CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 29-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2011 |
29-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0148 |
1.0149 |
0.0001 |
0.0% |
0.9858 |
| High |
1.0219 |
1.0200 |
-0.0019 |
-0.2% |
1.0195 |
| Low |
1.0138 |
1.0109 |
-0.0029 |
-0.3% |
0.9849 |
| Close |
1.0177 |
1.0194 |
0.0017 |
0.2% |
1.0156 |
| Range |
0.0081 |
0.0091 |
0.0010 |
12.3% |
0.0346 |
| ATR |
0.0116 |
0.0114 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
68,267 |
72,808 |
4,541 |
6.7% |
435,075 |
|
| Daily Pivots for day following 29-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0441 |
1.0408 |
1.0244 |
|
| R3 |
1.0350 |
1.0317 |
1.0219 |
|
| R2 |
1.0259 |
1.0259 |
1.0211 |
|
| R1 |
1.0226 |
1.0226 |
1.0202 |
1.0243 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0176 |
| S1 |
1.0135 |
1.0135 |
1.0186 |
1.0152 |
| S2 |
1.0077 |
1.0077 |
1.0177 |
|
| S3 |
0.9986 |
1.0044 |
1.0169 |
|
| S4 |
0.9895 |
0.9953 |
1.0144 |
|
|
| 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 |
0.9963 |
0.0256 |
2.5% |
0.0097 |
1.0% |
90% |
False |
False |
83,538 |
| 10 |
1.0219 |
0.9606 |
0.0613 |
6.0% |
0.0126 |
1.2% |
96% |
False |
False |
103,769 |
| 20 |
1.0219 |
0.9606 |
0.0613 |
6.0% |
0.0121 |
1.2% |
96% |
False |
False |
83,368 |
| 40 |
1.0219 |
0.9606 |
0.0613 |
6.0% |
0.0103 |
1.0% |
96% |
False |
False |
41,808 |
| 60 |
1.0219 |
0.9606 |
0.0613 |
6.0% |
0.0099 |
1.0% |
96% |
False |
False |
27,905 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0587 |
|
2.618 |
1.0438 |
|
1.618 |
1.0347 |
|
1.000 |
1.0291 |
|
0.618 |
1.0256 |
|
HIGH |
1.0200 |
|
0.618 |
1.0165 |
|
0.500 |
1.0155 |
|
0.382 |
1.0144 |
|
LOW |
1.0109 |
|
0.618 |
1.0053 |
|
1.000 |
1.0018 |
|
1.618 |
0.9962 |
|
2.618 |
0.9871 |
|
4.250 |
0.9722 |
|
|
| Fisher Pivots for day following 29-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0181 |
| PP |
1.0168 |
1.0168 |
| S1 |
1.0155 |
1.0155 |
|