CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0011 |
1.0036 |
0.0025 |
0.2% |
1.0001 |
| High |
1.0055 |
1.0131 |
0.0076 |
0.8% |
1.0028 |
| Low |
0.9963 |
1.0015 |
0.0052 |
0.5% |
0.9606 |
| Close |
1.0048 |
1.0125 |
0.0077 |
0.8% |
0.9856 |
| Range |
0.0092 |
0.0116 |
0.0024 |
26.1% |
0.0422 |
| ATR |
0.0120 |
0.0119 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
89,941 |
98,255 |
8,314 |
9.2% |
774,740 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0398 |
1.0189 |
|
| R3 |
1.0322 |
1.0282 |
1.0157 |
|
| R2 |
1.0206 |
1.0206 |
1.0146 |
|
| R1 |
1.0166 |
1.0166 |
1.0136 |
1.0186 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0101 |
| S1 |
1.0050 |
1.0050 |
1.0114 |
1.0070 |
| S2 |
0.9974 |
0.9974 |
1.0104 |
|
| S3 |
0.9858 |
0.9934 |
1.0093 |
|
| S4 |
0.9742 |
0.9818 |
1.0061 |
|
|
| 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 |
1.0131 |
0.9677 |
0.0454 |
4.5% |
0.0123 |
1.2% |
99% |
True |
False |
94,721 |
| 10 |
1.0131 |
0.9606 |
0.0525 |
5.2% |
0.0155 |
1.5% |
99% |
True |
False |
124,963 |
| 20 |
1.0131 |
0.9606 |
0.0525 |
5.2% |
0.0119 |
1.2% |
99% |
True |
False |
71,954 |
| 40 |
1.0131 |
0.9606 |
0.0525 |
5.2% |
0.0104 |
1.0% |
99% |
True |
False |
36,079 |
| 60 |
1.0131 |
0.9606 |
0.0525 |
5.2% |
0.0097 |
1.0% |
99% |
True |
False |
24,082 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0624 |
|
2.618 |
1.0435 |
|
1.618 |
1.0319 |
|
1.000 |
1.0247 |
|
0.618 |
1.0203 |
|
HIGH |
1.0131 |
|
0.618 |
1.0087 |
|
0.500 |
1.0073 |
|
0.382 |
1.0059 |
|
LOW |
1.0015 |
|
0.618 |
0.9943 |
|
1.000 |
0.9899 |
|
1.618 |
0.9827 |
|
2.618 |
0.9711 |
|
4.250 |
0.9522 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0094 |
| PP |
1.0090 |
1.0064 |
| S1 |
1.0073 |
1.0033 |
|