CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 14-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2011 |
14-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9975 |
0.9972 |
-0.0003 |
0.0% |
1.0097 |
| High |
0.9998 |
1.0040 |
0.0042 |
0.4% |
1.0147 |
| Low |
0.9925 |
0.9968 |
0.0043 |
0.4% |
0.9925 |
| Close |
0.9982 |
0.9995 |
0.0013 |
0.1% |
0.9982 |
| Range |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0222 |
| ATR |
0.0103 |
0.0101 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
79,569 |
67,511 |
-12,058 |
-15.2% |
421,377 |
|
| Daily Pivots for day following 14-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0217 |
1.0178 |
1.0035 |
|
| R3 |
1.0145 |
1.0106 |
1.0015 |
|
| R2 |
1.0073 |
1.0073 |
1.0008 |
|
| R1 |
1.0034 |
1.0034 |
1.0002 |
1.0054 |
| PP |
1.0001 |
1.0001 |
1.0001 |
1.0011 |
| S1 |
0.9962 |
0.9962 |
0.9988 |
0.9982 |
| S2 |
0.9929 |
0.9929 |
0.9982 |
|
| S3 |
0.9857 |
0.9890 |
0.9975 |
|
| S4 |
0.9785 |
0.9818 |
0.9955 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0684 |
1.0555 |
1.0104 |
|
| R3 |
1.0462 |
1.0333 |
1.0043 |
|
| R2 |
1.0240 |
1.0240 |
1.0023 |
|
| R1 |
1.0111 |
1.0111 |
1.0002 |
1.0065 |
| PP |
1.0018 |
1.0018 |
1.0018 |
0.9995 |
| S1 |
0.9889 |
0.9889 |
0.9962 |
0.9843 |
| S2 |
0.9796 |
0.9796 |
0.9941 |
|
| S3 |
0.9574 |
0.9667 |
0.9921 |
|
| S4 |
0.9352 |
0.9445 |
0.9860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0147 |
0.9925 |
0.0222 |
2.2% |
0.0083 |
0.8% |
32% |
False |
False |
86,085 |
| 10 |
1.0156 |
0.9912 |
0.0244 |
2.4% |
0.0091 |
0.9% |
34% |
False |
False |
85,746 |
| 20 |
1.0156 |
0.9769 |
0.0387 |
3.9% |
0.0105 |
1.0% |
58% |
False |
False |
87,483 |
| 40 |
1.0168 |
0.9736 |
0.0432 |
4.3% |
0.0103 |
1.0% |
60% |
False |
False |
79,868 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0111 |
1.1% |
77% |
False |
False |
61,829 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0114 |
1.1% |
77% |
False |
False |
46,444 |
| 100 |
1.0168 |
0.9264 |
0.0904 |
9.0% |
0.0113 |
1.1% |
81% |
False |
False |
37,170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0346 |
|
2.618 |
1.0228 |
|
1.618 |
1.0156 |
|
1.000 |
1.0112 |
|
0.618 |
1.0084 |
|
HIGH |
1.0040 |
|
0.618 |
1.0012 |
|
0.500 |
1.0004 |
|
0.382 |
0.9996 |
|
LOW |
0.9968 |
|
0.618 |
0.9924 |
|
1.000 |
0.9896 |
|
1.618 |
0.9852 |
|
2.618 |
0.9780 |
|
4.250 |
0.9662 |
|
|
| Fisher Pivots for day following 14-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0004 |
1.0014 |
| PP |
1.0001 |
1.0007 |
| S1 |
0.9998 |
1.0001 |
|