CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 16-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2011 |
16-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
0.9942 |
-0.0048 |
-0.5% |
1.0097 |
| High |
1.0025 |
1.0025 |
0.0000 |
0.0% |
1.0147 |
| Low |
0.9911 |
0.9930 |
0.0019 |
0.2% |
0.9925 |
| Close |
0.9931 |
1.0012 |
0.0081 |
0.8% |
0.9982 |
| Range |
0.0114 |
0.0095 |
-0.0019 |
-16.7% |
0.0222 |
| ATR |
0.0102 |
0.0102 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
89,694 |
100,414 |
10,720 |
12.0% |
421,377 |
|
| Daily Pivots for day following 16-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0274 |
1.0238 |
1.0064 |
|
| R3 |
1.0179 |
1.0143 |
1.0038 |
|
| R2 |
1.0084 |
1.0084 |
1.0029 |
|
| R1 |
1.0048 |
1.0048 |
1.0021 |
1.0066 |
| PP |
0.9989 |
0.9989 |
0.9989 |
0.9998 |
| S1 |
0.9953 |
0.9953 |
1.0003 |
0.9971 |
| S2 |
0.9894 |
0.9894 |
0.9995 |
|
| S3 |
0.9799 |
0.9858 |
0.9986 |
|
| S4 |
0.9704 |
0.9763 |
0.9960 |
|
|
| 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 |
1.0102 |
0.9911 |
0.0191 |
1.9% |
0.0097 |
1.0% |
53% |
False |
False |
87,764 |
| 10 |
1.0156 |
0.9911 |
0.0245 |
2.4% |
0.0086 |
0.9% |
41% |
False |
False |
86,278 |
| 20 |
1.0156 |
0.9769 |
0.0387 |
3.9% |
0.0102 |
1.0% |
63% |
False |
False |
92,125 |
| 40 |
1.0168 |
0.9736 |
0.0432 |
4.3% |
0.0104 |
1.0% |
64% |
False |
False |
81,626 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0111 |
1.1% |
79% |
False |
False |
64,978 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0114 |
1.1% |
79% |
False |
False |
48,814 |
| 100 |
1.0168 |
0.9360 |
0.0808 |
8.1% |
0.0113 |
1.1% |
81% |
False |
False |
39,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0429 |
|
2.618 |
1.0274 |
|
1.618 |
1.0179 |
|
1.000 |
1.0120 |
|
0.618 |
1.0084 |
|
HIGH |
1.0025 |
|
0.618 |
0.9989 |
|
0.500 |
0.9978 |
|
0.382 |
0.9966 |
|
LOW |
0.9930 |
|
0.618 |
0.9871 |
|
1.000 |
0.9835 |
|
1.618 |
0.9776 |
|
2.618 |
0.9681 |
|
4.250 |
0.9526 |
|
|
| Fisher Pivots for day following 16-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0001 |
1.0000 |
| PP |
0.9989 |
0.9988 |
| S1 |
0.9978 |
0.9976 |
|