CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0083 |
1.0116 |
0.0033 |
0.3% |
0.9972 |
| High |
1.0130 |
1.0126 |
-0.0004 |
0.0% |
1.0130 |
| Low |
1.0060 |
0.9942 |
-0.0118 |
-1.2% |
0.9911 |
| Close |
1.0116 |
0.9958 |
-0.0158 |
-1.6% |
1.0116 |
| Range |
0.0070 |
0.0184 |
0.0114 |
162.9% |
0.0219 |
| ATR |
0.0100 |
0.0106 |
0.0006 |
6.0% |
0.0000 |
| Volume |
66,785 |
0 |
-66,785 |
-100.0% |
415,178 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0443 |
1.0059 |
|
| R3 |
1.0377 |
1.0259 |
1.0009 |
|
| R2 |
1.0193 |
1.0193 |
0.9992 |
|
| R1 |
1.0075 |
1.0075 |
0.9975 |
1.0042 |
| PP |
1.0009 |
1.0009 |
1.0009 |
0.9992 |
| S1 |
0.9891 |
0.9891 |
0.9941 |
0.9858 |
| S2 |
0.9825 |
0.9825 |
0.9924 |
|
| S3 |
0.9641 |
0.9707 |
0.9907 |
|
| S4 |
0.9457 |
0.9523 |
0.9857 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0709 |
1.0632 |
1.0236 |
|
| R3 |
1.0490 |
1.0413 |
1.0176 |
|
| R2 |
1.0271 |
1.0271 |
1.0156 |
|
| R1 |
1.0194 |
1.0194 |
1.0136 |
1.0233 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0072 |
| S1 |
0.9975 |
0.9975 |
1.0096 |
1.0014 |
| S2 |
0.9833 |
0.9833 |
1.0076 |
|
| S3 |
0.9614 |
0.9756 |
1.0056 |
|
| S4 |
0.9395 |
0.9537 |
0.9996 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0130 |
0.9911 |
0.0219 |
2.2% |
0.0115 |
1.2% |
21% |
False |
False |
69,533 |
| 10 |
1.0147 |
0.9911 |
0.0236 |
2.4% |
0.0099 |
1.0% |
20% |
False |
False |
77,809 |
| 20 |
1.0156 |
0.9812 |
0.0344 |
3.5% |
0.0101 |
1.0% |
42% |
False |
False |
85,273 |
| 40 |
1.0168 |
0.9736 |
0.0432 |
4.3% |
0.0107 |
1.1% |
51% |
False |
False |
82,166 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0111 |
1.1% |
72% |
False |
False |
67,575 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.6% |
0.0113 |
1.1% |
72% |
False |
False |
50,777 |
| 100 |
1.0168 |
0.9360 |
0.0808 |
8.1% |
0.0114 |
1.1% |
74% |
False |
False |
40,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0908 |
|
2.618 |
1.0608 |
|
1.618 |
1.0424 |
|
1.000 |
1.0310 |
|
0.618 |
1.0240 |
|
HIGH |
1.0126 |
|
0.618 |
1.0056 |
|
0.500 |
1.0034 |
|
0.382 |
1.0012 |
|
LOW |
0.9942 |
|
0.618 |
0.9828 |
|
1.000 |
0.9758 |
|
1.618 |
0.9644 |
|
2.618 |
0.9460 |
|
4.250 |
0.9160 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0034 |
1.0036 |
| PP |
1.0009 |
1.0010 |
| S1 |
0.9983 |
0.9984 |
|