CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 03-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2011 |
03-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0054 |
1.0050 |
-0.0004 |
0.0% |
0.9827 |
| High |
1.0084 |
1.0117 |
0.0033 |
0.3% |
0.9963 |
| Low |
1.0006 |
1.0034 |
0.0028 |
0.3% |
0.9804 |
| Close |
1.0034 |
1.0100 |
0.0066 |
0.7% |
0.9885 |
| Range |
0.0078 |
0.0083 |
0.0005 |
6.4% |
0.0159 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
70,404 |
92,702 |
22,298 |
31.7% |
492,717 |
|
| Daily Pivots for day following 03-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0299 |
1.0146 |
|
| R3 |
1.0250 |
1.0216 |
1.0123 |
|
| R2 |
1.0167 |
1.0167 |
1.0115 |
|
| R1 |
1.0133 |
1.0133 |
1.0108 |
1.0150 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0092 |
| S1 |
1.0050 |
1.0050 |
1.0092 |
1.0067 |
| S2 |
1.0001 |
1.0001 |
1.0085 |
|
| S3 |
0.9918 |
0.9967 |
1.0077 |
|
| S4 |
0.9835 |
0.9884 |
1.0054 |
|
|
| 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 |
1.0117 |
0.9812 |
0.0305 |
3.0% |
0.0115 |
1.1% |
94% |
True |
False |
95,377 |
| 10 |
1.0117 |
0.9778 |
0.0339 |
3.4% |
0.0112 |
1.1% |
95% |
True |
False |
93,660 |
| 20 |
1.0117 |
0.9736 |
0.0381 |
3.8% |
0.0117 |
1.2% |
96% |
True |
False |
94,444 |
| 40 |
1.0168 |
0.9635 |
0.0533 |
5.3% |
0.0107 |
1.1% |
87% |
False |
False |
76,938 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0117 |
1.2% |
91% |
False |
False |
52,209 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0118 |
1.2% |
91% |
False |
False |
39,202 |
| 100 |
1.0168 |
0.9122 |
0.1046 |
10.4% |
0.0111 |
1.1% |
93% |
False |
False |
31,373 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0470 |
|
2.618 |
1.0334 |
|
1.618 |
1.0251 |
|
1.000 |
1.0200 |
|
0.618 |
1.0168 |
|
HIGH |
1.0117 |
|
0.618 |
1.0085 |
|
0.500 |
1.0076 |
|
0.382 |
1.0066 |
|
LOW |
1.0034 |
|
0.618 |
0.9983 |
|
1.000 |
0.9951 |
|
1.618 |
0.9900 |
|
2.618 |
0.9817 |
|
4.250 |
0.9681 |
|
|
| Fisher Pivots for day following 03-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0092 |
1.0072 |
| PP |
1.0084 |
1.0043 |
| S1 |
1.0076 |
1.0015 |
|