CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 08-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2011 |
08-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0097 |
1.0094 |
-0.0003 |
0.0% |
0.9841 |
| High |
1.0118 |
1.0147 |
0.0029 |
0.3% |
1.0156 |
| Low |
1.0060 |
1.0072 |
0.0012 |
0.1% |
0.9812 |
| Close |
1.0098 |
1.0109 |
0.0011 |
0.1% |
1.0092 |
| Range |
0.0058 |
0.0075 |
0.0017 |
29.3% |
0.0344 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
58,460 |
94,933 |
36,473 |
62.4% |
455,618 |
|
| Daily Pivots for day following 08-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0297 |
1.0150 |
|
| R3 |
1.0259 |
1.0222 |
1.0130 |
|
| R2 |
1.0184 |
1.0184 |
1.0123 |
|
| R1 |
1.0147 |
1.0147 |
1.0116 |
1.0166 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0119 |
| S1 |
1.0072 |
1.0072 |
1.0102 |
1.0091 |
| S2 |
1.0034 |
1.0034 |
1.0095 |
|
| S3 |
0.9959 |
0.9997 |
1.0088 |
|
| S4 |
0.9884 |
0.9922 |
1.0068 |
|
|
| 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 |
1.0006 |
0.0150 |
1.5% |
0.0077 |
0.8% |
69% |
False |
False |
81,516 |
| 10 |
1.0156 |
0.9812 |
0.0344 |
3.4% |
0.0100 |
1.0% |
86% |
False |
False |
90,230 |
| 20 |
1.0156 |
0.9736 |
0.0420 |
4.2% |
0.0114 |
1.1% |
89% |
False |
False |
91,814 |
| 40 |
1.0168 |
0.9722 |
0.0446 |
4.4% |
0.0106 |
1.0% |
87% |
False |
False |
79,115 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.4% |
0.0114 |
1.1% |
92% |
False |
False |
56,269 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.4% |
0.0118 |
1.2% |
92% |
False |
False |
42,256 |
| 100 |
1.0168 |
0.9164 |
0.1004 |
9.9% |
0.0112 |
1.1% |
94% |
False |
False |
33,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0466 |
|
2.618 |
1.0343 |
|
1.618 |
1.0268 |
|
1.000 |
1.0222 |
|
0.618 |
1.0193 |
|
HIGH |
1.0147 |
|
0.618 |
1.0118 |
|
0.500 |
1.0110 |
|
0.382 |
1.0101 |
|
LOW |
1.0072 |
|
0.618 |
1.0026 |
|
1.000 |
0.9997 |
|
1.618 |
0.9951 |
|
2.618 |
0.9876 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 08-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0110 |
1.0109 |
| PP |
1.0109 |
1.0108 |
| S1 |
1.0109 |
1.0108 |
|