CME Australian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 30-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Mar-2011 |
30-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0149 |
1.0190 |
0.0041 |
0.4% |
0.9858 |
| High |
1.0200 |
1.0242 |
0.0042 |
0.4% |
1.0195 |
| Low |
1.0109 |
1.0175 |
0.0066 |
0.7% |
0.9849 |
| Close |
1.0194 |
1.0231 |
0.0037 |
0.4% |
1.0156 |
| Range |
0.0091 |
0.0067 |
-0.0024 |
-26.4% |
0.0346 |
| ATR |
0.0114 |
0.0111 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
72,808 |
65,830 |
-6,978 |
-9.6% |
435,075 |
|
| Daily Pivots for day following 30-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0417 |
1.0391 |
1.0268 |
|
| R3 |
1.0350 |
1.0324 |
1.0249 |
|
| R2 |
1.0283 |
1.0283 |
1.0243 |
|
| R1 |
1.0257 |
1.0257 |
1.0237 |
1.0270 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0223 |
| S1 |
1.0190 |
1.0190 |
1.0225 |
1.0203 |
| S2 |
1.0149 |
1.0149 |
1.0219 |
|
| S3 |
1.0082 |
1.0123 |
1.0213 |
|
| S4 |
1.0015 |
1.0056 |
1.0194 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.0976 |
1.0346 |
|
| R3 |
1.0759 |
1.0630 |
1.0251 |
|
| R2 |
1.0413 |
1.0413 |
1.0219 |
|
| R1 |
1.0284 |
1.0284 |
1.0188 |
1.0349 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0099 |
| S1 |
0.9938 |
0.9938 |
1.0124 |
1.0003 |
| S2 |
0.9721 |
0.9721 |
1.0093 |
|
| S3 |
0.9375 |
0.9592 |
1.0061 |
|
| S4 |
0.9029 |
0.9246 |
0.9966 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0242 |
1.0015 |
0.0227 |
2.2% |
0.0092 |
0.9% |
95% |
True |
False |
78,716 |
| 10 |
1.0242 |
0.9606 |
0.0636 |
6.2% |
0.0112 |
1.1% |
98% |
True |
False |
90,908 |
| 20 |
1.0242 |
0.9606 |
0.0636 |
6.2% |
0.0120 |
1.2% |
98% |
True |
False |
86,616 |
| 40 |
1.0242 |
0.9606 |
0.0636 |
6.2% |
0.0101 |
1.0% |
98% |
True |
False |
43,453 |
| 60 |
1.0242 |
0.9606 |
0.0636 |
6.2% |
0.0099 |
1.0% |
98% |
True |
False |
29,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0527 |
|
2.618 |
1.0417 |
|
1.618 |
1.0350 |
|
1.000 |
1.0309 |
|
0.618 |
1.0283 |
|
HIGH |
1.0242 |
|
0.618 |
1.0216 |
|
0.500 |
1.0209 |
|
0.382 |
1.0201 |
|
LOW |
1.0175 |
|
0.618 |
1.0134 |
|
1.000 |
1.0108 |
|
1.618 |
1.0067 |
|
2.618 |
1.0000 |
|
4.250 |
0.9890 |
|
|
| Fisher Pivots for day following 30-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0224 |
1.0213 |
| PP |
1.0216 |
1.0194 |
| S1 |
1.0209 |
1.0176 |
|