CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9786 |
0.9637 |
-0.0149 |
-1.5% |
1.0028 |
| High |
0.9856 |
0.9769 |
-0.0087 |
-0.9% |
1.0060 |
| Low |
0.9655 |
0.9606 |
-0.0049 |
-0.5% |
0.9854 |
| Close |
0.9727 |
0.9702 |
-0.0025 |
-0.3% |
1.0028 |
| Range |
0.0201 |
0.0163 |
-0.0038 |
-18.9% |
0.0206 |
| ATR |
0.0116 |
0.0119 |
0.0003 |
2.9% |
0.0000 |
| Volume |
194,439 |
140,153 |
-54,286 |
-27.9% |
311,810 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0181 |
1.0105 |
0.9792 |
|
| R3 |
1.0018 |
0.9942 |
0.9747 |
|
| R2 |
0.9855 |
0.9855 |
0.9732 |
|
| R1 |
0.9779 |
0.9779 |
0.9717 |
0.9817 |
| PP |
0.9692 |
0.9692 |
0.9692 |
0.9712 |
| S1 |
0.9616 |
0.9616 |
0.9687 |
0.9654 |
| S2 |
0.9529 |
0.9529 |
0.9672 |
|
| S3 |
0.9366 |
0.9453 |
0.9657 |
|
| S4 |
0.9203 |
0.9290 |
0.9612 |
|
|
| 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 |
0.9606 |
0.0438 |
4.5% |
0.0187 |
1.9% |
22% |
False |
True |
155,206 |
| 10 |
1.0060 |
0.9606 |
0.0454 |
4.7% |
0.0137 |
1.4% |
21% |
False |
True |
96,152 |
| 20 |
1.0071 |
0.9606 |
0.0465 |
4.8% |
0.0113 |
1.2% |
21% |
False |
True |
48,372 |
| 40 |
1.0071 |
0.9606 |
0.0465 |
4.8% |
0.0100 |
1.0% |
21% |
False |
True |
24,249 |
| 60 |
1.0071 |
0.9606 |
0.0465 |
4.8% |
0.0091 |
0.9% |
21% |
False |
True |
16,192 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0462 |
|
2.618 |
1.0196 |
|
1.618 |
1.0033 |
|
1.000 |
0.9932 |
|
0.618 |
0.9870 |
|
HIGH |
0.9769 |
|
0.618 |
0.9707 |
|
0.500 |
0.9688 |
|
0.382 |
0.9668 |
|
LOW |
0.9606 |
|
0.618 |
0.9505 |
|
1.000 |
0.9443 |
|
1.618 |
0.9342 |
|
2.618 |
0.9179 |
|
4.250 |
0.8913 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9697 |
0.9801 |
| PP |
0.9692 |
0.9768 |
| S1 |
0.9688 |
0.9735 |
|