CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 11-Nov-2010
Day Change Summary
Previous Current
10-Nov-2010 11-Nov-2010 Change Change % Previous Week
Open 0.9871 0.9919 0.0048 0.5% 0.9696
High 0.9911 0.9957 0.0046 0.5% 1.0015
Low 0.9821 0.9807 -0.0014 -0.1% 0.9656
Close 0.9905 0.9815 -0.0090 -0.9% 0.9984
Range 0.0090 0.0150 0.0060 66.7% 0.0359
ATR 0.0123 0.0125 0.0002 1.6% 0.0000
Volume 246 490 244 99.2% 1,105
Daily Pivots for day following 11-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0310 1.0212 0.9898
R3 1.0160 1.0062 0.9856
R2 1.0010 1.0010 0.9843
R1 0.9912 0.9912 0.9829 0.9886
PP 0.9860 0.9860 0.9860 0.9847
S1 0.9762 0.9762 0.9801 0.9736
S2 0.9710 0.9710 0.9788
S3 0.9560 0.9612 0.9774
S4 0.9410 0.9462 0.9733
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 0.9807 0.0208 2.1% 0.0114 1.2% 4% False True 331
10 1.0015 0.9521 0.0494 5.0% 0.0124 1.3% 60% False False 244
20 1.0015 0.9499 0.0516 5.3% 0.0131 1.3% 61% False False 216
40 1.0015 0.9164 0.0851 8.7% 0.0109 1.1% 76% False False 139
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 0.0037
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0595
2.618 1.0350
1.618 1.0200
1.000 1.0107
0.618 1.0050
HIGH 0.9957
0.618 0.9900
0.500 0.9882
0.382 0.9864
LOW 0.9807
0.618 0.9714
1.000 0.9657
1.618 0.9564
2.618 0.9414
4.250 0.9170
Fisher Pivots for day following 11-Nov-2010
Pivot 1 day 3 day
R1 0.9882 0.9909
PP 0.9860 0.9877
S1 0.9837 0.9846

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

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