CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 10-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2011 |
10-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0075 |
-0.0027 |
-0.3% |
0.9841 |
| High |
1.0111 |
1.0102 |
-0.0009 |
-0.1% |
1.0156 |
| Low |
1.0046 |
0.9971 |
-0.0075 |
-0.7% |
0.9812 |
| Close |
1.0056 |
1.0002 |
-0.0054 |
-0.5% |
1.0092 |
| Range |
0.0065 |
0.0131 |
0.0066 |
101.5% |
0.0344 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.9% |
0.0000 |
| Volume |
86,779 |
101,636 |
14,857 |
17.1% |
455,618 |
|
| Daily Pivots for day following 10-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0341 |
1.0074 |
|
| R3 |
1.0287 |
1.0210 |
1.0038 |
|
| R2 |
1.0156 |
1.0156 |
1.0026 |
|
| R1 |
1.0079 |
1.0079 |
1.0014 |
1.0052 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0012 |
| S1 |
0.9948 |
0.9948 |
0.9990 |
0.9921 |
| S2 |
0.9894 |
0.9894 |
0.9978 |
|
| S3 |
0.9763 |
0.9817 |
0.9966 |
|
| S4 |
0.9632 |
0.9686 |
0.9930 |
|
|
| 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 |
0.9971 |
0.0185 |
1.8% |
0.0084 |
0.8% |
17% |
False |
True |
86,578 |
| 10 |
1.0156 |
0.9812 |
0.0344 |
3.4% |
0.0100 |
1.0% |
55% |
False |
False |
90,978 |
| 20 |
1.0156 |
0.9769 |
0.0387 |
3.9% |
0.0109 |
1.1% |
60% |
False |
False |
90,101 |
| 40 |
1.0168 |
0.9725 |
0.0443 |
4.4% |
0.0105 |
1.0% |
63% |
False |
False |
80,086 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0113 |
1.1% |
78% |
False |
False |
59,393 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0118 |
1.2% |
78% |
False |
False |
44,609 |
| 100 |
1.0168 |
0.9242 |
0.0926 |
9.3% |
0.0113 |
1.1% |
82% |
False |
False |
35,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0445 |
|
1.618 |
1.0314 |
|
1.000 |
1.0233 |
|
0.618 |
1.0183 |
|
HIGH |
1.0102 |
|
0.618 |
1.0052 |
|
0.500 |
1.0037 |
|
0.382 |
1.0021 |
|
LOW |
0.9971 |
|
0.618 |
0.9890 |
|
1.000 |
0.9840 |
|
1.618 |
0.9759 |
|
2.618 |
0.9628 |
|
4.250 |
0.9414 |
|
|
| Fisher Pivots for day following 10-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0059 |
| PP |
1.0025 |
1.0040 |
| S1 |
1.0014 |
1.0021 |
|