CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0139 |
0.0019 |
0.2% |
1.0137 |
| High |
1.0140 |
1.0176 |
0.0036 |
0.4% |
1.0188 |
| Low |
1.0065 |
1.0083 |
0.0018 |
0.2% |
1.0065 |
| Close |
1.0120 |
1.0105 |
-0.0015 |
-0.1% |
1.0120 |
| Range |
0.0075 |
0.0093 |
0.0018 |
24.0% |
0.0123 |
| ATR |
0.0096 |
0.0096 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
101,414 |
103,295 |
1,881 |
1.9% |
449,836 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0400 |
1.0346 |
1.0156 |
|
| R3 |
1.0307 |
1.0253 |
1.0131 |
|
| R2 |
1.0214 |
1.0214 |
1.0122 |
|
| R1 |
1.0160 |
1.0160 |
1.0114 |
1.0141 |
| PP |
1.0121 |
1.0121 |
1.0121 |
1.0112 |
| S1 |
1.0067 |
1.0067 |
1.0096 |
1.0048 |
| S2 |
1.0028 |
1.0028 |
1.0088 |
|
| S3 |
0.9935 |
0.9974 |
1.0079 |
|
| S4 |
0.9842 |
0.9881 |
1.0054 |
|
|
| 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% |
0.0082 |
0.8% |
33% |
False |
False |
95,423 |
| 10 |
1.0188 |
0.9942 |
0.0246 |
2.4% |
0.0096 |
1.0% |
66% |
False |
False |
84,649 |
| 20 |
1.0188 |
0.9911 |
0.0277 |
2.7% |
0.0091 |
0.9% |
70% |
False |
False |
84,152 |
| 40 |
1.0188 |
0.9736 |
0.0452 |
4.5% |
0.0104 |
1.0% |
82% |
False |
False |
89,159 |
| 60 |
1.0188 |
0.9664 |
0.0524 |
5.2% |
0.0102 |
1.0% |
84% |
False |
False |
80,123 |
| 80 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0110 |
1.1% |
89% |
False |
False |
61,332 |
| 100 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0113 |
1.1% |
89% |
False |
False |
49,102 |
| 120 |
1.0188 |
0.9146 |
0.1042 |
10.3% |
0.0108 |
1.1% |
92% |
False |
False |
40,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0571 |
|
2.618 |
1.0419 |
|
1.618 |
1.0326 |
|
1.000 |
1.0269 |
|
0.618 |
1.0233 |
|
HIGH |
1.0176 |
|
0.618 |
1.0140 |
|
0.500 |
1.0130 |
|
0.382 |
1.0119 |
|
LOW |
1.0083 |
|
0.618 |
1.0026 |
|
1.000 |
0.9990 |
|
1.618 |
0.9933 |
|
2.618 |
0.9840 |
|
4.250 |
0.9688 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0130 |
1.0122 |
| PP |
1.0121 |
1.0116 |
| S1 |
1.0113 |
1.0111 |
|