CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 10-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2011 |
10-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9868 |
0.9870 |
0.0002 |
0.0% |
1.0132 |
| High |
0.9915 |
0.9905 |
-0.0010 |
-0.1% |
1.0137 |
| Low |
0.9828 |
0.9806 |
-0.0022 |
-0.2% |
0.9828 |
| Close |
0.9874 |
0.9885 |
0.0011 |
0.1% |
0.9874 |
| Range |
0.0087 |
0.0099 |
0.0012 |
13.8% |
0.0309 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
112,229 |
88,192 |
-24,037 |
-21.4% |
482,172 |
|
| Daily Pivots for day following 10-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0162 |
1.0123 |
0.9939 |
|
| R3 |
1.0063 |
1.0024 |
0.9912 |
|
| R2 |
0.9964 |
0.9964 |
0.9903 |
|
| R1 |
0.9925 |
0.9925 |
0.9894 |
0.9945 |
| PP |
0.9865 |
0.9865 |
0.9865 |
0.9875 |
| S1 |
0.9826 |
0.9826 |
0.9876 |
0.9846 |
| S2 |
0.9766 |
0.9766 |
0.9867 |
|
| S3 |
0.9667 |
0.9727 |
0.9858 |
|
| S4 |
0.9568 |
0.9628 |
0.9831 |
|
|
| Weekly Pivots for week ending 07-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0683 |
1.0044 |
|
| R3 |
1.0564 |
1.0374 |
0.9959 |
|
| R2 |
1.0255 |
1.0255 |
0.9931 |
|
| R1 |
1.0065 |
1.0065 |
0.9902 |
1.0006 |
| PP |
0.9946 |
0.9946 |
0.9946 |
0.9917 |
| S1 |
0.9756 |
0.9756 |
0.9846 |
0.9697 |
| S2 |
0.9637 |
0.9637 |
0.9817 |
|
| S3 |
0.9328 |
0.9447 |
0.9789 |
|
| S4 |
0.9019 |
0.9138 |
0.9704 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0084 |
0.9806 |
0.0278 |
2.8% |
0.0105 |
1.1% |
28% |
False |
True |
102,448 |
| 10 |
1.0168 |
0.9806 |
0.0362 |
3.7% |
0.0099 |
1.0% |
22% |
False |
True |
72,057 |
| 20 |
1.0168 |
0.9722 |
0.0446 |
4.5% |
0.0097 |
1.0% |
37% |
False |
False |
66,415 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0114 |
1.2% |
62% |
False |
False |
38,497 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0120 |
1.2% |
62% |
False |
False |
25,737 |
| 80 |
1.0168 |
0.9164 |
0.1004 |
10.2% |
0.0112 |
1.1% |
72% |
False |
False |
19,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0326 |
|
2.618 |
1.0164 |
|
1.618 |
1.0065 |
|
1.000 |
1.0004 |
|
0.618 |
0.9966 |
|
HIGH |
0.9905 |
|
0.618 |
0.9867 |
|
0.500 |
0.9856 |
|
0.382 |
0.9844 |
|
LOW |
0.9806 |
|
0.618 |
0.9745 |
|
1.000 |
0.9707 |
|
1.618 |
0.9646 |
|
2.618 |
0.9547 |
|
4.250 |
0.9385 |
|
|
| Fisher Pivots for day following 10-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9875 |
0.9880 |
| PP |
0.9865 |
0.9875 |
| S1 |
0.9856 |
0.9871 |
|