CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 11-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2011 |
11-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9870 |
0.9861 |
-0.0009 |
-0.1% |
1.0132 |
| High |
0.9905 |
0.9885 |
-0.0020 |
-0.2% |
1.0137 |
| Low |
0.9806 |
0.9744 |
-0.0062 |
-0.6% |
0.9828 |
| Close |
0.9885 |
0.9792 |
-0.0093 |
-0.9% |
0.9874 |
| Range |
0.0099 |
0.0141 |
0.0042 |
42.4% |
0.0309 |
| ATR |
0.0105 |
0.0108 |
0.0003 |
2.4% |
0.0000 |
| Volume |
88,192 |
116,494 |
28,302 |
32.1% |
482,172 |
|
| Daily Pivots for day following 11-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0230 |
1.0152 |
0.9870 |
|
| R3 |
1.0089 |
1.0011 |
0.9831 |
|
| R2 |
0.9948 |
0.9948 |
0.9818 |
|
| R1 |
0.9870 |
0.9870 |
0.9805 |
0.9839 |
| PP |
0.9807 |
0.9807 |
0.9807 |
0.9791 |
| S1 |
0.9729 |
0.9729 |
0.9779 |
0.9698 |
| S2 |
0.9666 |
0.9666 |
0.9766 |
|
| S3 |
0.9525 |
0.9588 |
0.9753 |
|
| S4 |
0.9384 |
0.9447 |
0.9714 |
|
|
| 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 |
0.9991 |
0.9744 |
0.0247 |
2.5% |
0.0105 |
1.1% |
19% |
False |
True |
105,305 |
| 10 |
1.0168 |
0.9744 |
0.0424 |
4.3% |
0.0102 |
1.0% |
11% |
False |
True |
79,357 |
| 20 |
1.0168 |
0.9725 |
0.0443 |
4.5% |
0.0097 |
1.0% |
15% |
False |
False |
68,895 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.7% |
0.0113 |
1.2% |
50% |
False |
False |
41,404 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.7% |
0.0120 |
1.2% |
50% |
False |
False |
27,677 |
| 80 |
1.0168 |
0.9240 |
0.0928 |
9.5% |
0.0112 |
1.1% |
59% |
False |
False |
20,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0484 |
|
2.618 |
1.0254 |
|
1.618 |
1.0113 |
|
1.000 |
1.0026 |
|
0.618 |
0.9972 |
|
HIGH |
0.9885 |
|
0.618 |
0.9831 |
|
0.500 |
0.9815 |
|
0.382 |
0.9798 |
|
LOW |
0.9744 |
|
0.618 |
0.9657 |
|
1.000 |
0.9603 |
|
1.618 |
0.9516 |
|
2.618 |
0.9375 |
|
4.250 |
0.9145 |
|
|
| Fisher Pivots for day following 11-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9815 |
0.9830 |
| PP |
0.9807 |
0.9817 |
| S1 |
0.9800 |
0.9805 |
|