CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 18-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2011 |
18-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
1.0083 |
0.0093 |
0.9% |
0.9972 |
| High |
1.0103 |
1.0130 |
0.0027 |
0.3% |
1.0130 |
| Low |
0.9990 |
1.0060 |
0.0070 |
0.7% |
0.9911 |
| Close |
1.0097 |
1.0116 |
0.0019 |
0.2% |
1.0116 |
| Range |
0.0113 |
0.0070 |
-0.0043 |
-38.1% |
0.0219 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
90,774 |
66,785 |
-23,989 |
-26.4% |
415,178 |
|
| Daily Pivots for day following 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0312 |
1.0284 |
1.0155 |
|
| R3 |
1.0242 |
1.0214 |
1.0135 |
|
| R2 |
1.0172 |
1.0172 |
1.0129 |
|
| R1 |
1.0144 |
1.0144 |
1.0122 |
1.0158 |
| PP |
1.0102 |
1.0102 |
1.0102 |
1.0109 |
| S1 |
1.0074 |
1.0074 |
1.0110 |
1.0088 |
| S2 |
1.0032 |
1.0032 |
1.0103 |
|
| S3 |
0.9962 |
1.0004 |
1.0097 |
|
| S4 |
0.9892 |
0.9934 |
1.0078 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0632 |
1.0236 |
|
| R3 |
1.0490 |
1.0413 |
1.0176 |
|
| R2 |
1.0271 |
1.0271 |
1.0156 |
|
| R1 |
1.0194 |
1.0194 |
1.0136 |
1.0233 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0072 |
| S1 |
0.9975 |
0.9975 |
1.0096 |
1.0014 |
| S2 |
0.9833 |
0.9833 |
1.0076 |
|
| S3 |
0.9614 |
0.9756 |
1.0056 |
|
| S4 |
0.9395 |
0.9537 |
0.9996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0130 |
0.9911 |
0.0219 |
2.2% |
0.0093 |
0.9% |
94% |
True |
False |
83,035 |
| 10 |
1.0147 |
0.9911 |
0.0236 |
2.3% |
0.0087 |
0.9% |
87% |
False |
False |
83,655 |
| 20 |
1.0156 |
0.9804 |
0.0352 |
3.5% |
0.0100 |
1.0% |
89% |
False |
False |
89,244 |
| 40 |
1.0168 |
0.9736 |
0.0432 |
4.3% |
0.0105 |
1.0% |
88% |
False |
False |
83,317 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.4% |
0.0109 |
1.1% |
93% |
False |
False |
67,585 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.4% |
0.0114 |
1.1% |
93% |
False |
False |
50,779 |
| 100 |
1.0168 |
0.9360 |
0.0808 |
8.0% |
0.0113 |
1.1% |
94% |
False |
False |
40,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0313 |
|
1.618 |
1.0243 |
|
1.000 |
1.0200 |
|
0.618 |
1.0173 |
|
HIGH |
1.0130 |
|
0.618 |
1.0103 |
|
0.500 |
1.0095 |
|
0.382 |
1.0087 |
|
LOW |
1.0060 |
|
0.618 |
1.0017 |
|
1.000 |
0.9990 |
|
1.618 |
0.9947 |
|
2.618 |
0.9877 |
|
4.250 |
0.9763 |
|
|
| Fisher Pivots for day following 18-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0109 |
1.0087 |
| PP |
1.0102 |
1.0059 |
| S1 |
1.0095 |
1.0030 |
|