CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9858 |
0.9959 |
0.0101 |
1.0% |
1.0001 |
| High |
0.9966 |
1.0026 |
0.0060 |
0.6% |
1.0028 |
| Low |
0.9849 |
0.9935 |
0.0086 |
0.9% |
0.9606 |
| Close |
0.9955 |
1.0015 |
0.0060 |
0.6% |
0.9856 |
| Range |
0.0117 |
0.0091 |
-0.0026 |
-22.2% |
0.0422 |
| ATR |
0.0124 |
0.0122 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
84,379 |
74,080 |
-10,299 |
-12.2% |
774,740 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0231 |
1.0065 |
|
| R3 |
1.0174 |
1.0140 |
1.0040 |
|
| R2 |
1.0083 |
1.0083 |
1.0032 |
|
| R1 |
1.0049 |
1.0049 |
1.0023 |
1.0066 |
| PP |
0.9992 |
0.9992 |
0.9992 |
1.0001 |
| S1 |
0.9958 |
0.9958 |
1.0007 |
0.9975 |
| S2 |
0.9901 |
0.9901 |
0.9998 |
|
| S3 |
0.9810 |
0.9867 |
0.9990 |
|
| S4 |
0.9719 |
0.9776 |
0.9965 |
|
|
| 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 |
1.0026 |
0.9606 |
0.0420 |
4.2% |
0.0154 |
1.5% |
97% |
True |
False |
124,000 |
| 10 |
1.0044 |
0.9606 |
0.0438 |
4.4% |
0.0154 |
1.5% |
93% |
False |
False |
119,650 |
| 20 |
1.0071 |
0.9606 |
0.0465 |
4.6% |
0.0117 |
1.2% |
88% |
False |
False |
62,593 |
| 40 |
1.0071 |
0.9606 |
0.0465 |
4.6% |
0.0102 |
1.0% |
88% |
False |
False |
31,379 |
| 60 |
1.0071 |
0.9606 |
0.0465 |
4.6% |
0.0097 |
1.0% |
88% |
False |
False |
20,949 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0413 |
|
2.618 |
1.0264 |
|
1.618 |
1.0173 |
|
1.000 |
1.0117 |
|
0.618 |
1.0082 |
|
HIGH |
1.0026 |
|
0.618 |
0.9991 |
|
0.500 |
0.9981 |
|
0.382 |
0.9970 |
|
LOW |
0.9935 |
|
0.618 |
0.9879 |
|
1.000 |
0.9844 |
|
1.618 |
0.9788 |
|
2.618 |
0.9697 |
|
4.250 |
0.9548 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0004 |
0.9961 |
| PP |
0.9992 |
0.9906 |
| S1 |
0.9981 |
0.9852 |
|