CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0077 |
1.0137 |
0.0060 |
0.6% |
1.0116 |
| High |
1.0164 |
1.0176 |
0.0012 |
0.1% |
1.0164 |
| Low |
1.0072 |
1.0103 |
0.0031 |
0.3% |
0.9942 |
| Close |
1.0158 |
1.0173 |
0.0015 |
0.1% |
1.0158 |
| Range |
0.0092 |
0.0073 |
-0.0019 |
-20.7% |
0.0222 |
| ATR |
0.0105 |
0.0102 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
75,499 |
76,013 |
514 |
0.7% |
293,363 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0370 |
1.0344 |
1.0213 |
|
| R3 |
1.0297 |
1.0271 |
1.0193 |
|
| R2 |
1.0224 |
1.0224 |
1.0186 |
|
| R1 |
1.0198 |
1.0198 |
1.0180 |
1.0211 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0157 |
| S1 |
1.0125 |
1.0125 |
1.0166 |
1.0138 |
| S2 |
1.0078 |
1.0078 |
1.0160 |
|
| S3 |
1.0005 |
1.0052 |
1.0153 |
|
| S4 |
0.9932 |
0.9979 |
1.0133 |
|
|
| 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 |
1.0176 |
0.9942 |
0.0234 |
2.3% |
0.0110 |
1.1% |
99% |
True |
False |
73,875 |
| 10 |
1.0176 |
0.9911 |
0.0265 |
2.6% |
0.0102 |
1.0% |
99% |
True |
False |
78,455 |
| 20 |
1.0176 |
0.9812 |
0.0364 |
3.6% |
0.0099 |
1.0% |
99% |
True |
False |
83,077 |
| 40 |
1.0176 |
0.9736 |
0.0440 |
4.3% |
0.0107 |
1.1% |
99% |
True |
False |
87,156 |
| 60 |
1.0176 |
0.9507 |
0.0669 |
6.6% |
0.0106 |
1.0% |
100% |
True |
False |
73,619 |
| 80 |
1.0176 |
0.9415 |
0.0761 |
7.5% |
0.0112 |
1.1% |
100% |
True |
False |
55,384 |
| 100 |
1.0176 |
0.9415 |
0.0761 |
7.5% |
0.0114 |
1.1% |
100% |
True |
False |
44,337 |
| 120 |
1.0176 |
0.8976 |
0.1200 |
11.8% |
0.0106 |
1.0% |
100% |
True |
False |
36,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0486 |
|
2.618 |
1.0367 |
|
1.618 |
1.0294 |
|
1.000 |
1.0249 |
|
0.618 |
1.0221 |
|
HIGH |
1.0176 |
|
0.618 |
1.0148 |
|
0.500 |
1.0140 |
|
0.382 |
1.0131 |
|
LOW |
1.0103 |
|
0.618 |
1.0058 |
|
1.000 |
1.0030 |
|
1.618 |
0.9985 |
|
2.618 |
0.9912 |
|
4.250 |
0.9793 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0162 |
1.0142 |
| PP |
1.0151 |
1.0110 |
| S1 |
1.0140 |
1.0079 |
|