CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0139 |
1.0110 |
-0.0029 |
-0.3% |
1.0137 |
| High |
1.0176 |
1.0127 |
-0.0049 |
-0.5% |
1.0188 |
| Low |
1.0083 |
1.0046 |
-0.0037 |
-0.4% |
1.0065 |
| Close |
1.0105 |
1.0099 |
-0.0006 |
-0.1% |
1.0120 |
| Range |
0.0093 |
0.0081 |
-0.0012 |
-12.9% |
0.0123 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
103,295 |
99,391 |
-3,904 |
-3.8% |
449,836 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0297 |
1.0144 |
|
| R3 |
1.0253 |
1.0216 |
1.0121 |
|
| R2 |
1.0172 |
1.0172 |
1.0114 |
|
| R1 |
1.0135 |
1.0135 |
1.0106 |
1.0113 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0080 |
| S1 |
1.0054 |
1.0054 |
1.0092 |
1.0032 |
| S2 |
1.0010 |
1.0010 |
1.0084 |
|
| S3 |
0.9929 |
0.9973 |
1.0077 |
|
| S4 |
0.9848 |
0.9892 |
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 |
1.0179 |
1.0046 |
0.0133 |
1.3% |
0.0082 |
0.8% |
40% |
False |
True |
97,189 |
| 10 |
1.0188 |
0.9958 |
0.0230 |
2.3% |
0.0086 |
0.8% |
61% |
False |
False |
94,588 |
| 20 |
1.0188 |
0.9911 |
0.0277 |
2.7% |
0.0093 |
0.9% |
68% |
False |
False |
86,199 |
| 40 |
1.0188 |
0.9736 |
0.0452 |
4.5% |
0.0104 |
1.0% |
80% |
False |
False |
88,838 |
| 60 |
1.0188 |
0.9715 |
0.0473 |
4.7% |
0.0101 |
1.0% |
81% |
False |
False |
80,949 |
| 80 |
1.0188 |
0.9415 |
0.0773 |
7.7% |
0.0110 |
1.1% |
88% |
False |
False |
62,571 |
| 100 |
1.0188 |
0.9415 |
0.0773 |
7.7% |
0.0113 |
1.1% |
88% |
False |
False |
50,095 |
| 120 |
1.0188 |
0.9146 |
0.1042 |
10.3% |
0.0108 |
1.1% |
91% |
False |
False |
41,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0471 |
|
2.618 |
1.0339 |
|
1.618 |
1.0258 |
|
1.000 |
1.0208 |
|
0.618 |
1.0177 |
|
HIGH |
1.0127 |
|
0.618 |
1.0096 |
|
0.500 |
1.0087 |
|
0.382 |
1.0077 |
|
LOW |
1.0046 |
|
0.618 |
0.9996 |
|
1.000 |
0.9965 |
|
1.618 |
0.9915 |
|
2.618 |
0.9834 |
|
4.250 |
0.9702 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0095 |
1.0111 |
| PP |
1.0091 |
1.0107 |
| S1 |
1.0087 |
1.0103 |
|