CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 01-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2011 |
01-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9841 |
0.9912 |
0.0071 |
0.7% |
0.9827 |
| High |
0.9938 |
1.0097 |
0.0159 |
1.6% |
0.9963 |
| Low |
0.9812 |
0.9912 |
0.0100 |
1.0% |
0.9804 |
| Close |
0.9922 |
1.0070 |
0.0148 |
1.5% |
0.9885 |
| Range |
0.0126 |
0.0185 |
0.0059 |
46.8% |
0.0159 |
| ATR |
0.0115 |
0.0120 |
0.0005 |
4.4% |
0.0000 |
| Volume |
87,040 |
114,387 |
27,347 |
31.4% |
492,717 |
|
| Daily Pivots for day following 01-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0511 |
1.0172 |
|
| R3 |
1.0396 |
1.0326 |
1.0121 |
|
| R2 |
1.0211 |
1.0211 |
1.0104 |
|
| R1 |
1.0141 |
1.0141 |
1.0087 |
1.0176 |
| PP |
1.0026 |
1.0026 |
1.0026 |
1.0044 |
| S1 |
0.9956 |
0.9956 |
1.0053 |
0.9991 |
| S2 |
0.9841 |
0.9841 |
1.0036 |
|
| S3 |
0.9656 |
0.9771 |
1.0019 |
|
| S4 |
0.9471 |
0.9586 |
0.9968 |
|
|
| Weekly Pivots for week ending 28-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0361 |
1.0282 |
0.9972 |
|
| R3 |
1.0202 |
1.0123 |
0.9929 |
|
| R2 |
1.0043 |
1.0043 |
0.9914 |
|
| R1 |
0.9964 |
0.9964 |
0.9900 |
1.0004 |
| PP |
0.9884 |
0.9884 |
0.9884 |
0.9904 |
| S1 |
0.9805 |
0.9805 |
0.9870 |
0.9845 |
| S2 |
0.9725 |
0.9725 |
0.9856 |
|
| S3 |
0.9566 |
0.9646 |
0.9841 |
|
| S4 |
0.9407 |
0.9487 |
0.9798 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0097 |
0.9812 |
0.0285 |
2.8% |
0.0122 |
1.2% |
91% |
True |
False |
98,944 |
| 10 |
1.0097 |
0.9769 |
0.0328 |
3.3% |
0.0122 |
1.2% |
92% |
True |
False |
100,659 |
| 20 |
1.0097 |
0.9736 |
0.0361 |
3.6% |
0.0121 |
1.2% |
93% |
True |
False |
97,047 |
| 40 |
1.0168 |
0.9635 |
0.0533 |
5.3% |
0.0109 |
1.1% |
82% |
False |
False |
73,636 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0117 |
1.2% |
87% |
False |
False |
49,504 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0119 |
1.2% |
87% |
False |
False |
37,167 |
| 100 |
1.0168 |
0.9025 |
0.1143 |
11.4% |
0.0111 |
1.1% |
91% |
False |
False |
29,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0883 |
|
2.618 |
1.0581 |
|
1.618 |
1.0396 |
|
1.000 |
1.0282 |
|
0.618 |
1.0211 |
|
HIGH |
1.0097 |
|
0.618 |
1.0026 |
|
0.500 |
1.0005 |
|
0.382 |
0.9983 |
|
LOW |
0.9912 |
|
0.618 |
0.9798 |
|
1.000 |
0.9727 |
|
1.618 |
0.9613 |
|
2.618 |
0.9428 |
|
4.250 |
0.9126 |
|
|
| Fisher Pivots for day following 01-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0032 |
| PP |
1.0026 |
0.9993 |
| S1 |
1.0005 |
0.9955 |
|