CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0093 |
-0.0017 |
-0.2% |
1.0137 |
| High |
1.0127 |
1.0126 |
-0.0001 |
0.0% |
1.0188 |
| Low |
1.0046 |
1.0055 |
0.0009 |
0.1% |
1.0065 |
| Close |
1.0099 |
1.0103 |
0.0004 |
0.0% |
1.0120 |
| Range |
0.0081 |
0.0071 |
-0.0010 |
-12.3% |
0.0123 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
99,391 |
93,169 |
-6,222 |
-6.3% |
449,836 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0308 |
1.0276 |
1.0142 |
|
| R3 |
1.0237 |
1.0205 |
1.0123 |
|
| R2 |
1.0166 |
1.0166 |
1.0116 |
|
| R1 |
1.0134 |
1.0134 |
1.0110 |
1.0150 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0103 |
| S1 |
1.0063 |
1.0063 |
1.0096 |
1.0079 |
| S2 |
1.0024 |
1.0024 |
1.0090 |
|
| S3 |
0.9953 |
0.9992 |
1.0083 |
|
| S4 |
0.9882 |
0.9921 |
1.0064 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0493 |
1.0430 |
1.0188 |
|
| R3 |
1.0370 |
1.0307 |
1.0154 |
|
| R2 |
1.0247 |
1.0247 |
1.0143 |
|
| R1 |
1.0184 |
1.0184 |
1.0131 |
1.0154 |
| PP |
1.0124 |
1.0124 |
1.0124 |
1.0110 |
| S1 |
1.0061 |
1.0061 |
1.0109 |
1.0031 |
| S2 |
1.0001 |
1.0001 |
1.0097 |
|
| S3 |
0.9878 |
0.9938 |
1.0086 |
|
| S4 |
0.9755 |
0.9815 |
1.0052 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0179 |
1.0046 |
0.0133 |
1.3% |
0.0077 |
0.8% |
43% |
False |
False |
97,368 |
| 10 |
1.0188 |
0.9981 |
0.0207 |
2.0% |
0.0085 |
0.8% |
59% |
False |
False |
93,660 |
| 20 |
1.0188 |
0.9911 |
0.0277 |
2.7% |
0.0092 |
0.9% |
69% |
False |
False |
86,110 |
| 40 |
1.0188 |
0.9736 |
0.0452 |
4.5% |
0.0103 |
1.0% |
81% |
False |
False |
88,962 |
| 60 |
1.0188 |
0.9722 |
0.0466 |
4.6% |
0.0101 |
1.0% |
82% |
False |
False |
81,446 |
| 80 |
1.0188 |
0.9415 |
0.0773 |
7.7% |
0.0109 |
1.1% |
89% |
False |
False |
63,730 |
| 100 |
1.0188 |
0.9415 |
0.0773 |
7.7% |
0.0113 |
1.1% |
89% |
False |
False |
51,027 |
| 120 |
1.0188 |
0.9164 |
0.1024 |
10.1% |
0.0109 |
1.1% |
92% |
False |
False |
42,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0428 |
|
2.618 |
1.0312 |
|
1.618 |
1.0241 |
|
1.000 |
1.0197 |
|
0.618 |
1.0170 |
|
HIGH |
1.0126 |
|
0.618 |
1.0099 |
|
0.500 |
1.0091 |
|
0.382 |
1.0082 |
|
LOW |
1.0055 |
|
0.618 |
1.0011 |
|
1.000 |
0.9984 |
|
1.618 |
0.9940 |
|
2.618 |
0.9869 |
|
4.250 |
0.9753 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0099 |
1.0111 |
| PP |
1.0095 |
1.0108 |
| S1 |
1.0091 |
1.0106 |
|