CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 21-Oct-2010
Day Change Summary
Previous Current
20-Oct-2010 21-Oct-2010 Change Change % Previous Week
Open 0.9526 0.9661 0.0135 1.4% 0.9690
High 0.9702 0.9712 0.0010 0.1% 0.9820
Low 0.9504 0.9594 0.0090 0.9% 0.9596
Close 0.9688 0.9608 -0.0080 -0.8% 0.9705
Range 0.0198 0.0118 -0.0080 -40.4% 0.0224
ATR 0.0110 0.0110 0.0001 0.5% 0.0000
Volume 236 293 57 24.2% 314
Daily Pivots for day following 21-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9992 0.9918 0.9673
R3 0.9874 0.9800 0.9640
R2 0.9756 0.9756 0.9630
R1 0.9682 0.9682 0.9619 0.9660
PP 0.9638 0.9638 0.9638 0.9627
S1 0.9564 0.9564 0.9597 0.9542
S2 0.9520 0.9520 0.9586
S3 0.9402 0.9446 0.9576
S4 0.9284 0.9328 0.9543
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% 0.0165 1.7% 34% False False 156
10 0.9820 0.9499 0.0321 3.3% 0.0127 1.3% 34% False False 122
20 0.9820 0.9264 0.0556 5.8% 0.0110 1.1% 62% False False 90
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0032
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0214
2.618 1.0021
1.618 0.9903
1.000 0.9830
0.618 0.9785
HIGH 0.9712
0.618 0.9667
0.500 0.9653
0.382 0.9639
LOW 0.9594
0.618 0.9521
1.000 0.9476
1.618 0.9403
2.618 0.9285
4.250 0.9093
Fisher Pivots for day following 21-Oct-2010
Pivot 1 day 3 day
R1 0.9653 0.9625
PP 0.9638 0.9619
S1 0.9623 0.9614

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

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