CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 03-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Mar-2011 |
03-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0121 |
1.0155 |
0.0034 |
0.3% |
1.0116 |
| High |
1.0167 |
1.0179 |
0.0012 |
0.1% |
1.0164 |
| Low |
1.0069 |
1.0115 |
0.0046 |
0.5% |
0.9942 |
| Close |
1.0152 |
1.0140 |
-0.0012 |
-0.1% |
1.0158 |
| Range |
0.0098 |
0.0064 |
-0.0034 |
-34.7% |
0.0222 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
92,276 |
89,572 |
-2,704 |
-2.9% |
293,363 |
|
| Daily Pivots for day following 03-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0337 |
1.0302 |
1.0175 |
|
| R3 |
1.0273 |
1.0238 |
1.0158 |
|
| R2 |
1.0209 |
1.0209 |
1.0152 |
|
| R1 |
1.0174 |
1.0174 |
1.0146 |
1.0160 |
| PP |
1.0145 |
1.0145 |
1.0145 |
1.0137 |
| S1 |
1.0110 |
1.0110 |
1.0134 |
1.0096 |
| S2 |
1.0081 |
1.0081 |
1.0128 |
|
| S3 |
1.0017 |
1.0046 |
1.0122 |
|
| S4 |
0.9953 |
0.9982 |
1.0105 |
|
|
| 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 |
1.0188 |
1.0069 |
0.0119 |
1.2% |
0.0081 |
0.8% |
60% |
False |
False |
84,784 |
| 10 |
1.0188 |
0.9942 |
0.0246 |
2.4% |
0.0098 |
1.0% |
80% |
False |
False |
79,934 |
| 20 |
1.0188 |
0.9911 |
0.0277 |
2.7% |
0.0092 |
0.9% |
83% |
False |
False |
83,106 |
| 40 |
1.0188 |
0.9736 |
0.0452 |
4.5% |
0.0105 |
1.0% |
89% |
False |
False |
89,281 |
| 60 |
1.0188 |
0.9635 |
0.0553 |
5.5% |
0.0103 |
1.0% |
91% |
False |
False |
77,759 |
| 80 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0111 |
1.1% |
94% |
False |
False |
58,779 |
| 100 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0113 |
1.1% |
94% |
False |
False |
47,056 |
| 120 |
1.0188 |
0.9110 |
0.1078 |
10.6% |
0.0108 |
1.1% |
96% |
False |
False |
39,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0451 |
|
2.618 |
1.0347 |
|
1.618 |
1.0283 |
|
1.000 |
1.0243 |
|
0.618 |
1.0219 |
|
HIGH |
1.0179 |
|
0.618 |
1.0155 |
|
0.500 |
1.0147 |
|
0.382 |
1.0139 |
|
LOW |
1.0115 |
|
0.618 |
1.0075 |
|
1.000 |
1.0051 |
|
1.618 |
1.0011 |
|
2.618 |
0.9947 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 03-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0147 |
1.0136 |
| PP |
1.0145 |
1.0132 |
| S1 |
1.0142 |
1.0129 |
|