CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 12-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2011 |
12-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9861 |
0.9758 |
-0.0103 |
-1.0% |
1.0132 |
| High |
0.9885 |
0.9892 |
0.0007 |
0.1% |
1.0137 |
| Low |
0.9744 |
0.9736 |
-0.0008 |
-0.1% |
0.9828 |
| Close |
0.9792 |
0.9889 |
0.0097 |
1.0% |
0.9874 |
| Range |
0.0141 |
0.0156 |
0.0015 |
10.6% |
0.0309 |
| ATR |
0.0108 |
0.0111 |
0.0003 |
3.2% |
0.0000 |
| Volume |
116,494 |
106,188 |
-10,306 |
-8.8% |
482,172 |
|
| Daily Pivots for day following 12-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0254 |
0.9975 |
|
| R3 |
1.0151 |
1.0098 |
0.9932 |
|
| R2 |
0.9995 |
0.9995 |
0.9918 |
|
| R1 |
0.9942 |
0.9942 |
0.9903 |
0.9969 |
| PP |
0.9839 |
0.9839 |
0.9839 |
0.9852 |
| S1 |
0.9786 |
0.9786 |
0.9875 |
0.9813 |
| S2 |
0.9683 |
0.9683 |
0.9860 |
|
| S3 |
0.9527 |
0.9630 |
0.9846 |
|
| S4 |
0.9371 |
0.9474 |
0.9803 |
|
|
| 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 |
0.9935 |
0.9736 |
0.0199 |
2.0% |
0.0113 |
1.1% |
77% |
False |
True |
103,952 |
| 10 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0108 |
1.1% |
35% |
False |
True |
86,201 |
| 20 |
1.0168 |
0.9725 |
0.0443 |
4.5% |
0.0100 |
1.0% |
37% |
False |
False |
70,072 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0114 |
1.2% |
63% |
False |
False |
44,039 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0120 |
1.2% |
63% |
False |
False |
29,445 |
| 80 |
1.0168 |
0.9242 |
0.0926 |
9.4% |
0.0114 |
1.1% |
70% |
False |
False |
22,101 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0555 |
|
2.618 |
1.0300 |
|
1.618 |
1.0144 |
|
1.000 |
1.0048 |
|
0.618 |
0.9988 |
|
HIGH |
0.9892 |
|
0.618 |
0.9832 |
|
0.500 |
0.9814 |
|
0.382 |
0.9796 |
|
LOW |
0.9736 |
|
0.618 |
0.9640 |
|
1.000 |
0.9580 |
|
1.618 |
0.9484 |
|
2.618 |
0.9328 |
|
4.250 |
0.9073 |
|
|
| Fisher Pivots for day following 12-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9864 |
0.9866 |
| PP |
0.9839 |
0.9843 |
| S1 |
0.9814 |
0.9821 |
|