CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 27-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2011 |
27-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9905 |
0.9922 |
0.0017 |
0.2% |
0.9833 |
| High |
0.9940 |
0.9947 |
0.0007 |
0.1% |
1.0009 |
| Low |
0.9871 |
0.9820 |
-0.0051 |
-0.5% |
0.9769 |
| Close |
0.9902 |
0.9873 |
-0.0029 |
-0.3% |
0.9833 |
| Range |
0.0069 |
0.0127 |
0.0058 |
84.1% |
0.0240 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
0.8% |
0.0000 |
| Volume |
73,442 |
107,498 |
34,056 |
46.4% |
312,448 |
|
| Daily Pivots for day following 27-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0261 |
1.0194 |
0.9943 |
|
| R3 |
1.0134 |
1.0067 |
0.9908 |
|
| R2 |
1.0007 |
1.0007 |
0.9896 |
|
| R1 |
0.9940 |
0.9940 |
0.9885 |
0.9910 |
| PP |
0.9880 |
0.9880 |
0.9880 |
0.9865 |
| S1 |
0.9813 |
0.9813 |
0.9861 |
0.9783 |
| S2 |
0.9753 |
0.9753 |
0.9850 |
|
| S3 |
0.9626 |
0.9686 |
0.9838 |
|
| S4 |
0.9499 |
0.9559 |
0.9803 |
|
|
| 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 |
0.9778 |
0.0185 |
1.9% |
0.0108 |
1.1% |
51% |
False |
False |
91,944 |
| 10 |
1.0009 |
0.9769 |
0.0240 |
2.4% |
0.0119 |
1.2% |
43% |
False |
False |
89,224 |
| 20 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0113 |
1.1% |
32% |
False |
False |
87,712 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0111 |
1.1% |
61% |
False |
False |
66,172 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0117 |
1.2% |
61% |
False |
False |
44,284 |
| 80 |
1.0168 |
0.9360 |
0.0808 |
8.2% |
0.0118 |
1.2% |
63% |
False |
False |
33,248 |
| 100 |
1.0168 |
0.8918 |
0.1250 |
12.7% |
0.0107 |
1.1% |
76% |
False |
False |
26,604 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0487 |
|
2.618 |
1.0279 |
|
1.618 |
1.0152 |
|
1.000 |
1.0074 |
|
0.618 |
1.0025 |
|
HIGH |
0.9947 |
|
0.618 |
0.9898 |
|
0.500 |
0.9884 |
|
0.382 |
0.9869 |
|
LOW |
0.9820 |
|
0.618 |
0.9742 |
|
1.000 |
0.9693 |
|
1.618 |
0.9615 |
|
2.618 |
0.9488 |
|
4.250 |
0.9280 |
|
|
| Fisher Pivots for day following 27-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9884 |
| PP |
0.9880 |
0.9880 |
| S1 |
0.9877 |
0.9877 |
|