CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 20-Oct-2010
Day Change Summary
Previous Current
19-Oct-2010 20-Oct-2010 Change Change % Previous Week
Open 0.9715 0.9526 -0.0189 -1.9% 0.9690
High 0.9751 0.9702 -0.0049 -0.5% 0.9820
Low 0.9499 0.9504 0.0005 0.1% 0.9596
Close 0.9518 0.9688 0.0170 1.8% 0.9705
Range 0.0252 0.0198 -0.0054 -21.4% 0.0224
ATR 0.0103 0.0110 0.0007 6.6% 0.0000
Volume 69 236 167 242.0% 314
Daily Pivots for day following 20-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0225 1.0155 0.9797
R3 1.0027 0.9957 0.9742
R2 0.9829 0.9829 0.9724
R1 0.9759 0.9759 0.9706 0.9794
PP 0.9631 0.9631 0.9631 0.9649
S1 0.9561 0.9561 0.9670 0.9596
S2 0.9433 0.9433 0.9652
S3 0.9235 0.9363 0.9634
S4 0.9037 0.9165 0.9579
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0379 1.0266 0.9828
R3 1.0155 1.0042 0.9767
R2 0.9931 0.9931 0.9746
R1 0.9818 0.9818 0.9726 0.9875
PP 0.9707 0.9707 0.9707 0.9735
S1 0.9594 0.9594 0.9684 0.9651
S2 0.9483 0.9483 0.9664
S3 0.9259 0.9370 0.9643
S4 0.9035 0.9146 0.9582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9820 0.9499 0.0321 3.3% 0.0155 1.6% 59% False False 102
10 0.9820 0.9499 0.0321 3.3% 0.0126 1.3% 59% False False 100
20 0.9820 0.9264 0.0556 5.7% 0.0109 1.1% 76% False False 76
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0544
2.618 1.0220
1.618 1.0022
1.000 0.9900
0.618 0.9824
HIGH 0.9702
0.618 0.9626
0.500 0.9603
0.382 0.9580
LOW 0.9504
0.618 0.9382
1.000 0.9306
1.618 0.9184
2.618 0.8986
4.250 0.8663
Fisher Pivots for day following 20-Oct-2010
Pivot 1 day 3 day
R1 0.9660 0.9668
PP 0.9631 0.9647
S1 0.9603 0.9627

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These figures are updated between 7pm and 10pm EST after a trading day.

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