CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 10-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Mar-2011 |
10-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0102 |
0.0009 |
0.1% |
1.0137 |
| High |
1.0126 |
1.0115 |
-0.0011 |
-0.1% |
1.0188 |
| Low |
1.0055 |
0.9988 |
-0.0067 |
-0.7% |
1.0065 |
| Close |
1.0103 |
1.0001 |
-0.0102 |
-1.0% |
1.0120 |
| Range |
0.0071 |
0.0127 |
0.0056 |
78.9% |
0.0123 |
| ATR |
0.0093 |
0.0096 |
0.0002 |
2.6% |
0.0000 |
| Volume |
93,169 |
110,992 |
17,823 |
19.1% |
449,836 |
|
| Daily Pivots for day following 10-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0335 |
1.0071 |
|
| R3 |
1.0289 |
1.0208 |
1.0036 |
|
| R2 |
1.0162 |
1.0162 |
1.0024 |
|
| R1 |
1.0081 |
1.0081 |
1.0013 |
1.0058 |
| PP |
1.0035 |
1.0035 |
1.0035 |
1.0023 |
| S1 |
0.9954 |
0.9954 |
0.9989 |
0.9931 |
| S2 |
0.9908 |
0.9908 |
0.9978 |
|
| S3 |
0.9781 |
0.9827 |
0.9966 |
|
| S4 |
0.9654 |
0.9700 |
0.9931 |
|
|
| 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 |
1.0176 |
0.9988 |
0.0188 |
1.9% |
0.0089 |
0.9% |
7% |
False |
True |
101,652 |
| 10 |
1.0188 |
0.9988 |
0.0200 |
2.0% |
0.0085 |
0.9% |
7% |
False |
True |
93,218 |
| 20 |
1.0188 |
0.9911 |
0.0277 |
2.8% |
0.0095 |
1.0% |
32% |
False |
False |
87,321 |
| 40 |
1.0188 |
0.9736 |
0.0452 |
4.5% |
0.0103 |
1.0% |
59% |
False |
False |
88,825 |
| 60 |
1.0188 |
0.9725 |
0.0463 |
4.6% |
0.0101 |
1.0% |
60% |
False |
False |
82,181 |
| 80 |
1.0188 |
0.9415 |
0.0773 |
7.7% |
0.0108 |
1.1% |
76% |
False |
False |
65,114 |
| 100 |
1.0188 |
0.9415 |
0.0773 |
7.7% |
0.0113 |
1.1% |
76% |
False |
False |
52,136 |
| 120 |
1.0188 |
0.9240 |
0.0948 |
9.5% |
0.0109 |
1.1% |
80% |
False |
False |
43,458 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0447 |
|
1.618 |
1.0320 |
|
1.000 |
1.0242 |
|
0.618 |
1.0193 |
|
HIGH |
1.0115 |
|
0.618 |
1.0066 |
|
0.500 |
1.0052 |
|
0.382 |
1.0037 |
|
LOW |
0.9988 |
|
0.618 |
0.9910 |
|
1.000 |
0.9861 |
|
1.618 |
0.9783 |
|
2.618 |
0.9656 |
|
4.250 |
0.9448 |
|
|
| Fisher Pivots for day following 10-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0052 |
1.0058 |
| PP |
1.0035 |
1.0039 |
| S1 |
1.0018 |
1.0020 |
|