CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9710 |
0.9858 |
0.0148 |
1.5% |
1.0001 |
| High |
0.9875 |
0.9966 |
0.0091 |
0.9% |
1.0028 |
| Low |
0.9677 |
0.9849 |
0.0172 |
1.8% |
0.9606 |
| Close |
0.9856 |
0.9955 |
0.0099 |
1.0% |
0.9856 |
| Range |
0.0198 |
0.0117 |
-0.0081 |
-40.9% |
0.0422 |
| ATR |
0.0125 |
0.0124 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
126,950 |
84,379 |
-42,571 |
-33.5% |
774,740 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0274 |
1.0232 |
1.0019 |
|
| R3 |
1.0157 |
1.0115 |
0.9987 |
|
| R2 |
1.0040 |
1.0040 |
0.9976 |
|
| R1 |
0.9998 |
0.9998 |
0.9966 |
1.0019 |
| PP |
0.9923 |
0.9923 |
0.9923 |
0.9934 |
| S1 |
0.9881 |
0.9881 |
0.9944 |
0.9902 |
| S2 |
0.9806 |
0.9806 |
0.9934 |
|
| S3 |
0.9689 |
0.9764 |
0.9923 |
|
| S4 |
0.9572 |
0.9647 |
0.9891 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.0898 |
1.0088 |
|
| R3 |
1.0674 |
1.0476 |
0.9972 |
|
| R2 |
1.0252 |
1.0252 |
0.9933 |
|
| R1 |
1.0054 |
1.0054 |
0.9895 |
0.9942 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9774 |
| S1 |
0.9632 |
0.9632 |
0.9817 |
0.9520 |
| S2 |
0.9408 |
0.9408 |
0.9779 |
|
| S3 |
0.8986 |
0.9210 |
0.9740 |
|
| S4 |
0.8564 |
0.8788 |
0.9624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9995 |
0.9606 |
0.0389 |
3.9% |
0.0193 |
1.9% |
90% |
False |
False |
155,412 |
| 10 |
1.0044 |
0.9606 |
0.0438 |
4.4% |
0.0153 |
1.5% |
80% |
False |
False |
114,862 |
| 20 |
1.0071 |
0.9606 |
0.0465 |
4.7% |
0.0121 |
1.2% |
75% |
False |
False |
58,909 |
| 40 |
1.0071 |
0.9606 |
0.0465 |
4.7% |
0.0103 |
1.0% |
75% |
False |
False |
29,527 |
| 60 |
1.0071 |
0.9606 |
0.0465 |
4.7% |
0.0096 |
1.0% |
75% |
False |
False |
19,714 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0463 |
|
2.618 |
1.0272 |
|
1.618 |
1.0155 |
|
1.000 |
1.0083 |
|
0.618 |
1.0038 |
|
HIGH |
0.9966 |
|
0.618 |
0.9921 |
|
0.500 |
0.9908 |
|
0.382 |
0.9894 |
|
LOW |
0.9849 |
|
0.618 |
0.9777 |
|
1.000 |
0.9732 |
|
1.618 |
0.9660 |
|
2.618 |
0.9543 |
|
4.250 |
0.9352 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9939 |
0.9899 |
| PP |
0.9923 |
0.9842 |
| S1 |
0.9908 |
0.9786 |
|