CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 25-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2011 |
25-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9827 |
0.9912 |
0.0085 |
0.9% |
0.9833 |
| High |
0.9963 |
0.9936 |
-0.0027 |
-0.3% |
1.0009 |
| Low |
0.9804 |
0.9831 |
0.0027 |
0.3% |
0.9769 |
| Close |
0.9921 |
0.9868 |
-0.0053 |
-0.5% |
0.9833 |
| Range |
0.0159 |
0.0105 |
-0.0054 |
-34.0% |
0.0240 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
79,419 |
120,003 |
40,584 |
51.1% |
312,448 |
|
| Daily Pivots for day following 25-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0193 |
1.0136 |
0.9926 |
|
| R3 |
1.0088 |
1.0031 |
0.9897 |
|
| R2 |
0.9983 |
0.9983 |
0.9887 |
|
| R1 |
0.9926 |
0.9926 |
0.9878 |
0.9902 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9867 |
| S1 |
0.9821 |
0.9821 |
0.9858 |
0.9797 |
| S2 |
0.9773 |
0.9773 |
0.9849 |
|
| S3 |
0.9668 |
0.9716 |
0.9839 |
|
| S4 |
0.9563 |
0.9611 |
0.9810 |
|
|
| 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% |
0.0122 |
1.2% |
41% |
False |
False |
102,374 |
| 10 |
1.0009 |
0.9736 |
0.0273 |
2.8% |
0.0129 |
1.3% |
48% |
False |
False |
93,398 |
| 20 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0114 |
1.2% |
31% |
False |
False |
82,728 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0112 |
1.1% |
60% |
False |
False |
61,709 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0118 |
1.2% |
60% |
False |
False |
41,272 |
| 80 |
1.0168 |
0.9360 |
0.0808 |
8.2% |
0.0117 |
1.2% |
63% |
False |
False |
30,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0382 |
|
2.618 |
1.0211 |
|
1.618 |
1.0106 |
|
1.000 |
1.0041 |
|
0.618 |
1.0001 |
|
HIGH |
0.9936 |
|
0.618 |
0.9896 |
|
0.500 |
0.9884 |
|
0.382 |
0.9871 |
|
LOW |
0.9831 |
|
0.618 |
0.9766 |
|
1.000 |
0.9726 |
|
1.618 |
0.9661 |
|
2.618 |
0.9556 |
|
4.250 |
0.9385 |
|
|
| Fisher Pivots for day following 25-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9871 |
| PP |
0.9878 |
0.9870 |
| S1 |
0.9873 |
0.9869 |
|