CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 04-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2011 |
04-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0155 |
1.0120 |
-0.0035 |
-0.3% |
1.0137 |
| High |
1.0179 |
1.0140 |
-0.0039 |
-0.4% |
1.0188 |
| Low |
1.0115 |
1.0065 |
-0.0050 |
-0.5% |
1.0065 |
| Close |
1.0140 |
1.0120 |
-0.0020 |
-0.2% |
1.0120 |
| Range |
0.0064 |
0.0075 |
0.0011 |
17.2% |
0.0123 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
89,572 |
101,414 |
11,842 |
13.2% |
449,836 |
|
| Daily Pivots for day following 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0302 |
1.0161 |
|
| R3 |
1.0258 |
1.0227 |
1.0141 |
|
| R2 |
1.0183 |
1.0183 |
1.0134 |
|
| R1 |
1.0152 |
1.0152 |
1.0127 |
1.0158 |
| PP |
1.0108 |
1.0108 |
1.0108 |
1.0111 |
| S1 |
1.0077 |
1.0077 |
1.0113 |
1.0083 |
| S2 |
1.0033 |
1.0033 |
1.0106 |
|
| S3 |
0.9958 |
1.0002 |
1.0099 |
|
| S4 |
0.9883 |
0.9927 |
1.0079 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0430 |
1.0188 |
|
| R3 |
1.0370 |
1.0307 |
1.0154 |
|
| R2 |
1.0247 |
1.0247 |
1.0143 |
|
| R1 |
1.0184 |
1.0184 |
1.0131 |
1.0154 |
| PP |
1.0124 |
1.0124 |
1.0124 |
1.0110 |
| S1 |
1.0061 |
1.0061 |
1.0109 |
1.0031 |
| S2 |
1.0001 |
1.0001 |
1.0097 |
|
| S3 |
0.9878 |
0.9938 |
1.0086 |
|
| S4 |
0.9755 |
0.9815 |
1.0052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0188 |
1.0065 |
0.0123 |
1.2% |
0.0078 |
0.8% |
45% |
False |
True |
89,967 |
| 10 |
1.0188 |
0.9942 |
0.0246 |
2.4% |
0.0094 |
0.9% |
72% |
False |
False |
80,998 |
| 20 |
1.0188 |
0.9911 |
0.0277 |
2.7% |
0.0091 |
0.9% |
75% |
False |
False |
83,541 |
| 40 |
1.0188 |
0.9736 |
0.0452 |
4.5% |
0.0104 |
1.0% |
85% |
False |
False |
88,993 |
| 60 |
1.0188 |
0.9635 |
0.0553 |
5.5% |
0.0102 |
1.0% |
88% |
False |
False |
79,139 |
| 80 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0111 |
1.1% |
91% |
False |
False |
60,042 |
| 100 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0113 |
1.1% |
91% |
False |
False |
48,070 |
| 120 |
1.0188 |
0.9122 |
0.1066 |
10.5% |
0.0108 |
1.1% |
94% |
False |
False |
40,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0336 |
|
1.618 |
1.0261 |
|
1.000 |
1.0215 |
|
0.618 |
1.0186 |
|
HIGH |
1.0140 |
|
0.618 |
1.0111 |
|
0.500 |
1.0103 |
|
0.382 |
1.0094 |
|
LOW |
1.0065 |
|
0.618 |
1.0019 |
|
1.000 |
0.9990 |
|
1.618 |
0.9944 |
|
2.618 |
0.9869 |
|
4.250 |
0.9746 |
|
|
| Fisher Pivots for day following 04-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0122 |
| PP |
1.0108 |
1.0121 |
| S1 |
1.0103 |
1.0121 |
|