CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 04-Nov-2010
Day Change Summary
Previous Current
03-Nov-2010 04-Nov-2010 Change Change % Previous Week
Open 0.9812 0.9900 0.0088 0.9% 0.9675
High 0.9889 1.0011 0.0122 1.2% 0.9801
Low 0.9732 0.9876 0.0144 1.5% 0.9500
Close 0.9839 0.9989 0.0150 1.5% 0.9633
Range 0.0157 0.0135 -0.0022 -14.0% 0.0301
ATR 0.0124 0.0127 0.0003 2.8% 0.0000
Volume 229 130 -99 -43.2% 1,001
Daily Pivots for day following 04-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0364 1.0311 1.0063
R3 1.0229 1.0176 1.0026
R2 1.0094 1.0094 1.0014
R1 1.0041 1.0041 1.0001 1.0068
PP 0.9959 0.9959 0.9959 0.9972
S1 0.9906 0.9906 0.9977 0.9933
S2 0.9824 0.9824 0.9964
S3 0.9689 0.9771 0.9952
S4 0.9554 0.9636 0.9915
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 1.0011 0.9521 0.0490 4.9% 0.0135 1.3% 96% True False 157
10 1.0011 0.9500 0.0511 5.1% 0.0123 1.2% 96% True False 189
20 1.0011 0.9499 0.0512 5.1% 0.0125 1.3% 96% True False 155
40 1.0011 0.9025 0.0986 9.9% 0.0101 1.0% 98% True False 99
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 0.0025
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0585
2.618 1.0364
1.618 1.0229
1.000 1.0146
0.618 1.0094
HIGH 1.0011
0.618 0.9959
0.500 0.9944
0.382 0.9928
LOW 0.9876
0.618 0.9793
1.000 0.9741
1.618 0.9658
2.618 0.9523
4.250 0.9302
Fisher Pivots for day following 04-Nov-2010
Pivot 1 day 3 day
R1 0.9974 0.9947
PP 0.9959 0.9904
S1 0.9944 0.9862

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

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