CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9983 |
0.9786 |
-0.0197 |
-2.0% |
1.0028 |
| High |
0.9995 |
0.9856 |
-0.0139 |
-1.4% |
1.0060 |
| Low |
0.9708 |
0.9655 |
-0.0053 |
-0.5% |
0.9854 |
| Close |
0.9795 |
0.9727 |
-0.0068 |
-0.7% |
1.0028 |
| Range |
0.0287 |
0.0201 |
-0.0086 |
-30.0% |
0.0206 |
| ATR |
0.0109 |
0.0116 |
0.0007 |
6.0% |
0.0000 |
| Volume |
231,143 |
194,439 |
-36,704 |
-15.9% |
311,810 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0239 |
0.9838 |
|
| R3 |
1.0148 |
1.0038 |
0.9782 |
|
| R2 |
0.9947 |
0.9947 |
0.9764 |
|
| R1 |
0.9837 |
0.9837 |
0.9745 |
0.9792 |
| PP |
0.9746 |
0.9746 |
0.9746 |
0.9723 |
| S1 |
0.9636 |
0.9636 |
0.9709 |
0.9591 |
| S2 |
0.9545 |
0.9545 |
0.9690 |
|
| S3 |
0.9344 |
0.9435 |
0.9672 |
|
| S4 |
0.9143 |
0.9234 |
0.9616 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0519 |
1.0141 |
|
| R3 |
1.0393 |
1.0313 |
1.0085 |
|
| R2 |
1.0187 |
1.0187 |
1.0066 |
|
| R1 |
1.0107 |
1.0107 |
1.0047 |
1.0131 |
| PP |
0.9981 |
0.9981 |
0.9981 |
0.9993 |
| S1 |
0.9901 |
0.9901 |
1.0009 |
0.9925 |
| S2 |
0.9775 |
0.9775 |
0.9990 |
|
| S3 |
0.9569 |
0.9695 |
0.9971 |
|
| S4 |
0.9363 |
0.9489 |
0.9915 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0044 |
0.9655 |
0.0389 |
4.0% |
0.0180 |
1.8% |
19% |
False |
True |
144,648 |
| 10 |
1.0063 |
0.9655 |
0.0408 |
4.2% |
0.0127 |
1.3% |
18% |
False |
True |
82,324 |
| 20 |
1.0071 |
0.9655 |
0.0416 |
4.3% |
0.0109 |
1.1% |
17% |
False |
True |
41,376 |
| 40 |
1.0071 |
0.9655 |
0.0416 |
4.3% |
0.0098 |
1.0% |
17% |
False |
True |
20,747 |
| 60 |
1.0071 |
0.9625 |
0.0446 |
4.6% |
0.0089 |
0.9% |
23% |
False |
False |
13,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0710 |
|
2.618 |
1.0382 |
|
1.618 |
1.0181 |
|
1.000 |
1.0057 |
|
0.618 |
0.9980 |
|
HIGH |
0.9856 |
|
0.618 |
0.9779 |
|
0.500 |
0.9756 |
|
0.382 |
0.9732 |
|
LOW |
0.9655 |
|
0.618 |
0.9531 |
|
1.000 |
0.9454 |
|
1.618 |
0.9330 |
|
2.618 |
0.9129 |
|
4.250 |
0.8801 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9756 |
0.9842 |
| PP |
0.9746 |
0.9803 |
| S1 |
0.9737 |
0.9765 |
|