CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 28-Oct-2010
Day Change Summary
Previous Current
27-Oct-2010 28-Oct-2010 Change Change % Previous Week
Open 0.9688 0.9582 -0.0106 -1.1% 0.9686
High 0.9693 0.9646 -0.0047 -0.5% 0.9755
Low 0.9500 0.9574 0.0074 0.8% 0.9499
Close 0.9538 0.9620 0.0082 0.9% 0.9630
Range 0.0193 0.0072 -0.0121 -62.7% 0.0256
ATR 0.0117 0.0116 -0.0001 -0.5% 0.0000
Volume 141 423 282 200.0% 877
Daily Pivots for day following 28-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9829 0.9797 0.9660
R3 0.9757 0.9725 0.9640
R2 0.9685 0.9685 0.9633
R1 0.9653 0.9653 0.9627 0.9669
PP 0.9613 0.9613 0.9613 0.9622
S1 0.9581 0.9581 0.9613 0.9597
S2 0.9541 0.9541 0.9607
S3 0.9469 0.9509 0.9600
S4 0.9397 0.9437 0.9580
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0396 1.0269 0.9771
R3 1.0140 1.0013 0.9700
R2 0.9884 0.9884 0.9677
R1 0.9757 0.9757 0.9653 0.9693
PP 0.9628 0.9628 0.9628 0.9596
S1 0.9501 0.9501 0.9607 0.9437
S2 0.9372 0.9372 0.9583
S3 0.9116 0.9245 0.9560
S4 0.8860 0.8989 0.9489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9801 0.9500 0.0301 3.1% 0.0112 1.2% 40% False False 222
10 0.9820 0.9499 0.0321 3.3% 0.0138 1.4% 38% False False 189
20 0.9820 0.9360 0.0460 4.8% 0.0115 1.2% 57% False False 136
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9952
2.618 0.9834
1.618 0.9762
1.000 0.9718
0.618 0.9690
HIGH 0.9646
0.618 0.9618
0.500 0.9610
0.382 0.9602
LOW 0.9574
0.618 0.9530
1.000 0.9502
1.618 0.9458
2.618 0.9386
4.250 0.9268
Fisher Pivots for day following 28-Oct-2010
Pivot 1 day 3 day
R1 0.9617 0.9625
PP 0.9613 0.9623
S1 0.9610 0.9622

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

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