CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0137 |
1.0170 |
0.0033 |
0.3% |
1.0116 |
| High |
1.0176 |
1.0188 |
0.0012 |
0.1% |
1.0164 |
| Low |
1.0103 |
1.0108 |
0.0005 |
0.0% |
0.9942 |
| Close |
1.0173 |
1.0122 |
-0.0051 |
-0.5% |
1.0158 |
| Range |
0.0073 |
0.0080 |
0.0007 |
9.6% |
0.0222 |
| ATR |
0.0102 |
0.0101 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
76,013 |
90,561 |
14,548 |
19.1% |
293,363 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0331 |
1.0166 |
|
| R3 |
1.0299 |
1.0251 |
1.0144 |
|
| R2 |
1.0219 |
1.0219 |
1.0137 |
|
| R1 |
1.0171 |
1.0171 |
1.0129 |
1.0155 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0132 |
| S1 |
1.0091 |
1.0091 |
1.0115 |
1.0075 |
| S2 |
1.0059 |
1.0059 |
1.0107 |
|
| S3 |
0.9979 |
1.0011 |
1.0100 |
|
| S4 |
0.9899 |
0.9931 |
1.0078 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0754 |
1.0678 |
1.0280 |
|
| R3 |
1.0532 |
1.0456 |
1.0219 |
|
| R2 |
1.0310 |
1.0310 |
1.0199 |
|
| R1 |
1.0234 |
1.0234 |
1.0178 |
1.0272 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0107 |
| S1 |
1.0012 |
1.0012 |
1.0138 |
1.0050 |
| S2 |
0.9866 |
0.9866 |
1.0117 |
|
| S3 |
0.9644 |
0.9790 |
1.0097 |
|
| S4 |
0.9422 |
0.9568 |
1.0036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0188 |
0.9958 |
0.0230 |
2.3% |
0.0089 |
0.9% |
71% |
True |
False |
91,987 |
| 10 |
1.0188 |
0.9911 |
0.0277 |
2.7% |
0.0102 |
1.0% |
76% |
True |
False |
80,760 |
| 20 |
1.0188 |
0.9911 |
0.0277 |
2.7% |
0.0097 |
1.0% |
76% |
True |
False |
83,253 |
| 40 |
1.0188 |
0.9736 |
0.0452 |
4.5% |
0.0106 |
1.0% |
85% |
True |
False |
88,743 |
| 60 |
1.0188 |
0.9620 |
0.0568 |
5.6% |
0.0105 |
1.0% |
88% |
True |
False |
75,087 |
| 80 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0111 |
1.1% |
91% |
True |
False |
56,513 |
| 100 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0114 |
1.1% |
91% |
True |
False |
45,241 |
| 120 |
1.0188 |
0.9025 |
0.1163 |
11.5% |
0.0107 |
1.1% |
94% |
True |
False |
37,707 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0528 |
|
2.618 |
1.0397 |
|
1.618 |
1.0317 |
|
1.000 |
1.0268 |
|
0.618 |
1.0237 |
|
HIGH |
1.0188 |
|
0.618 |
1.0157 |
|
0.500 |
1.0148 |
|
0.382 |
1.0139 |
|
LOW |
1.0108 |
|
0.618 |
1.0059 |
|
1.000 |
1.0028 |
|
1.618 |
0.9979 |
|
2.618 |
0.9899 |
|
4.250 |
0.9768 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0148 |
1.0130 |
| PP |
1.0139 |
1.0127 |
| S1 |
1.0131 |
1.0125 |
|