CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 20-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2011 |
20-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9916 |
0.9917 |
0.0001 |
0.0% |
0.9870 |
| High |
1.0009 |
0.9922 |
-0.0087 |
-0.9% |
0.9948 |
| Low |
0.9896 |
0.9769 |
-0.0127 |
-1.3% |
0.9736 |
| Close |
0.9928 |
0.9817 |
-0.0111 |
-1.1% |
0.9824 |
| Range |
0.0113 |
0.0153 |
0.0040 |
35.4% |
0.0212 |
| ATR |
0.0115 |
0.0118 |
0.0003 |
2.8% |
0.0000 |
| Volume |
97,263 |
135,827 |
38,564 |
39.6% |
510,305 |
|
| Daily Pivots for day following 20-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0209 |
0.9901 |
|
| R3 |
1.0142 |
1.0056 |
0.9859 |
|
| R2 |
0.9989 |
0.9989 |
0.9845 |
|
| R1 |
0.9903 |
0.9903 |
0.9831 |
0.9870 |
| PP |
0.9836 |
0.9836 |
0.9836 |
0.9819 |
| S1 |
0.9750 |
0.9750 |
0.9803 |
0.9717 |
| S2 |
0.9683 |
0.9683 |
0.9789 |
|
| S3 |
0.9530 |
0.9597 |
0.9775 |
|
| S4 |
0.9377 |
0.9444 |
0.9733 |
|
|
| 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 |
0.9769 |
0.0240 |
2.4% |
0.0130 |
1.3% |
20% |
False |
True |
86,504 |
| 10 |
1.0009 |
0.9736 |
0.0273 |
2.8% |
0.0122 |
1.2% |
30% |
False |
False |
95,228 |
| 20 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0109 |
1.1% |
19% |
False |
False |
75,510 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.7% |
0.0116 |
1.2% |
53% |
False |
False |
54,783 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.7% |
0.0118 |
1.2% |
53% |
False |
False |
36,638 |
| 80 |
1.0168 |
0.9360 |
0.0808 |
8.2% |
0.0116 |
1.2% |
57% |
False |
False |
27,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0572 |
|
2.618 |
1.0323 |
|
1.618 |
1.0170 |
|
1.000 |
1.0075 |
|
0.618 |
1.0017 |
|
HIGH |
0.9922 |
|
0.618 |
0.9864 |
|
0.500 |
0.9846 |
|
0.382 |
0.9827 |
|
LOW |
0.9769 |
|
0.618 |
0.9674 |
|
1.000 |
0.9616 |
|
1.618 |
0.9521 |
|
2.618 |
0.9368 |
|
4.250 |
0.9119 |
|
|
| Fisher Pivots for day following 20-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9846 |
0.9889 |
| PP |
0.9836 |
0.9865 |
| S1 |
0.9827 |
0.9841 |
|