CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 07-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2011 |
07-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0109 |
1.0097 |
-0.0012 |
-0.1% |
0.9841 |
| High |
1.0156 |
1.0118 |
-0.0038 |
-0.4% |
1.0156 |
| Low |
1.0065 |
1.0060 |
-0.0005 |
0.0% |
0.9812 |
| Close |
1.0092 |
1.0098 |
0.0006 |
0.1% |
1.0092 |
| Range |
0.0091 |
0.0058 |
-0.0033 |
-36.3% |
0.0344 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
91,085 |
58,460 |
-32,625 |
-35.8% |
455,618 |
|
| Daily Pivots for day following 07-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0266 |
1.0240 |
1.0130 |
|
| R3 |
1.0208 |
1.0182 |
1.0114 |
|
| R2 |
1.0150 |
1.0150 |
1.0109 |
|
| R1 |
1.0124 |
1.0124 |
1.0103 |
1.0137 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0099 |
| S1 |
1.0066 |
1.0066 |
1.0093 |
1.0079 |
| S2 |
1.0034 |
1.0034 |
1.0087 |
|
| S3 |
0.9976 |
1.0008 |
1.0082 |
|
| S4 |
0.9918 |
0.9950 |
1.0066 |
|
|
| 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 |
0.9912 |
0.0244 |
2.4% |
0.0099 |
1.0% |
76% |
False |
False |
85,407 |
| 10 |
1.0156 |
0.9812 |
0.0344 |
3.4% |
0.0103 |
1.0% |
83% |
False |
False |
92,737 |
| 20 |
1.0156 |
0.9736 |
0.0420 |
4.2% |
0.0116 |
1.1% |
86% |
False |
False |
91,477 |
| 40 |
1.0168 |
0.9715 |
0.0453 |
4.5% |
0.0106 |
1.0% |
85% |
False |
False |
78,324 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0115 |
1.1% |
91% |
False |
False |
54,695 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0118 |
1.2% |
91% |
False |
False |
41,070 |
| 100 |
1.0168 |
0.9146 |
0.1022 |
10.1% |
0.0112 |
1.1% |
93% |
False |
False |
32,868 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0365 |
|
2.618 |
1.0270 |
|
1.618 |
1.0212 |
|
1.000 |
1.0176 |
|
0.618 |
1.0154 |
|
HIGH |
1.0118 |
|
0.618 |
1.0096 |
|
0.500 |
1.0089 |
|
0.382 |
1.0082 |
|
LOW |
1.0060 |
|
0.618 |
1.0024 |
|
1.000 |
1.0002 |
|
1.618 |
0.9966 |
|
2.618 |
0.9908 |
|
4.250 |
0.9814 |
|
|
| Fisher Pivots for day following 07-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0095 |
1.0097 |
| PP |
1.0092 |
1.0096 |
| S1 |
1.0089 |
1.0095 |
|