CME Australian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 14-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2011 |
14-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0014 |
1.0127 |
0.0113 |
1.1% |
1.0139 |
| High |
1.0158 |
1.0143 |
-0.0015 |
-0.1% |
1.0176 |
| Low |
0.9968 |
1.0062 |
0.0094 |
0.9% |
0.9968 |
| Close |
1.0143 |
1.0082 |
-0.0061 |
-0.6% |
1.0143 |
| Range |
0.0190 |
0.0081 |
-0.0109 |
-57.4% |
0.0208 |
| ATR |
0.0102 |
0.0101 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
43,855 |
1,481 |
-42,374 |
-96.6% |
450,702 |
|
| Daily Pivots for day following 14-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0291 |
1.0127 |
|
| R3 |
1.0258 |
1.0210 |
1.0104 |
|
| R2 |
1.0177 |
1.0177 |
1.0097 |
|
| R1 |
1.0129 |
1.0129 |
1.0089 |
1.0113 |
| PP |
1.0096 |
1.0096 |
1.0096 |
1.0087 |
| S1 |
1.0048 |
1.0048 |
1.0075 |
1.0032 |
| S2 |
1.0015 |
1.0015 |
1.0067 |
|
| S3 |
0.9934 |
0.9967 |
1.0060 |
|
| S4 |
0.9853 |
0.9886 |
1.0037 |
|
|
| 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 |
1.0158 |
0.9968 |
0.0190 |
1.9% |
0.0110 |
1.1% |
60% |
False |
False |
69,777 |
| 10 |
1.0188 |
0.9968 |
0.0220 |
2.2% |
0.0096 |
1.0% |
52% |
False |
False |
82,600 |
| 20 |
1.0188 |
0.9911 |
0.0277 |
2.7% |
0.0099 |
1.0% |
62% |
False |
False |
80,528 |
| 40 |
1.0188 |
0.9769 |
0.0419 |
4.2% |
0.0103 |
1.0% |
75% |
False |
False |
84,799 |
| 60 |
1.0188 |
0.9725 |
0.0463 |
4.6% |
0.0102 |
1.0% |
77% |
False |
False |
80,090 |
| 80 |
1.0188 |
0.9415 |
0.0773 |
7.7% |
0.0108 |
1.1% |
86% |
False |
False |
65,664 |
| 100 |
1.0188 |
0.9415 |
0.0773 |
7.7% |
0.0112 |
1.1% |
86% |
False |
False |
52,588 |
| 120 |
1.0188 |
0.9264 |
0.0924 |
9.2% |
0.0110 |
1.1% |
89% |
False |
False |
43,835 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0487 |
|
2.618 |
1.0355 |
|
1.618 |
1.0274 |
|
1.000 |
1.0224 |
|
0.618 |
1.0193 |
|
HIGH |
1.0143 |
|
0.618 |
1.0112 |
|
0.500 |
1.0103 |
|
0.382 |
1.0093 |
|
LOW |
1.0062 |
|
0.618 |
1.0012 |
|
1.000 |
0.9981 |
|
1.618 |
0.9931 |
|
2.618 |
0.9850 |
|
4.250 |
0.9718 |
|
|
| Fisher Pivots for day following 14-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0103 |
1.0076 |
| PP |
1.0096 |
1.0069 |
| S1 |
1.0089 |
1.0063 |
|