CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 17-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Feb-2011 |
17-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9942 |
0.9990 |
0.0048 |
0.5% |
1.0097 |
| High |
1.0025 |
1.0103 |
0.0078 |
0.8% |
1.0147 |
| Low |
0.9930 |
0.9990 |
0.0060 |
0.6% |
0.9925 |
| Close |
1.0012 |
1.0097 |
0.0085 |
0.8% |
0.9982 |
| Range |
0.0095 |
0.0113 |
0.0018 |
18.9% |
0.0222 |
| ATR |
0.0102 |
0.0102 |
0.0001 |
0.8% |
0.0000 |
| Volume |
100,414 |
90,774 |
-9,640 |
-9.6% |
421,377 |
|
| Daily Pivots for day following 17-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0402 |
1.0363 |
1.0159 |
|
| R3 |
1.0289 |
1.0250 |
1.0128 |
|
| R2 |
1.0176 |
1.0176 |
1.0118 |
|
| R1 |
1.0137 |
1.0137 |
1.0107 |
1.0157 |
| PP |
1.0063 |
1.0063 |
1.0063 |
1.0073 |
| S1 |
1.0024 |
1.0024 |
1.0087 |
1.0044 |
| S2 |
0.9950 |
0.9950 |
1.0076 |
|
| S3 |
0.9837 |
0.9911 |
1.0066 |
|
| S4 |
0.9724 |
0.9798 |
1.0035 |
|
|
| 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 |
1.0103 |
0.9911 |
0.0192 |
1.9% |
0.0093 |
0.9% |
97% |
True |
False |
85,592 |
| 10 |
1.0156 |
0.9911 |
0.0245 |
2.4% |
0.0089 |
0.9% |
76% |
False |
False |
86,085 |
| 20 |
1.0156 |
0.9778 |
0.0378 |
3.7% |
0.0100 |
1.0% |
84% |
False |
False |
89,873 |
| 40 |
1.0168 |
0.9736 |
0.0432 |
4.3% |
0.0105 |
1.0% |
84% |
False |
False |
82,692 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0111 |
1.1% |
91% |
False |
False |
66,479 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0114 |
1.1% |
91% |
False |
False |
49,947 |
| 100 |
1.0168 |
0.9360 |
0.0808 |
8.0% |
0.0113 |
1.1% |
91% |
False |
False |
39,978 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0583 |
|
2.618 |
1.0399 |
|
1.618 |
1.0286 |
|
1.000 |
1.0216 |
|
0.618 |
1.0173 |
|
HIGH |
1.0103 |
|
0.618 |
1.0060 |
|
0.500 |
1.0047 |
|
0.382 |
1.0033 |
|
LOW |
0.9990 |
|
0.618 |
0.9920 |
|
1.000 |
0.9877 |
|
1.618 |
0.9807 |
|
2.618 |
0.9694 |
|
4.250 |
0.9510 |
|
|
| Fisher Pivots for day following 17-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0080 |
1.0067 |
| PP |
1.0063 |
1.0037 |
| S1 |
1.0047 |
1.0007 |
|