CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 13-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2011 |
13-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9758 |
0.9888 |
0.0130 |
1.3% |
1.0132 |
| High |
0.9892 |
0.9948 |
0.0056 |
0.6% |
1.0137 |
| Low |
0.9736 |
0.9845 |
0.0109 |
1.1% |
0.9828 |
| Close |
0.9889 |
0.9905 |
0.0016 |
0.2% |
0.9874 |
| Range |
0.0156 |
0.0103 |
-0.0053 |
-34.0% |
0.0309 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
106,188 |
100,157 |
-6,031 |
-5.7% |
482,172 |
|
| Daily Pivots for day following 13-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0208 |
1.0160 |
0.9962 |
|
| R3 |
1.0105 |
1.0057 |
0.9933 |
|
| R2 |
1.0002 |
1.0002 |
0.9924 |
|
| R1 |
0.9954 |
0.9954 |
0.9914 |
0.9978 |
| PP |
0.9899 |
0.9899 |
0.9899 |
0.9912 |
| S1 |
0.9851 |
0.9851 |
0.9896 |
0.9875 |
| S2 |
0.9796 |
0.9796 |
0.9886 |
|
| S3 |
0.9693 |
0.9748 |
0.9877 |
|
| S4 |
0.9590 |
0.9645 |
0.9848 |
|
|
| 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 |
0.9948 |
0.9736 |
0.0212 |
2.1% |
0.0117 |
1.2% |
80% |
True |
False |
104,652 |
| 10 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0110 |
1.1% |
39% |
False |
False |
92,026 |
| 20 |
1.0168 |
0.9725 |
0.0443 |
4.5% |
0.0098 |
1.0% |
41% |
False |
False |
70,672 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0113 |
1.1% |
65% |
False |
False |
46,529 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0118 |
1.2% |
65% |
False |
False |
31,113 |
| 80 |
1.0168 |
0.9264 |
0.0904 |
9.1% |
0.0114 |
1.1% |
71% |
False |
False |
23,352 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0386 |
|
2.618 |
1.0218 |
|
1.618 |
1.0115 |
|
1.000 |
1.0051 |
|
0.618 |
1.0012 |
|
HIGH |
0.9948 |
|
0.618 |
0.9909 |
|
0.500 |
0.9897 |
|
0.382 |
0.9884 |
|
LOW |
0.9845 |
|
0.618 |
0.9781 |
|
1.000 |
0.9742 |
|
1.618 |
0.9678 |
|
2.618 |
0.9575 |
|
4.250 |
0.9407 |
|
|
| Fisher Pivots for day following 13-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9902 |
0.9884 |
| PP |
0.9899 |
0.9863 |
| S1 |
0.9897 |
0.9842 |
|