CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Feb-2011 |
15-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9972 |
0.9990 |
0.0018 |
0.2% |
1.0097 |
| High |
1.0040 |
1.0025 |
-0.0015 |
-0.1% |
1.0147 |
| Low |
0.9968 |
0.9911 |
-0.0057 |
-0.6% |
0.9925 |
| Close |
0.9995 |
0.9931 |
-0.0064 |
-0.6% |
0.9982 |
| Range |
0.0072 |
0.0114 |
0.0042 |
58.3% |
0.0222 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
0.9% |
0.0000 |
| Volume |
67,511 |
89,694 |
22,183 |
32.9% |
421,377 |
|
| Daily Pivots for day following 15-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0298 |
1.0228 |
0.9994 |
|
| R3 |
1.0184 |
1.0114 |
0.9962 |
|
| R2 |
1.0070 |
1.0070 |
0.9952 |
|
| R1 |
1.0000 |
1.0000 |
0.9941 |
0.9978 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9945 |
| S1 |
0.9886 |
0.9886 |
0.9921 |
0.9864 |
| S2 |
0.9842 |
0.9842 |
0.9910 |
|
| S3 |
0.9728 |
0.9772 |
0.9900 |
|
| S4 |
0.9614 |
0.9658 |
0.9868 |
|
|
| 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 |
1.0111 |
0.9911 |
0.0200 |
2.0% |
0.0091 |
0.9% |
10% |
False |
True |
85,037 |
| 10 |
1.0156 |
0.9911 |
0.0245 |
2.5% |
0.0084 |
0.8% |
8% |
False |
True |
83,277 |
| 20 |
1.0156 |
0.9769 |
0.0387 |
3.9% |
0.0103 |
1.0% |
42% |
False |
False |
91,968 |
| 40 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0104 |
1.0% |
45% |
False |
False |
80,549 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0111 |
1.1% |
69% |
False |
False |
63,318 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0114 |
1.1% |
69% |
False |
False |
47,561 |
| 100 |
1.0168 |
0.9264 |
0.0904 |
9.1% |
0.0113 |
1.1% |
74% |
False |
False |
38,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0510 |
|
2.618 |
1.0323 |
|
1.618 |
1.0209 |
|
1.000 |
1.0139 |
|
0.618 |
1.0095 |
|
HIGH |
1.0025 |
|
0.618 |
0.9981 |
|
0.500 |
0.9968 |
|
0.382 |
0.9955 |
|
LOW |
0.9911 |
|
0.618 |
0.9841 |
|
1.000 |
0.9797 |
|
1.618 |
0.9727 |
|
2.618 |
0.9613 |
|
4.250 |
0.9427 |
|
|
| Fisher Pivots for day following 15-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9968 |
0.9976 |
| PP |
0.9956 |
0.9961 |
| S1 |
0.9943 |
0.9946 |
|