CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0001 |
0.9983 |
-0.0018 |
-0.2% |
1.0028 |
| High |
1.0028 |
0.9995 |
-0.0033 |
-0.3% |
1.0060 |
| Low |
0.9933 |
0.9708 |
-0.0225 |
-2.3% |
0.9854 |
| Close |
0.9969 |
0.9795 |
-0.0174 |
-1.7% |
1.0028 |
| Range |
0.0095 |
0.0287 |
0.0192 |
202.1% |
0.0206 |
| ATR |
0.0095 |
0.0109 |
0.0014 |
14.3% |
0.0000 |
| Volume |
82,055 |
231,143 |
149,088 |
181.7% |
311,810 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0694 |
1.0531 |
0.9953 |
|
| R3 |
1.0407 |
1.0244 |
0.9874 |
|
| R2 |
1.0120 |
1.0120 |
0.9848 |
|
| R1 |
0.9957 |
0.9957 |
0.9821 |
0.9895 |
| PP |
0.9833 |
0.9833 |
0.9833 |
0.9802 |
| S1 |
0.9670 |
0.9670 |
0.9769 |
0.9608 |
| S2 |
0.9546 |
0.9546 |
0.9742 |
|
| S3 |
0.9259 |
0.9383 |
0.9716 |
|
| S4 |
0.8972 |
0.9096 |
0.9637 |
|
|
| 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 |
0.9708 |
0.0336 |
3.4% |
0.0154 |
1.6% |
26% |
False |
True |
115,301 |
| 10 |
1.0063 |
0.9708 |
0.0355 |
3.6% |
0.0116 |
1.2% |
25% |
False |
True |
62,967 |
| 20 |
1.0071 |
0.9708 |
0.0363 |
3.7% |
0.0105 |
1.1% |
24% |
False |
True |
31,660 |
| 40 |
1.0071 |
0.9662 |
0.0409 |
4.2% |
0.0096 |
1.0% |
33% |
False |
False |
15,891 |
| 60 |
1.0071 |
0.9625 |
0.0446 |
4.6% |
0.0087 |
0.9% |
38% |
False |
False |
10,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1215 |
|
2.618 |
1.0746 |
|
1.618 |
1.0459 |
|
1.000 |
1.0282 |
|
0.618 |
1.0172 |
|
HIGH |
0.9995 |
|
0.618 |
0.9885 |
|
0.500 |
0.9852 |
|
0.382 |
0.9818 |
|
LOW |
0.9708 |
|
0.618 |
0.9531 |
|
1.000 |
0.9421 |
|
1.618 |
0.9244 |
|
2.618 |
0.8957 |
|
4.250 |
0.8488 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9852 |
0.9876 |
| PP |
0.9833 |
0.9849 |
| S1 |
0.9814 |
0.9822 |
|