CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 04-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2011 |
04-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
1.0109 |
0.0059 |
0.6% |
0.9841 |
| High |
1.0117 |
1.0156 |
0.0039 |
0.4% |
1.0156 |
| Low |
1.0034 |
1.0065 |
0.0031 |
0.3% |
0.9812 |
| Close |
1.0100 |
1.0092 |
-0.0008 |
-0.1% |
1.0092 |
| Range |
0.0083 |
0.0091 |
0.0008 |
9.6% |
0.0344 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
92,702 |
91,085 |
-1,617 |
-1.7% |
455,618 |
|
| Daily Pivots for day following 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0377 |
1.0326 |
1.0142 |
|
| R3 |
1.0286 |
1.0235 |
1.0117 |
|
| R2 |
1.0195 |
1.0195 |
1.0109 |
|
| R1 |
1.0144 |
1.0144 |
1.0100 |
1.0124 |
| PP |
1.0104 |
1.0104 |
1.0104 |
1.0095 |
| S1 |
1.0053 |
1.0053 |
1.0084 |
1.0033 |
| S2 |
1.0013 |
1.0013 |
1.0075 |
|
| S3 |
0.9922 |
0.9962 |
1.0067 |
|
| S4 |
0.9831 |
0.9871 |
1.0042 |
|
|
| Weekly Pivots for week ending 04-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1052 |
1.0916 |
1.0281 |
|
| R3 |
1.0708 |
1.0572 |
1.0187 |
|
| R2 |
1.0364 |
1.0364 |
1.0155 |
|
| R1 |
1.0228 |
1.0228 |
1.0124 |
1.0296 |
| PP |
1.0020 |
1.0020 |
1.0020 |
1.0054 |
| S1 |
0.9884 |
0.9884 |
1.0060 |
0.9952 |
| S2 |
0.9676 |
0.9676 |
1.0029 |
|
| S3 |
0.9332 |
0.9540 |
0.9997 |
|
| S4 |
0.8988 |
0.9196 |
0.9903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0156 |
0.9812 |
0.0344 |
3.4% |
0.0113 |
1.1% |
81% |
True |
False |
91,123 |
| 10 |
1.0156 |
0.9804 |
0.0352 |
3.5% |
0.0113 |
1.1% |
82% |
True |
False |
94,833 |
| 20 |
1.0156 |
0.9736 |
0.0420 |
4.2% |
0.0117 |
1.2% |
85% |
True |
False |
94,165 |
| 40 |
1.0168 |
0.9664 |
0.0504 |
5.0% |
0.0107 |
1.1% |
85% |
False |
False |
78,108 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0116 |
1.1% |
90% |
False |
False |
53,725 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0118 |
1.2% |
90% |
False |
False |
40,339 |
| 100 |
1.0168 |
0.9146 |
0.1022 |
10.1% |
0.0112 |
1.1% |
93% |
False |
False |
32,284 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0543 |
|
2.618 |
1.0394 |
|
1.618 |
1.0303 |
|
1.000 |
1.0247 |
|
0.618 |
1.0212 |
|
HIGH |
1.0156 |
|
0.618 |
1.0121 |
|
0.500 |
1.0111 |
|
0.382 |
1.0100 |
|
LOW |
1.0065 |
|
0.618 |
1.0009 |
|
1.000 |
0.9974 |
|
1.618 |
0.9918 |
|
2.618 |
0.9827 |
|
4.250 |
0.9678 |
|
|
| Fisher Pivots for day following 04-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0088 |
| PP |
1.0104 |
1.0085 |
| S1 |
1.0098 |
1.0081 |
|