CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 24-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2011 |
24-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9827 |
0.0022 |
0.2% |
0.9833 |
| High |
0.9856 |
0.9963 |
0.0107 |
1.1% |
1.0009 |
| Low |
0.9778 |
0.9804 |
0.0026 |
0.3% |
0.9769 |
| Close |
0.9833 |
0.9921 |
0.0088 |
0.9% |
0.9833 |
| Range |
0.0078 |
0.0159 |
0.0081 |
103.8% |
0.0240 |
| ATR |
0.0115 |
0.0118 |
0.0003 |
2.7% |
0.0000 |
| Volume |
79,358 |
79,419 |
61 |
0.1% |
312,448 |
|
| Daily Pivots for day following 24-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0373 |
1.0306 |
1.0008 |
|
| R3 |
1.0214 |
1.0147 |
0.9965 |
|
| R2 |
1.0055 |
1.0055 |
0.9950 |
|
| R1 |
0.9988 |
0.9988 |
0.9936 |
1.0022 |
| PP |
0.9896 |
0.9896 |
0.9896 |
0.9913 |
| S1 |
0.9829 |
0.9829 |
0.9906 |
0.9863 |
| S2 |
0.9737 |
0.9737 |
0.9892 |
|
| S3 |
0.9578 |
0.9670 |
0.9877 |
|
| S4 |
0.9419 |
0.9511 |
0.9834 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0452 |
0.9965 |
|
| R3 |
1.0350 |
1.0212 |
0.9899 |
|
| R2 |
1.0110 |
1.0110 |
0.9877 |
|
| R1 |
0.9972 |
0.9972 |
0.9855 |
0.9953 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9861 |
| S1 |
0.9732 |
0.9732 |
0.9811 |
0.9713 |
| S2 |
0.9630 |
0.9630 |
0.9789 |
|
| S3 |
0.9390 |
0.9492 |
0.9767 |
|
| S4 |
0.9150 |
0.9252 |
0.9701 |
|
|
| 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% |
0.0129 |
1.3% |
63% |
False |
False |
78,373 |
| 10 |
1.0009 |
0.9736 |
0.0273 |
2.8% |
0.0128 |
1.3% |
68% |
False |
False |
90,217 |
| 20 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0114 |
1.1% |
43% |
False |
False |
79,058 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0115 |
1.2% |
67% |
False |
False |
58,726 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0118 |
1.2% |
67% |
False |
False |
39,279 |
| 80 |
1.0168 |
0.9360 |
0.0808 |
8.1% |
0.0117 |
1.2% |
69% |
False |
False |
29,488 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0639 |
|
2.618 |
1.0379 |
|
1.618 |
1.0220 |
|
1.000 |
1.0122 |
|
0.618 |
1.0061 |
|
HIGH |
0.9963 |
|
0.618 |
0.9902 |
|
0.500 |
0.9884 |
|
0.382 |
0.9865 |
|
LOW |
0.9804 |
|
0.618 |
0.9706 |
|
1.000 |
0.9645 |
|
1.618 |
0.9547 |
|
2.618 |
0.9388 |
|
4.250 |
0.9128 |
|
|
| Fisher Pivots for day following 24-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9909 |
0.9903 |
| PP |
0.9896 |
0.9884 |
| S1 |
0.9884 |
0.9866 |
|