CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0012 |
1.0077 |
0.0065 |
0.6% |
1.0116 |
| High |
1.0104 |
1.0164 |
0.0060 |
0.6% |
1.0164 |
| Low |
0.9981 |
1.0072 |
0.0091 |
0.9% |
0.9942 |
| Close |
1.0077 |
1.0158 |
0.0081 |
0.8% |
1.0158 |
| Range |
0.0123 |
0.0092 |
-0.0031 |
-25.2% |
0.0222 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
115,418 |
75,499 |
-39,919 |
-34.6% |
293,363 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0407 |
1.0375 |
1.0209 |
|
| R3 |
1.0315 |
1.0283 |
1.0183 |
|
| R2 |
1.0223 |
1.0223 |
1.0175 |
|
| R1 |
1.0191 |
1.0191 |
1.0166 |
1.0207 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0140 |
| S1 |
1.0099 |
1.0099 |
1.0150 |
1.0115 |
| S2 |
1.0039 |
1.0039 |
1.0141 |
|
| S3 |
0.9947 |
1.0007 |
1.0133 |
|
| S4 |
0.9855 |
0.9915 |
1.0107 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0754 |
1.0678 |
1.0280 |
|
| R3 |
1.0532 |
1.0456 |
1.0219 |
|
| R2 |
1.0310 |
1.0310 |
1.0199 |
|
| R1 |
1.0234 |
1.0234 |
1.0178 |
1.0272 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0107 |
| S1 |
1.0012 |
1.0012 |
1.0138 |
1.0050 |
| S2 |
0.9866 |
0.9866 |
1.0117 |
|
| S3 |
0.9644 |
0.9790 |
1.0097 |
|
| S4 |
0.9422 |
0.9568 |
1.0036 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0164 |
0.9942 |
0.0222 |
2.2% |
0.0110 |
1.1% |
97% |
True |
False |
72,029 |
| 10 |
1.0164 |
0.9911 |
0.0253 |
2.5% |
0.0102 |
1.0% |
98% |
True |
False |
78,811 |
| 20 |
1.0164 |
0.9812 |
0.0352 |
3.5% |
0.0101 |
1.0% |
98% |
True |
False |
84,894 |
| 40 |
1.0168 |
0.9736 |
0.0432 |
4.3% |
0.0107 |
1.1% |
98% |
False |
False |
86,303 |
| 60 |
1.0168 |
0.9415 |
0.0753 |
7.4% |
0.0108 |
1.1% |
99% |
False |
False |
72,413 |
| 80 |
1.0168 |
0.9415 |
0.0753 |
7.4% |
0.0113 |
1.1% |
99% |
False |
False |
54,437 |
| 100 |
1.0168 |
0.9360 |
0.0808 |
8.0% |
0.0115 |
1.1% |
99% |
False |
False |
43,577 |
| 120 |
1.0168 |
0.8918 |
0.1250 |
12.3% |
0.0106 |
1.0% |
99% |
False |
False |
36,319 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0555 |
|
2.618 |
1.0405 |
|
1.618 |
1.0313 |
|
1.000 |
1.0256 |
|
0.618 |
1.0221 |
|
HIGH |
1.0164 |
|
0.618 |
1.0129 |
|
0.500 |
1.0118 |
|
0.382 |
1.0107 |
|
LOW |
1.0072 |
|
0.618 |
1.0015 |
|
1.000 |
0.9980 |
|
1.618 |
0.9923 |
|
2.618 |
0.9831 |
|
4.250 |
0.9681 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0145 |
1.0126 |
| PP |
1.0131 |
1.0093 |
| S1 |
1.0118 |
1.0061 |
|