CME Australian Dollar Future June 2011
Trading Metrics calculated at close of trading on 28-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0110 |
1.0148 |
0.0038 |
0.4% |
0.9858 |
High |
1.0195 |
1.0219 |
0.0024 |
0.2% |
1.0195 |
Low |
1.0090 |
1.0138 |
0.0048 |
0.5% |
0.9849 |
Close |
1.0156 |
1.0177 |
0.0021 |
0.2% |
1.0156 |
Range |
0.0105 |
0.0081 |
-0.0024 |
-22.9% |
0.0346 |
ATR |
0.0118 |
0.0116 |
-0.0003 |
-2.3% |
0.0000 |
Volume |
88,420 |
68,267 |
-20,153 |
-22.8% |
435,075 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0421 |
1.0380 |
1.0222 |
|
R3 |
1.0340 |
1.0299 |
1.0199 |
|
R2 |
1.0259 |
1.0259 |
1.0192 |
|
R1 |
1.0218 |
1.0218 |
1.0184 |
1.0239 |
PP |
1.0178 |
1.0178 |
1.0178 |
1.0188 |
S1 |
1.0137 |
1.0137 |
1.0170 |
1.0158 |
S2 |
1.0097 |
1.0097 |
1.0162 |
|
S3 |
1.0016 |
1.0056 |
1.0155 |
|
S4 |
0.9935 |
0.9975 |
1.0132 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1105 |
1.0976 |
1.0346 |
|
R3 |
1.0759 |
1.0630 |
1.0251 |
|
R2 |
1.0413 |
1.0413 |
1.0219 |
|
R1 |
1.0284 |
1.0284 |
1.0188 |
1.0349 |
PP |
1.0067 |
1.0067 |
1.0067 |
1.0099 |
S1 |
0.9938 |
0.9938 |
1.0124 |
1.0003 |
S2 |
0.9721 |
0.9721 |
1.0093 |
|
S3 |
0.9375 |
0.9592 |
1.0061 |
|
S4 |
0.9029 |
0.9246 |
0.9966 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0219 |
0.9935 |
0.0284 |
2.8% |
0.0097 |
1.0% |
85% |
True |
False |
83,792 |
10 |
1.0219 |
0.9606 |
0.0613 |
6.0% |
0.0145 |
1.4% |
93% |
True |
False |
119,602 |
20 |
1.0219 |
0.9606 |
0.0613 |
6.0% |
0.0120 |
1.2% |
93% |
True |
False |
79,749 |
40 |
1.0219 |
0.9606 |
0.0613 |
6.0% |
0.0104 |
1.0% |
93% |
True |
False |
39,992 |
60 |
1.0219 |
0.9606 |
0.0613 |
6.0% |
0.0099 |
1.0% |
93% |
True |
False |
26,691 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0563 |
2.618 |
1.0431 |
1.618 |
1.0350 |
1.000 |
1.0300 |
0.618 |
1.0269 |
HIGH |
1.0219 |
0.618 |
1.0188 |
0.500 |
1.0179 |
0.382 |
1.0169 |
LOW |
1.0138 |
0.618 |
1.0088 |
1.000 |
1.0057 |
1.618 |
1.0007 |
2.618 |
0.9926 |
4.250 |
0.9794 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0179 |
1.0157 |
PP |
1.0178 |
1.0137 |
S1 |
1.0178 |
1.0117 |
|