CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 19-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2011 |
19-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9833 |
0.9916 |
0.0083 |
0.8% |
0.9870 |
| High |
0.9937 |
1.0009 |
0.0072 |
0.7% |
0.9948 |
| Low |
0.9793 |
0.9896 |
0.0103 |
1.1% |
0.9736 |
| Close |
0.9916 |
0.9928 |
0.0012 |
0.1% |
0.9824 |
| Range |
0.0144 |
0.0113 |
-0.0031 |
-21.5% |
0.0212 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
0 |
97,263 |
97,263 |
|
510,305 |
|
| Daily Pivots for day following 19-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0283 |
1.0219 |
0.9990 |
|
| R3 |
1.0170 |
1.0106 |
0.9959 |
|
| R2 |
1.0057 |
1.0057 |
0.9949 |
|
| R1 |
0.9993 |
0.9993 |
0.9938 |
1.0025 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9961 |
| S1 |
0.9880 |
0.9880 |
0.9918 |
0.9912 |
| S2 |
0.9831 |
0.9831 |
0.9907 |
|
| S3 |
0.9718 |
0.9767 |
0.9897 |
|
| S4 |
0.9605 |
0.9654 |
0.9866 |
|
|
| 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 |
1.0009 |
0.9736 |
0.0273 |
2.7% |
0.0131 |
1.3% |
70% |
True |
False |
80,576 |
| 10 |
1.0009 |
0.9736 |
0.0273 |
2.7% |
0.0118 |
1.2% |
70% |
True |
False |
92,940 |
| 20 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0105 |
1.1% |
44% |
False |
False |
71,127 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0115 |
1.2% |
68% |
False |
False |
51,405 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0118 |
1.2% |
68% |
False |
False |
34,377 |
| 80 |
1.0168 |
0.9360 |
0.0808 |
8.1% |
0.0115 |
1.2% |
70% |
False |
False |
25,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0489 |
|
2.618 |
1.0305 |
|
1.618 |
1.0192 |
|
1.000 |
1.0122 |
|
0.618 |
1.0079 |
|
HIGH |
1.0009 |
|
0.618 |
0.9966 |
|
0.500 |
0.9953 |
|
0.382 |
0.9939 |
|
LOW |
0.9896 |
|
0.618 |
0.9826 |
|
1.000 |
0.9783 |
|
1.618 |
0.9713 |
|
2.618 |
0.9600 |
|
4.250 |
0.9416 |
|
|
| Fisher Pivots for day following 19-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9953 |
0.9918 |
| PP |
0.9944 |
0.9907 |
| S1 |
0.9936 |
0.9897 |
|