CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
0.9959 |
1.0011 |
0.0052 |
0.5% |
1.0001 |
High |
1.0026 |
1.0055 |
0.0029 |
0.3% |
1.0028 |
Low |
0.9935 |
0.9963 |
0.0028 |
0.3% |
0.9606 |
Close |
1.0015 |
1.0048 |
0.0033 |
0.3% |
0.9856 |
Range |
0.0091 |
0.0092 |
0.0001 |
1.1% |
0.0422 |
ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.7% |
0.0000 |
Volume |
74,080 |
89,941 |
15,861 |
21.4% |
774,740 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0298 |
1.0265 |
1.0099 |
|
R3 |
1.0206 |
1.0173 |
1.0073 |
|
R2 |
1.0114 |
1.0114 |
1.0065 |
|
R1 |
1.0081 |
1.0081 |
1.0056 |
1.0098 |
PP |
1.0022 |
1.0022 |
1.0022 |
1.0030 |
S1 |
0.9989 |
0.9989 |
1.0040 |
1.0006 |
S2 |
0.9930 |
0.9930 |
1.0031 |
|
S3 |
0.9838 |
0.9897 |
1.0023 |
|
S4 |
0.9746 |
0.9805 |
0.9997 |
|
|
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 |
1.0055 |
0.9606 |
0.0449 |
4.5% |
0.0132 |
1.3% |
98% |
True |
False |
103,100 |
10 |
1.0055 |
0.9606 |
0.0449 |
4.5% |
0.0156 |
1.6% |
98% |
True |
False |
123,874 |
20 |
1.0071 |
0.9606 |
0.0465 |
4.6% |
0.0119 |
1.2% |
95% |
False |
False |
67,058 |
40 |
1.0071 |
0.9606 |
0.0465 |
4.6% |
0.0102 |
1.0% |
95% |
False |
False |
33,625 |
60 |
1.0071 |
0.9606 |
0.0465 |
4.6% |
0.0097 |
1.0% |
95% |
False |
False |
22,447 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0446 |
2.618 |
1.0296 |
1.618 |
1.0204 |
1.000 |
1.0147 |
0.618 |
1.0112 |
HIGH |
1.0055 |
0.618 |
1.0020 |
0.500 |
1.0009 |
0.382 |
0.9998 |
LOW |
0.9963 |
0.618 |
0.9906 |
1.000 |
0.9871 |
1.618 |
0.9814 |
2.618 |
0.9722 |
4.250 |
0.9572 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0035 |
1.0016 |
PP |
1.0022 |
0.9984 |
S1 |
1.0009 |
0.9952 |
|