CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0228 |
0.0038 |
0.4% |
0.9858 |
| High |
1.0242 |
1.0281 |
0.0039 |
0.4% |
1.0195 |
| Low |
1.0175 |
1.0218 |
0.0043 |
0.4% |
0.9849 |
| Close |
1.0231 |
1.0273 |
0.0042 |
0.4% |
1.0156 |
| Range |
0.0067 |
0.0063 |
-0.0004 |
-6.0% |
0.0346 |
| ATR |
0.0111 |
0.0107 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
65,830 |
73,340 |
7,510 |
11.4% |
435,075 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0446 |
1.0423 |
1.0308 |
|
| R3 |
1.0383 |
1.0360 |
1.0290 |
|
| R2 |
1.0320 |
1.0320 |
1.0285 |
|
| R1 |
1.0297 |
1.0297 |
1.0279 |
1.0309 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0263 |
| S1 |
1.0234 |
1.0234 |
1.0267 |
1.0246 |
| S2 |
1.0194 |
1.0194 |
1.0261 |
|
| S3 |
1.0131 |
1.0171 |
1.0256 |
|
| S4 |
1.0068 |
1.0108 |
1.0238 |
|
|
| 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 |
1.0281 |
1.0090 |
0.0191 |
1.9% |
0.0081 |
0.8% |
96% |
True |
False |
73,733 |
| 10 |
1.0281 |
0.9677 |
0.0604 |
5.9% |
0.0102 |
1.0% |
99% |
True |
False |
84,227 |
| 20 |
1.0281 |
0.9606 |
0.0675 |
6.6% |
0.0120 |
1.2% |
99% |
True |
False |
90,189 |
| 40 |
1.0281 |
0.9606 |
0.0675 |
6.6% |
0.0100 |
1.0% |
99% |
True |
False |
45,282 |
| 60 |
1.0281 |
0.9606 |
0.0675 |
6.6% |
0.0099 |
1.0% |
99% |
True |
False |
30,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0549 |
|
2.618 |
1.0446 |
|
1.618 |
1.0383 |
|
1.000 |
1.0344 |
|
0.618 |
1.0320 |
|
HIGH |
1.0281 |
|
0.618 |
1.0257 |
|
0.500 |
1.0250 |
|
0.382 |
1.0242 |
|
LOW |
1.0218 |
|
0.618 |
1.0179 |
|
1.000 |
1.0155 |
|
1.618 |
1.0116 |
|
2.618 |
1.0053 |
|
4.250 |
0.9950 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0265 |
1.0247 |
| PP |
1.0257 |
1.0221 |
| S1 |
1.0250 |
1.0195 |
|