CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 18-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2011 |
18-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9917 |
0.9833 |
-0.0084 |
-0.8% |
0.9870 |
| High |
0.9921 |
0.9937 |
0.0016 |
0.2% |
0.9948 |
| Low |
0.9784 |
0.9793 |
0.0009 |
0.1% |
0.9736 |
| Close |
0.9824 |
0.9916 |
0.0092 |
0.9% |
0.9824 |
| Range |
0.0137 |
0.0144 |
0.0007 |
5.1% |
0.0212 |
| ATR |
0.0112 |
0.0115 |
0.0002 |
2.0% |
0.0000 |
| Volume |
99,274 |
0 |
-99,274 |
-100.0% |
510,305 |
|
| Daily Pivots for day following 18-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0314 |
1.0259 |
0.9995 |
|
| R3 |
1.0170 |
1.0115 |
0.9956 |
|
| R2 |
1.0026 |
1.0026 |
0.9942 |
|
| R1 |
0.9971 |
0.9971 |
0.9929 |
0.9999 |
| PP |
0.9882 |
0.9882 |
0.9882 |
0.9896 |
| S1 |
0.9827 |
0.9827 |
0.9903 |
0.9855 |
| S2 |
0.9738 |
0.9738 |
0.9890 |
|
| S3 |
0.9594 |
0.9683 |
0.9876 |
|
| S4 |
0.9450 |
0.9539 |
0.9837 |
|
|
| 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 |
2.1% |
0.0136 |
1.4% |
85% |
False |
False |
84,422 |
| 10 |
1.0084 |
0.9736 |
0.0348 |
3.5% |
0.0121 |
1.2% |
52% |
False |
False |
93,435 |
| 20 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0104 |
1.0% |
42% |
False |
False |
69,130 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0115 |
1.2% |
67% |
False |
False |
48,993 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0117 |
1.2% |
67% |
False |
False |
32,759 |
| 80 |
1.0168 |
0.9264 |
0.0904 |
9.1% |
0.0116 |
1.2% |
72% |
False |
False |
24,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0549 |
|
2.618 |
1.0314 |
|
1.618 |
1.0170 |
|
1.000 |
1.0081 |
|
0.618 |
1.0026 |
|
HIGH |
0.9937 |
|
0.618 |
0.9882 |
|
0.500 |
0.9865 |
|
0.382 |
0.9848 |
|
LOW |
0.9793 |
|
0.618 |
0.9704 |
|
1.000 |
0.9649 |
|
1.618 |
0.9560 |
|
2.618 |
0.9416 |
|
4.250 |
0.9181 |
|
|
| Fisher Pivots for day following 18-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9899 |
0.9899 |
| PP |
0.9882 |
0.9883 |
| S1 |
0.9865 |
0.9866 |
|