CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 11-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2011 |
11-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
0.9975 |
-0.0100 |
-1.0% |
1.0097 |
| High |
1.0102 |
0.9998 |
-0.0104 |
-1.0% |
1.0147 |
| Low |
0.9971 |
0.9925 |
-0.0046 |
-0.5% |
0.9925 |
| Close |
1.0002 |
0.9982 |
-0.0020 |
-0.2% |
0.9982 |
| Range |
0.0131 |
0.0073 |
-0.0058 |
-44.3% |
0.0222 |
| ATR |
0.0106 |
0.0103 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
101,636 |
79,569 |
-22,067 |
-21.7% |
421,377 |
|
| Daily Pivots for day following 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0158 |
1.0022 |
|
| R3 |
1.0114 |
1.0085 |
1.0002 |
|
| R2 |
1.0041 |
1.0041 |
0.9995 |
|
| R1 |
1.0012 |
1.0012 |
0.9989 |
1.0027 |
| PP |
0.9968 |
0.9968 |
0.9968 |
0.9976 |
| S1 |
0.9939 |
0.9939 |
0.9975 |
0.9954 |
| S2 |
0.9895 |
0.9895 |
0.9969 |
|
| S3 |
0.9822 |
0.9866 |
0.9962 |
|
| S4 |
0.9749 |
0.9793 |
0.9942 |
|
|
| Weekly Pivots for week ending 11-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0684 |
1.0555 |
1.0104 |
|
| R3 |
1.0462 |
1.0333 |
1.0043 |
|
| R2 |
1.0240 |
1.0240 |
1.0023 |
|
| R1 |
1.0111 |
1.0111 |
1.0002 |
1.0065 |
| PP |
1.0018 |
1.0018 |
1.0018 |
0.9995 |
| S1 |
0.9889 |
0.9889 |
0.9962 |
0.9843 |
| S2 |
0.9796 |
0.9796 |
0.9941 |
|
| S3 |
0.9574 |
0.9667 |
0.9921 |
|
| S4 |
0.9352 |
0.9445 |
0.9860 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0147 |
0.9925 |
0.0222 |
2.2% |
0.0080 |
0.8% |
26% |
False |
True |
84,275 |
| 10 |
1.0156 |
0.9812 |
0.0344 |
3.4% |
0.0097 |
1.0% |
49% |
False |
False |
87,699 |
| 20 |
1.0156 |
0.9769 |
0.0387 |
3.9% |
0.0108 |
1.1% |
55% |
False |
False |
89,071 |
| 40 |
1.0168 |
0.9725 |
0.0443 |
4.4% |
0.0103 |
1.0% |
58% |
False |
False |
79,872 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0111 |
1.1% |
75% |
False |
False |
60,710 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.5% |
0.0115 |
1.2% |
75% |
False |
False |
45,603 |
| 100 |
1.0168 |
0.9264 |
0.0904 |
9.1% |
0.0112 |
1.1% |
79% |
False |
False |
36,496 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0189 |
|
1.618 |
1.0116 |
|
1.000 |
1.0071 |
|
0.618 |
1.0043 |
|
HIGH |
0.9998 |
|
0.618 |
0.9970 |
|
0.500 |
0.9962 |
|
0.382 |
0.9953 |
|
LOW |
0.9925 |
|
0.618 |
0.9880 |
|
1.000 |
0.9852 |
|
1.618 |
0.9807 |
|
2.618 |
0.9734 |
|
4.250 |
0.9615 |
|
|
| Fisher Pivots for day following 11-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9975 |
1.0018 |
| PP |
0.9968 |
1.0006 |
| S1 |
0.9962 |
0.9994 |
|