CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 21-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9917 |
0.9805 |
-0.0112 |
-1.1% |
0.9833 |
| High |
0.9922 |
0.9856 |
-0.0066 |
-0.7% |
1.0009 |
| Low |
0.9769 |
0.9778 |
0.0009 |
0.1% |
0.9769 |
| Close |
0.9817 |
0.9833 |
0.0016 |
0.2% |
0.9833 |
| Range |
0.0153 |
0.0078 |
-0.0075 |
-49.0% |
0.0240 |
| ATR |
0.0118 |
0.0115 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
135,827 |
79,358 |
-56,469 |
-41.6% |
312,448 |
|
| Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
1.0023 |
0.9876 |
|
| R3 |
0.9978 |
0.9945 |
0.9854 |
|
| R2 |
0.9900 |
0.9900 |
0.9847 |
|
| R1 |
0.9867 |
0.9867 |
0.9840 |
0.9884 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9831 |
| S1 |
0.9789 |
0.9789 |
0.9826 |
0.9806 |
| S2 |
0.9744 |
0.9744 |
0.9819 |
|
| S3 |
0.9666 |
0.9711 |
0.9812 |
|
| S4 |
0.9588 |
0.9633 |
0.9790 |
|
|
| Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0452 |
0.9965 |
|
| R3 |
1.0350 |
1.0212 |
0.9899 |
|
| R2 |
1.0110 |
1.0110 |
0.9877 |
|
| R1 |
0.9972 |
0.9972 |
0.9855 |
0.9953 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9861 |
| S1 |
0.9732 |
0.9732 |
0.9811 |
0.9713 |
| S2 |
0.9630 |
0.9630 |
0.9789 |
|
| S3 |
0.9390 |
0.9492 |
0.9767 |
|
| S4 |
0.9150 |
0.9252 |
0.9701 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0009 |
0.9769 |
0.0240 |
2.4% |
0.0125 |
1.3% |
27% |
False |
False |
82,344 |
| 10 |
1.0009 |
0.9736 |
0.0273 |
2.8% |
0.0121 |
1.2% |
36% |
False |
False |
93,498 |
| 20 |
1.0168 |
0.9736 |
0.0432 |
4.4% |
0.0110 |
1.1% |
22% |
False |
False |
77,390 |
| 40 |
1.0168 |
0.9415 |
0.0753 |
7.7% |
0.0114 |
1.2% |
56% |
False |
False |
56,756 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.7% |
0.0118 |
1.2% |
56% |
False |
False |
37,957 |
| 80 |
1.0168 |
0.9360 |
0.0808 |
8.2% |
0.0116 |
1.2% |
59% |
False |
False |
28,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0188 |
|
2.618 |
1.0060 |
|
1.618 |
0.9982 |
|
1.000 |
0.9934 |
|
0.618 |
0.9904 |
|
HIGH |
0.9856 |
|
0.618 |
0.9826 |
|
0.500 |
0.9817 |
|
0.382 |
0.9808 |
|
LOW |
0.9778 |
|
0.618 |
0.9730 |
|
1.000 |
0.9700 |
|
1.618 |
0.9652 |
|
2.618 |
0.9574 |
|
4.250 |
0.9447 |
|
|
| Fisher Pivots for day following 21-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9828 |
0.9889 |
| PP |
0.9822 |
0.9870 |
| S1 |
0.9817 |
0.9852 |
|