CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 28-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2011 |
28-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9922 |
0.9864 |
-0.0058 |
-0.6% |
0.9827 |
| High |
0.9947 |
0.9935 |
-0.0012 |
-0.1% |
0.9963 |
| Low |
0.9820 |
0.9830 |
0.0010 |
0.1% |
0.9804 |
| Close |
0.9873 |
0.9885 |
0.0012 |
0.1% |
0.9885 |
| Range |
0.0127 |
0.0105 |
-0.0022 |
-17.3% |
0.0159 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
107,498 |
112,355 |
4,857 |
4.5% |
492,717 |
|
| Daily Pivots for day following 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0147 |
0.9943 |
|
| R3 |
1.0093 |
1.0042 |
0.9914 |
|
| R2 |
0.9988 |
0.9988 |
0.9904 |
|
| R1 |
0.9937 |
0.9937 |
0.9895 |
0.9963 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9896 |
| S1 |
0.9832 |
0.9832 |
0.9875 |
0.9858 |
| S2 |
0.9778 |
0.9778 |
0.9866 |
|
| S3 |
0.9673 |
0.9727 |
0.9856 |
|
| S4 |
0.9568 |
0.9622 |
0.9827 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0361 |
1.0282 |
0.9972 |
|
| R3 |
1.0202 |
1.0123 |
0.9929 |
|
| R2 |
1.0043 |
1.0043 |
0.9914 |
|
| R1 |
0.9964 |
0.9964 |
0.9900 |
1.0004 |
| PP |
0.9884 |
0.9884 |
0.9884 |
0.9904 |
| S1 |
0.9805 |
0.9805 |
0.9870 |
0.9845 |
| S2 |
0.9725 |
0.9725 |
0.9856 |
|
| S3 |
0.9566 |
0.9646 |
0.9841 |
|
| S4 |
0.9407 |
0.9487 |
0.9798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9963 |
0.9804 |
0.0159 |
1.6% |
0.0113 |
1.1% |
51% |
False |
False |
98,543 |
| 10 |
1.0009 |
0.9769 |
0.0240 |
2.4% |
0.0119 |
1.2% |
48% |
False |
False |
90,443 |
| 20 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0115 |
1.2% |
34% |
False |
False |
91,235 |
| 40 |
1.0168 |
0.9507 |
0.0661 |
6.7% |
0.0110 |
1.1% |
57% |
False |
False |
68,890 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0117 |
1.2% |
62% |
False |
False |
46,153 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0118 |
1.2% |
62% |
False |
False |
34,653 |
| 100 |
1.0168 |
0.8976 |
0.1192 |
12.1% |
0.0108 |
1.1% |
76% |
False |
False |
27,728 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0381 |
|
2.618 |
1.0210 |
|
1.618 |
1.0105 |
|
1.000 |
1.0040 |
|
0.618 |
1.0000 |
|
HIGH |
0.9935 |
|
0.618 |
0.9895 |
|
0.500 |
0.9883 |
|
0.382 |
0.9870 |
|
LOW |
0.9830 |
|
0.618 |
0.9765 |
|
1.000 |
0.9725 |
|
1.618 |
0.9660 |
|
2.618 |
0.9555 |
|
4.250 |
0.9384 |
|
|
| Fisher Pivots for day following 28-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9885 |
| PP |
0.9883 |
0.9884 |
| S1 |
0.9883 |
0.9884 |
|