CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9637 |
0.9710 |
0.0073 |
0.8% |
1.0001 |
| High |
0.9769 |
0.9875 |
0.0106 |
1.1% |
1.0028 |
| Low |
0.9606 |
0.9677 |
0.0071 |
0.7% |
0.9606 |
| Close |
0.9702 |
0.9856 |
0.0154 |
1.6% |
0.9856 |
| Range |
0.0163 |
0.0198 |
0.0035 |
21.5% |
0.0422 |
| ATR |
0.0119 |
0.0125 |
0.0006 |
4.7% |
0.0000 |
| Volume |
140,153 |
126,950 |
-13,203 |
-9.4% |
774,740 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0397 |
1.0324 |
0.9965 |
|
| R3 |
1.0199 |
1.0126 |
0.9910 |
|
| R2 |
1.0001 |
1.0001 |
0.9892 |
|
| R1 |
0.9928 |
0.9928 |
0.9874 |
0.9965 |
| PP |
0.9803 |
0.9803 |
0.9803 |
0.9821 |
| S1 |
0.9730 |
0.9730 |
0.9838 |
0.9767 |
| S2 |
0.9605 |
0.9605 |
0.9820 |
|
| S3 |
0.9407 |
0.9532 |
0.9802 |
|
| S4 |
0.9209 |
0.9334 |
0.9747 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1096 |
1.0898 |
1.0088 |
|
| R3 |
1.0674 |
1.0476 |
0.9972 |
|
| R2 |
1.0252 |
1.0252 |
0.9933 |
|
| R1 |
1.0054 |
1.0054 |
0.9895 |
0.9942 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9774 |
| S1 |
0.9632 |
0.9632 |
0.9817 |
0.9520 |
| S2 |
0.9408 |
0.9408 |
0.9779 |
|
| S3 |
0.8986 |
0.9210 |
0.9740 |
|
| S4 |
0.8564 |
0.8788 |
0.9624 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0028 |
0.9606 |
0.0422 |
4.3% |
0.0189 |
1.9% |
59% |
False |
False |
154,948 |
| 10 |
1.0060 |
0.9606 |
0.0454 |
4.6% |
0.0150 |
1.5% |
55% |
False |
False |
108,655 |
| 20 |
1.0071 |
0.9606 |
0.0465 |
4.7% |
0.0118 |
1.2% |
54% |
False |
False |
54,695 |
| 40 |
1.0071 |
0.9606 |
0.0465 |
4.7% |
0.0101 |
1.0% |
54% |
False |
False |
27,421 |
| 60 |
1.0071 |
0.9606 |
0.0465 |
4.7% |
0.0094 |
1.0% |
54% |
False |
False |
18,308 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0717 |
|
2.618 |
1.0393 |
|
1.618 |
1.0195 |
|
1.000 |
1.0073 |
|
0.618 |
0.9997 |
|
HIGH |
0.9875 |
|
0.618 |
0.9799 |
|
0.500 |
0.9776 |
|
0.382 |
0.9753 |
|
LOW |
0.9677 |
|
0.618 |
0.9555 |
|
1.000 |
0.9479 |
|
1.618 |
0.9357 |
|
2.618 |
0.9159 |
|
4.250 |
0.8836 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9829 |
0.9818 |
| PP |
0.9803 |
0.9779 |
| S1 |
0.9776 |
0.9741 |
|