CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0102 |
1.0014 |
-0.0088 |
-0.9% |
1.0139 |
| High |
1.0115 |
1.0158 |
0.0043 |
0.4% |
1.0176 |
| Low |
0.9988 |
0.9968 |
-0.0020 |
-0.2% |
0.9968 |
| Close |
1.0001 |
1.0143 |
0.0142 |
1.4% |
1.0143 |
| Range |
0.0127 |
0.0190 |
0.0063 |
49.6% |
0.0208 |
| ATR |
0.0096 |
0.0102 |
0.0007 |
7.0% |
0.0000 |
| Volume |
110,992 |
43,855 |
-67,137 |
-60.5% |
450,702 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0660 |
1.0591 |
1.0248 |
|
| R3 |
1.0470 |
1.0401 |
1.0195 |
|
| R2 |
1.0280 |
1.0280 |
1.0178 |
|
| R1 |
1.0211 |
1.0211 |
1.0160 |
1.0246 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0107 |
| S1 |
1.0021 |
1.0021 |
1.0126 |
1.0056 |
| S2 |
0.9900 |
0.9900 |
1.0108 |
|
| S3 |
0.9710 |
0.9831 |
1.0091 |
|
| S4 |
0.9520 |
0.9641 |
1.0039 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0720 |
1.0639 |
1.0257 |
|
| R3 |
1.0512 |
1.0431 |
1.0200 |
|
| R2 |
1.0304 |
1.0304 |
1.0181 |
|
| R1 |
1.0223 |
1.0223 |
1.0162 |
1.0264 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0116 |
| S1 |
1.0015 |
1.0015 |
1.0124 |
1.0056 |
| S2 |
0.9888 |
0.9888 |
1.0105 |
|
| S3 |
0.9680 |
0.9807 |
1.0086 |
|
| S4 |
0.9472 |
0.9599 |
1.0029 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0176 |
0.9968 |
0.0208 |
2.1% |
0.0112 |
1.1% |
84% |
False |
True |
90,140 |
| 10 |
1.0188 |
0.9968 |
0.0220 |
2.2% |
0.0095 |
0.9% |
80% |
False |
True |
90,053 |
| 20 |
1.0188 |
0.9911 |
0.0277 |
2.7% |
0.0098 |
1.0% |
84% |
False |
False |
84,432 |
| 40 |
1.0188 |
0.9769 |
0.0419 |
4.1% |
0.0104 |
1.0% |
89% |
False |
False |
87,266 |
| 60 |
1.0188 |
0.9725 |
0.0463 |
4.6% |
0.0103 |
1.0% |
90% |
False |
False |
81,535 |
| 80 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0109 |
1.1% |
94% |
False |
False |
65,653 |
| 100 |
1.0188 |
0.9415 |
0.0773 |
7.6% |
0.0114 |
1.1% |
94% |
False |
False |
52,574 |
| 120 |
1.0188 |
0.9242 |
0.0946 |
9.3% |
0.0110 |
1.1% |
95% |
False |
False |
43,823 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0966 |
|
2.618 |
1.0655 |
|
1.618 |
1.0465 |
|
1.000 |
1.0348 |
|
0.618 |
1.0275 |
|
HIGH |
1.0158 |
|
0.618 |
1.0085 |
|
0.500 |
1.0063 |
|
0.382 |
1.0041 |
|
LOW |
0.9968 |
|
0.618 |
0.9851 |
|
1.000 |
0.9778 |
|
1.618 |
0.9661 |
|
2.618 |
0.9471 |
|
4.250 |
0.9161 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0116 |
1.0116 |
| PP |
1.0090 |
1.0090 |
| S1 |
1.0063 |
1.0063 |
|