CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 09-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2011 |
09-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0102 |
0.0008 |
0.1% |
0.9841 |
| High |
1.0147 |
1.0111 |
-0.0036 |
-0.4% |
1.0156 |
| Low |
1.0072 |
1.0046 |
-0.0026 |
-0.3% |
0.9812 |
| Close |
1.0109 |
1.0056 |
-0.0053 |
-0.5% |
1.0092 |
| Range |
0.0075 |
0.0065 |
-0.0010 |
-13.3% |
0.0344 |
| ATR |
0.0107 |
0.0104 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
94,933 |
86,779 |
-8,154 |
-8.6% |
455,618 |
|
| Daily Pivots for day following 09-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0266 |
1.0226 |
1.0092 |
|
| R3 |
1.0201 |
1.0161 |
1.0074 |
|
| R2 |
1.0136 |
1.0136 |
1.0068 |
|
| R1 |
1.0096 |
1.0096 |
1.0062 |
1.0084 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0065 |
| S1 |
1.0031 |
1.0031 |
1.0050 |
1.0019 |
| S2 |
1.0006 |
1.0006 |
1.0044 |
|
| S3 |
0.9941 |
0.9966 |
1.0038 |
|
| S4 |
0.9876 |
0.9901 |
1.0020 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.0916 |
1.0281 |
|
| R3 |
1.0708 |
1.0572 |
1.0187 |
|
| R2 |
1.0364 |
1.0364 |
1.0155 |
|
| R1 |
1.0228 |
1.0228 |
1.0124 |
1.0296 |
| PP |
1.0020 |
1.0020 |
1.0020 |
1.0054 |
| S1 |
0.9884 |
0.9884 |
1.0060 |
0.9952 |
| S2 |
0.9676 |
0.9676 |
1.0029 |
|
| S3 |
0.9332 |
0.9540 |
0.9997 |
|
| S4 |
0.8988 |
0.9196 |
0.9903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0156 |
1.0034 |
0.0122 |
1.2% |
0.0074 |
0.7% |
18% |
False |
False |
84,791 |
| 10 |
1.0156 |
0.9812 |
0.0344 |
3.4% |
0.0099 |
1.0% |
71% |
False |
False |
91,564 |
| 20 |
1.0156 |
0.9736 |
0.0420 |
4.2% |
0.0111 |
1.1% |
76% |
False |
False |
90,328 |
| 40 |
1.0168 |
0.9725 |
0.0443 |
4.4% |
0.0104 |
1.0% |
75% |
False |
False |
79,612 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0112 |
1.1% |
85% |
False |
False |
57,712 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0118 |
1.2% |
85% |
False |
False |
43,340 |
| 100 |
1.0168 |
0.9240 |
0.0928 |
9.2% |
0.0112 |
1.1% |
88% |
False |
False |
34,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0281 |
|
1.618 |
1.0216 |
|
1.000 |
1.0176 |
|
0.618 |
1.0151 |
|
HIGH |
1.0111 |
|
0.618 |
1.0086 |
|
0.500 |
1.0079 |
|
0.382 |
1.0071 |
|
LOW |
1.0046 |
|
0.618 |
1.0006 |
|
1.000 |
0.9981 |
|
1.618 |
0.9941 |
|
2.618 |
0.9876 |
|
4.250 |
0.9770 |
|
|
| Fisher Pivots for day following 09-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0079 |
1.0097 |
| PP |
1.0071 |
1.0083 |
| S1 |
1.0064 |
1.0070 |
|