CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 26-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2011 |
26-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9912 |
0.9905 |
-0.0007 |
-0.1% |
0.9833 |
| High |
0.9936 |
0.9940 |
0.0004 |
0.0% |
1.0009 |
| Low |
0.9831 |
0.9871 |
0.0040 |
0.4% |
0.9769 |
| Close |
0.9868 |
0.9902 |
0.0034 |
0.3% |
0.9833 |
| Range |
0.0105 |
0.0069 |
-0.0036 |
-34.3% |
0.0240 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
120,003 |
73,442 |
-46,561 |
-38.8% |
312,448 |
|
| Daily Pivots for day following 26-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
1.0076 |
0.9940 |
|
| R3 |
1.0042 |
1.0007 |
0.9921 |
|
| R2 |
0.9973 |
0.9973 |
0.9915 |
|
| R1 |
0.9938 |
0.9938 |
0.9908 |
0.9921 |
| PP |
0.9904 |
0.9904 |
0.9904 |
0.9896 |
| S1 |
0.9869 |
0.9869 |
0.9896 |
0.9852 |
| S2 |
0.9835 |
0.9835 |
0.9889 |
|
| S3 |
0.9766 |
0.9800 |
0.9883 |
|
| S4 |
0.9697 |
0.9731 |
0.9864 |
|
|
| 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 |
0.9963 |
0.9769 |
0.0194 |
2.0% |
0.0113 |
1.1% |
69% |
False |
False |
97,609 |
| 10 |
1.0009 |
0.9736 |
0.0273 |
2.8% |
0.0122 |
1.2% |
61% |
False |
False |
89,093 |
| 20 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0112 |
1.1% |
38% |
False |
False |
84,225 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0111 |
1.1% |
65% |
False |
False |
63,525 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0117 |
1.2% |
65% |
False |
False |
42,494 |
| 80 |
1.0168 |
0.9360 |
0.0808 |
8.2% |
0.0117 |
1.2% |
67% |
False |
False |
31,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0233 |
|
2.618 |
1.0121 |
|
1.618 |
1.0052 |
|
1.000 |
1.0009 |
|
0.618 |
0.9983 |
|
HIGH |
0.9940 |
|
0.618 |
0.9914 |
|
0.500 |
0.9906 |
|
0.382 |
0.9897 |
|
LOW |
0.9871 |
|
0.618 |
0.9828 |
|
1.000 |
0.9802 |
|
1.618 |
0.9759 |
|
2.618 |
0.9690 |
|
4.250 |
0.9578 |
|
|
| Fisher Pivots for day following 26-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9906 |
0.9896 |
| PP |
0.9904 |
0.9890 |
| S1 |
0.9903 |
0.9884 |
|