CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 02-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2011 |
02-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9912 |
1.0054 |
0.0142 |
1.4% |
0.9827 |
| High |
1.0097 |
1.0084 |
-0.0013 |
-0.1% |
0.9963 |
| Low |
0.9912 |
1.0006 |
0.0094 |
0.9% |
0.9804 |
| Close |
1.0070 |
1.0034 |
-0.0036 |
-0.4% |
0.9885 |
| Range |
0.0185 |
0.0078 |
-0.0107 |
-57.8% |
0.0159 |
| ATR |
0.0120 |
0.0117 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
114,387 |
70,404 |
-43,983 |
-38.5% |
492,717 |
|
| Daily Pivots for day following 02-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0233 |
1.0077 |
|
| R3 |
1.0197 |
1.0155 |
1.0055 |
|
| R2 |
1.0119 |
1.0119 |
1.0048 |
|
| R1 |
1.0077 |
1.0077 |
1.0041 |
1.0059 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0033 |
| S1 |
0.9999 |
0.9999 |
1.0027 |
0.9981 |
| S2 |
0.9963 |
0.9963 |
1.0020 |
|
| S3 |
0.9885 |
0.9921 |
1.0013 |
|
| S4 |
0.9807 |
0.9843 |
0.9991 |
|
|
| 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 |
1.0097 |
0.9812 |
0.0285 |
2.8% |
0.0124 |
1.2% |
78% |
False |
False |
98,336 |
| 10 |
1.0097 |
0.9769 |
0.0328 |
3.3% |
0.0119 |
1.2% |
81% |
False |
False |
97,973 |
| 20 |
1.0097 |
0.9736 |
0.0361 |
3.6% |
0.0118 |
1.2% |
83% |
False |
False |
95,457 |
| 40 |
1.0168 |
0.9635 |
0.0533 |
5.3% |
0.0109 |
1.1% |
75% |
False |
False |
75,086 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0117 |
1.2% |
82% |
False |
False |
50,671 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0118 |
1.2% |
82% |
False |
False |
38,044 |
| 100 |
1.0168 |
0.9110 |
0.1058 |
10.5% |
0.0111 |
1.1% |
87% |
False |
False |
30,446 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0416 |
|
2.618 |
1.0288 |
|
1.618 |
1.0210 |
|
1.000 |
1.0162 |
|
0.618 |
1.0132 |
|
HIGH |
1.0084 |
|
0.618 |
1.0054 |
|
0.500 |
1.0045 |
|
0.382 |
1.0036 |
|
LOW |
1.0006 |
|
0.618 |
0.9958 |
|
1.000 |
0.9928 |
|
1.618 |
0.9880 |
|
2.618 |
0.9802 |
|
4.250 |
0.9675 |
|
|
| Fisher Pivots for day following 02-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0045 |
1.0008 |
| PP |
1.0041 |
0.9981 |
| S1 |
1.0038 |
0.9955 |
|