CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9967 |
1.0012 |
0.0045 |
0.5% |
0.9972 |
| High |
1.0037 |
1.0104 |
0.0067 |
0.7% |
1.0130 |
| Low |
0.9958 |
0.9981 |
0.0023 |
0.2% |
0.9911 |
| Close |
0.9990 |
1.0077 |
0.0087 |
0.9% |
1.0116 |
| Range |
0.0079 |
0.0123 |
0.0044 |
55.7% |
0.0219 |
| ATR |
0.0104 |
0.0106 |
0.0001 |
1.3% |
0.0000 |
| Volume |
102,446 |
115,418 |
12,972 |
12.7% |
415,178 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0423 |
1.0373 |
1.0145 |
|
| R3 |
1.0300 |
1.0250 |
1.0111 |
|
| R2 |
1.0177 |
1.0177 |
1.0100 |
|
| R1 |
1.0127 |
1.0127 |
1.0088 |
1.0152 |
| PP |
1.0054 |
1.0054 |
1.0054 |
1.0067 |
| S1 |
1.0004 |
1.0004 |
1.0066 |
1.0029 |
| S2 |
0.9931 |
0.9931 |
1.0054 |
|
| S3 |
0.9808 |
0.9881 |
1.0043 |
|
| S4 |
0.9685 |
0.9758 |
1.0009 |
|
|
| 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 |
0.9942 |
0.0188 |
1.9% |
0.0114 |
1.1% |
72% |
False |
False |
75,084 |
| 10 |
1.0130 |
0.9911 |
0.0219 |
2.2% |
0.0105 |
1.0% |
76% |
False |
False |
81,424 |
| 20 |
1.0156 |
0.9812 |
0.0344 |
3.4% |
0.0102 |
1.0% |
77% |
False |
False |
86,494 |
| 40 |
1.0168 |
0.9736 |
0.0432 |
4.3% |
0.0107 |
1.1% |
79% |
False |
False |
85,359 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0108 |
1.1% |
88% |
False |
False |
71,181 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0113 |
1.1% |
88% |
False |
False |
53,494 |
| 100 |
1.0168 |
0.9360 |
0.0808 |
8.0% |
0.0114 |
1.1% |
89% |
False |
False |
42,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0627 |
|
2.618 |
1.0426 |
|
1.618 |
1.0303 |
|
1.000 |
1.0227 |
|
0.618 |
1.0180 |
|
HIGH |
1.0104 |
|
0.618 |
1.0057 |
|
0.500 |
1.0043 |
|
0.382 |
1.0028 |
|
LOW |
0.9981 |
|
0.618 |
0.9905 |
|
1.000 |
0.9858 |
|
1.618 |
0.9782 |
|
2.618 |
0.9659 |
|
4.250 |
0.9458 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0066 |
1.0063 |
| PP |
1.0054 |
1.0048 |
| S1 |
1.0043 |
1.0034 |
|