CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 14-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9888 |
0.9917 |
0.0029 |
0.3% |
0.9870 |
| High |
0.9948 |
0.9921 |
-0.0027 |
-0.3% |
0.9948 |
| Low |
0.9845 |
0.9784 |
-0.0061 |
-0.6% |
0.9736 |
| Close |
0.9905 |
0.9824 |
-0.0081 |
-0.8% |
0.9824 |
| Range |
0.0103 |
0.0137 |
0.0034 |
33.0% |
0.0212 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.7% |
0.0000 |
| Volume |
100,157 |
99,274 |
-883 |
-0.9% |
510,305 |
|
| Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0254 |
1.0176 |
0.9899 |
|
| R3 |
1.0117 |
1.0039 |
0.9862 |
|
| R2 |
0.9980 |
0.9980 |
0.9849 |
|
| R1 |
0.9902 |
0.9902 |
0.9837 |
0.9873 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9828 |
| S1 |
0.9765 |
0.9765 |
0.9811 |
0.9736 |
| S2 |
0.9706 |
0.9706 |
0.9799 |
|
| S3 |
0.9569 |
0.9628 |
0.9786 |
|
| S4 |
0.9432 |
0.9491 |
0.9749 |
|
|
| Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0360 |
0.9941 |
|
| R3 |
1.0260 |
1.0148 |
0.9882 |
|
| R2 |
1.0048 |
1.0048 |
0.9863 |
|
| R1 |
0.9936 |
0.9936 |
0.9843 |
0.9886 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9811 |
| S1 |
0.9724 |
0.9724 |
0.9805 |
0.9674 |
| S2 |
0.9624 |
0.9624 |
0.9785 |
|
| S3 |
0.9412 |
0.9512 |
0.9766 |
|
| S4 |
0.9200 |
0.9300 |
0.9707 |
|
|
| 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 |
2.2% |
0.0127 |
1.3% |
42% |
False |
False |
102,061 |
| 10 |
1.0137 |
0.9736 |
0.0401 |
4.1% |
0.0114 |
1.2% |
22% |
False |
False |
99,247 |
| 20 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0101 |
1.0% |
20% |
False |
False |
72,253 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.7% |
0.0114 |
1.2% |
54% |
False |
False |
49,002 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.7% |
0.0117 |
1.2% |
54% |
False |
False |
32,764 |
| 80 |
1.0168 |
0.9264 |
0.0904 |
9.2% |
0.0115 |
1.2% |
62% |
False |
False |
24,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0503 |
|
2.618 |
1.0280 |
|
1.618 |
1.0143 |
|
1.000 |
1.0058 |
|
0.618 |
1.0006 |
|
HIGH |
0.9921 |
|
0.618 |
0.9869 |
|
0.500 |
0.9853 |
|
0.382 |
0.9836 |
|
LOW |
0.9784 |
|
0.618 |
0.9699 |
|
1.000 |
0.9647 |
|
1.618 |
0.9562 |
|
2.618 |
0.9425 |
|
4.250 |
0.9202 |
|
|
| Fisher Pivots for day following 14-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9853 |
0.9842 |
| PP |
0.9843 |
0.9836 |
| S1 |
0.9834 |
0.9830 |
|