CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 05-Nov-2010
Day Change Summary
Previous Current
04-Nov-2010 05-Nov-2010 Change Change % Previous Week
Open 0.9900 0.9992 0.0092 0.9% 0.9696
High 1.0011 1.0015 0.0004 0.0% 1.0015
Low 0.9876 0.9926 0.0050 0.5% 0.9656
Close 0.9989 0.9984 -0.0005 -0.1% 0.9984
Range 0.0135 0.0089 -0.0046 -34.1% 0.0359
ATR 0.0127 0.0124 -0.0003 -2.1% 0.0000
Volume 130 398 268 206.2% 1,105
Daily Pivots for day following 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0242 1.0202 1.0033
R3 1.0153 1.0113 1.0008
R2 1.0064 1.0064 1.0000
R1 1.0024 1.0024 0.9992 1.0000
PP 0.9975 0.9975 0.9975 0.9963
S1 0.9935 0.9935 0.9976 0.9911
S2 0.9886 0.9886 0.9968
S3 0.9797 0.9846 0.9960
S4 0.9708 0.9757 0.9935
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0962 1.0832 1.0181
R3 1.0603 1.0473 1.0083
R2 1.0244 1.0244 1.0050
R1 1.0114 1.0114 1.0017 1.0179
PP 0.9885 0.9885 0.9885 0.9918
S1 0.9755 0.9755 0.9951 0.9820
S2 0.9526 0.9526 0.9918
S3 0.9167 0.9396 0.9885
S4 0.8808 0.9037 0.9787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0015 0.9656 0.0359 3.6% 0.0122 1.2% 91% True False 221
10 1.0015 0.9500 0.0515 5.2% 0.0126 1.3% 94% True False 210
20 1.0015 0.9499 0.0516 5.2% 0.0121 1.2% 94% True False 164
40 1.0015 0.9110 0.0905 9.1% 0.0102 1.0% 97% True False 109
Crabel Price Patterns
NR True
NR4 True
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 0.0026
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0393
2.618 1.0248
1.618 1.0159
1.000 1.0104
0.618 1.0070
HIGH 1.0015
0.618 0.9981
0.500 0.9971
0.382 0.9960
LOW 0.9926
0.618 0.9871
1.000 0.9837
1.618 0.9782
2.618 0.9693
4.250 0.9548
Fisher Pivots for day following 05-Nov-2010
Pivot 1 day 3 day
R1 0.9980 0.9947
PP 0.9975 0.9910
S1 0.9971 0.9874

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

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