CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 0.9829 0.9740 -0.0089 -0.9% 0.9985
High 0.9852 0.9768 -0.0084 -0.9% 1.0010
Low 0.9680 0.9665 -0.0015 -0.2% 0.9680
Close 0.9707 0.9733 0.0026 0.3% 0.9707
Range 0.0172 0.0103 -0.0069 -40.1% 0.0330
ATR 0.0128 0.0126 -0.0002 -1.4% 0.0000
Volume 209 796 587 280.9% 1,466
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0031 0.9985 0.9790
R3 0.9928 0.9882 0.9761
R2 0.9825 0.9825 0.9752
R1 0.9779 0.9779 0.9742 0.9751
PP 0.9722 0.9722 0.9722 0.9708
S1 0.9676 0.9676 0.9724 0.9648
S2 0.9619 0.9619 0.9714
S3 0.9516 0.9573 0.9705
S4 0.9413 0.9470 0.9676
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0789 1.0578 0.9889
R3 1.0459 1.0248 0.9798
R2 1.0129 1.0129 0.9768
R1 0.9918 0.9918 0.9737 0.9859
PP 0.9799 0.9799 0.9799 0.9769
S1 0.9588 0.9588 0.9677 0.9529
S2 0.9469 0.9469 0.9647
S3 0.9139 0.9258 0.9616
S4 0.8809 0.8928 0.9526
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0010 0.9665 0.0345 3.5% 0.0136 1.4% 20% False True 372
10 1.0015 0.9665 0.0350 3.6% 0.0128 1.3% 19% False True 327
20 1.0015 0.9499 0.0516 5.3% 0.0132 1.4% 45% False False 257
40 1.0015 0.9242 0.0773 7.9% 0.0113 1.2% 64% False False 163
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 0.0033
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0206
2.618 1.0038
1.618 0.9935
1.000 0.9871
0.618 0.9832
HIGH 0.9768
0.618 0.9729
0.500 0.9717
0.382 0.9704
LOW 0.9665
0.618 0.9601
1.000 0.9562
1.618 0.9498
2.618 0.9395
4.250 0.9227
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 0.9728 0.9811
PP 0.9722 0.9785
S1 0.9717 0.9759

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

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