 |
1.0065 |
1.0065 |
0.9902 |
1.0006 |
| PP |
0.9946 |
0.9946 |
0.9946 |
0.9917 |
| S1 |
0.9756 |
0.9756 |
0.9846 |
0.9697 |
| S2 |
0.9637 |
0.9637 |
0.9817 |
|
| S3 |
0.9328 |
0.9447 |
0.9789 |
|
| S4 |
0.9019 |
0.9138 |
0.9704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0137 |
0.9828 |
0.0309 |
3.1% |
0.0100 |
1.0% |
15% |
False |
True |
96,434 |
| 10 |
1.0168 |
0.9828 |
0.0340 |
3.4% |
0.0100 |
1.0% |
14% |
False |
True |
67,900 |
| 20 |
1.0168 |
0.9715 |
0.0453 |
4.6% |
0.0096 |
1.0% |
35% |
False |
False |
65,172 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0115 |
1.2% |
61% |
False |
False |
36,305 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0119 |
1.2% |
61% |
False |
False |
24,267 |
| 80 |
1.0168 |
0.9146 |
0.1022 |
10.4% |
0.0111 |
1.1% |
71% |
False |
False |
18,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0285 |
|
2.618 |
1.0143 |
|
1.618 |
1.0056 |
|
1.000 |
1.0002 |
|
0.618 |
0.9969 |
|
HIGH |
0.9915 |
|
0.618 |
0.9882 |
|
0.500 |
0.9872 |
|
0.382 |
0.9861 |
|
LOW |
0.9828 |
|
0.618 |
0.9774 |
|
1.000 |
0.9741 |
|
1.618 |
0.9687 |
|
2.618 |
0.9600 |
|
4.250 |
0.9458 |
|
|
| Fisher Pivots for day following 07-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9873 |
0.9910 |
| PP |
0.9872 |
0.9898 |
| S1 |
0.9872 |
0.9886 |
|