CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 29-Oct-2010
Day Change Summary
Previous Current
28-Oct-2010 29-Oct-2010 Change Change % Previous Week
Open 0.9582 0.9624 0.0042 0.4% 0.9675
High 0.9646 0.9675 0.0029 0.3% 0.9801
Low 0.9574 0.9521 -0.0053 -0.6% 0.9500
Close 0.9620 0.9633 0.0013 0.1% 0.9633
Range 0.0072 0.0154 0.0082 113.9% 0.0301
ATR 0.0116 0.0119 0.0003 2.3% 0.0000
Volume 423 82 -341 -80.6% 1,001
Daily Pivots for day following 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0072 1.0006 0.9718
R3 0.9918 0.9852 0.9675
R2 0.9764 0.9764 0.9661
R1 0.9698 0.9698 0.9647 0.9731
PP 0.9610 0.9610 0.9610 0.9626
S1 0.9544 0.9544 0.9619 0.9577
S2 0.9456 0.9456 0.9605
S3 0.9302 0.9390 0.9591
S4 0.9148 0.9236 0.9548
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0548 1.0391 0.9799
R3 1.0247 1.0090 0.9716
R2 0.9946 0.9946 0.9688
R1 0.9789 0.9789 0.9661 0.9717
PP 0.9645 0.9645 0.9645 0.9609
S1 0.9488 0.9488 0.9605 0.9416
S2 0.9344 0.9344 0.9578
S3 0.9043 0.9187 0.9550
S4 0.8742 0.8886 0.9467
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% 0.0131 1.4% 44% False False 200
10 0.9801 0.9499 0.0302 3.1% 0.0141 1.5% 44% False False 187
20 0.9820 0.9360 0.0460 4.8% 0.0119 1.2% 59% False False 137
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0330
2.618 1.0078
1.618 0.9924
1.000 0.9829
0.618 0.9770
HIGH 0.9675
0.618 0.9616
0.500 0.9598
0.382 0.9580
LOW 0.9521
0.618 0.9426
1.000 0.9367
1.618 0.9272
2.618 0.9118
4.250 0.8867
Fisher Pivots for day following 29-Oct-2010
Pivot 1 day 3 day
R1 0.9621 0.9621
PP 0.9610 0.9609
S1 0.9598 0.9597

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

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