CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0170 |
1.0121 |
-0.0049 |
-0.5% |
1.0116 |
| High |
1.0188 |
1.0167 |
-0.0021 |
-0.2% |
1.0164 |
| Low |
1.0108 |
1.0069 |
-0.0039 |
-0.4% |
0.9942 |
| Close |
1.0122 |
1.0152 |
0.0030 |
0.3% |
1.0158 |
| Range |
0.0080 |
0.0098 |
0.0018 |
22.5% |
0.0222 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
90,561 |
92,276 |
1,715 |
1.9% |
293,363 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0423 |
1.0386 |
1.0206 |
|
| R3 |
1.0325 |
1.0288 |
1.0179 |
|
| R2 |
1.0227 |
1.0227 |
1.0170 |
|
| R1 |
1.0190 |
1.0190 |
1.0161 |
1.0209 |
| PP |
1.0129 |
1.0129 |
1.0129 |
1.0139 |
| S1 |
1.0092 |
1.0092 |
1.0143 |
1.0111 |
| S2 |
1.0031 |
1.0031 |
1.0134 |
|
| S3 |
0.9933 |
0.9994 |
1.0125 |
|
| S4 |
0.9835 |
0.9896 |
1.0098 |
|
|
| 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 |
0.9981 |
0.0207 |
2.0% |
0.0093 |
0.9% |
83% |
False |
False |
89,953 |
| 10 |
1.0188 |
0.9930 |
0.0258 |
2.5% |
0.0101 |
1.0% |
86% |
False |
False |
81,018 |
| 20 |
1.0188 |
0.9911 |
0.0277 |
2.7% |
0.0092 |
0.9% |
87% |
False |
False |
82,147 |
| 40 |
1.0188 |
0.9736 |
0.0452 |
4.5% |
0.0107 |
1.1% |
92% |
False |
False |
89,597 |
| 60 |
1.0188 |
0.9635 |
0.0553 |
5.4% |
0.0103 |
1.0% |
93% |
False |
False |
76,473 |
| 80 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0111 |
1.1% |
95% |
False |
False |
57,665 |
| 100 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0114 |
1.1% |
95% |
False |
False |
46,163 |
| 120 |
1.0188 |
0.9025 |
0.1163 |
11.5% |
0.0108 |
1.1% |
97% |
False |
False |
38,476 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0584 |
|
2.618 |
1.0424 |
|
1.618 |
1.0326 |
|
1.000 |
1.0265 |
|
0.618 |
1.0228 |
|
HIGH |
1.0167 |
|
0.618 |
1.0130 |
|
0.500 |
1.0118 |
|
0.382 |
1.0106 |
|
LOW |
1.0069 |
|
0.618 |
1.0008 |
|
1.000 |
0.9971 |
|
1.618 |
0.9910 |
|
2.618 |
0.9812 |
|
4.250 |
0.9653 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0141 |
1.0144 |
| PP |
1.0129 |
1.0136 |
| S1 |
1.0118 |
1.0129 |
|