CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9902 |
1.0001 |
0.0099 |
1.0% |
1.0028 |
| High |
1.0044 |
1.0028 |
-0.0016 |
-0.2% |
1.0060 |
| Low |
0.9854 |
0.9933 |
0.0079 |
0.8% |
0.9854 |
| Close |
1.0028 |
0.9969 |
-0.0059 |
-0.6% |
1.0028 |
| Range |
0.0190 |
0.0095 |
-0.0095 |
-50.0% |
0.0206 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.0% |
0.0000 |
| Volume |
128,240 |
82,055 |
-46,185 |
-36.0% |
311,810 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0262 |
1.0210 |
1.0021 |
|
| R3 |
1.0167 |
1.0115 |
0.9995 |
|
| R2 |
1.0072 |
1.0072 |
0.9986 |
|
| R1 |
1.0020 |
1.0020 |
0.9978 |
0.9999 |
| PP |
0.9977 |
0.9977 |
0.9977 |
0.9966 |
| S1 |
0.9925 |
0.9925 |
0.9960 |
0.9904 |
| S2 |
0.9882 |
0.9882 |
0.9952 |
|
| S3 |
0.9787 |
0.9830 |
0.9943 |
|
| S4 |
0.9692 |
0.9735 |
0.9917 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0519 |
1.0141 |
|
| R3 |
1.0393 |
1.0313 |
1.0085 |
|
| R2 |
1.0187 |
1.0187 |
1.0066 |
|
| R1 |
1.0107 |
1.0107 |
1.0047 |
1.0131 |
| PP |
0.9981 |
0.9981 |
0.9981 |
0.9993 |
| S1 |
0.9901 |
0.9901 |
1.0009 |
0.9925 |
| S2 |
0.9775 |
0.9775 |
0.9990 |
|
| S3 |
0.9569 |
0.9695 |
0.9971 |
|
| S4 |
0.9363 |
0.9489 |
0.9915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0044 |
0.9854 |
0.0190 |
1.9% |
0.0112 |
1.1% |
61% |
False |
False |
74,313 |
| 10 |
1.0071 |
0.9854 |
0.0217 |
2.2% |
0.0096 |
1.0% |
53% |
False |
False |
39,895 |
| 20 |
1.0071 |
0.9800 |
0.0271 |
2.7% |
0.0093 |
0.9% |
62% |
False |
False |
20,110 |
| 40 |
1.0071 |
0.9662 |
0.0409 |
4.1% |
0.0092 |
0.9% |
75% |
False |
False |
10,114 |
| 60 |
1.0071 |
0.9625 |
0.0446 |
4.5% |
0.0082 |
0.8% |
77% |
False |
False |
6,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0432 |
|
2.618 |
1.0277 |
|
1.618 |
1.0182 |
|
1.000 |
1.0123 |
|
0.618 |
1.0087 |
|
HIGH |
1.0028 |
|
0.618 |
0.9992 |
|
0.500 |
0.9981 |
|
0.382 |
0.9969 |
|
LOW |
0.9933 |
|
0.618 |
0.9874 |
|
1.000 |
0.9838 |
|
1.618 |
0.9779 |
|
2.618 |
0.9684 |
|
4.250 |
0.9529 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9981 |
0.9962 |
| PP |
0.9977 |
0.9956 |
| S1 |
0.9973 |
0.9949 |
|