CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 31-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2011 |
31-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9864 |
0.9841 |
-0.0023 |
-0.2% |
0.9827 |
| High |
0.9935 |
0.9938 |
0.0003 |
0.0% |
0.9963 |
| Low |
0.9830 |
0.9812 |
-0.0018 |
-0.2% |
0.9804 |
| Close |
0.9885 |
0.9922 |
0.0037 |
0.4% |
0.9885 |
| Range |
0.0105 |
0.0126 |
0.0021 |
20.0% |
0.0159 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
0.7% |
0.0000 |
| Volume |
112,355 |
87,040 |
-25,315 |
-22.5% |
492,717 |
|
| Daily Pivots for day following 31-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0269 |
1.0221 |
0.9991 |
|
| R3 |
1.0143 |
1.0095 |
0.9957 |
|
| R2 |
1.0017 |
1.0017 |
0.9945 |
|
| R1 |
0.9969 |
0.9969 |
0.9934 |
0.9993 |
| PP |
0.9891 |
0.9891 |
0.9891 |
0.9903 |
| S1 |
0.9843 |
0.9843 |
0.9910 |
0.9867 |
| S2 |
0.9765 |
0.9765 |
0.9899 |
|
| S3 |
0.9639 |
0.9717 |
0.9887 |
|
| S4 |
0.9513 |
0.9591 |
0.9853 |
|
|
| 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 |
0.9947 |
0.9812 |
0.0135 |
1.4% |
0.0106 |
1.1% |
81% |
False |
True |
100,067 |
| 10 |
1.0009 |
0.9769 |
0.0240 |
2.4% |
0.0118 |
1.2% |
64% |
False |
False |
89,220 |
| 20 |
1.0137 |
0.9736 |
0.0401 |
4.0% |
0.0116 |
1.2% |
46% |
False |
False |
94,234 |
| 40 |
1.0168 |
0.9620 |
0.0548 |
5.5% |
0.0109 |
1.1% |
55% |
False |
False |
71,004 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0116 |
1.2% |
67% |
False |
False |
47,600 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0118 |
1.2% |
67% |
False |
False |
35,738 |
| 100 |
1.0168 |
0.9025 |
0.1143 |
11.5% |
0.0109 |
1.1% |
78% |
False |
False |
28,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0474 |
|
2.618 |
1.0268 |
|
1.618 |
1.0142 |
|
1.000 |
1.0064 |
|
0.618 |
1.0016 |
|
HIGH |
0.9938 |
|
0.618 |
0.9890 |
|
0.500 |
0.9875 |
|
0.382 |
0.9860 |
|
LOW |
0.9812 |
|
0.618 |
0.9734 |
|
1.000 |
0.9686 |
|
1.618 |
0.9608 |
|
2.618 |
0.9482 |
|
4.250 |
0.9277 |
|
|
| Fisher Pivots for day following 31-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9906 |
0.9908 |
| PP |
0.9891 |
0.9894 |
| S1 |
0.9875 |
0.9880 |
|