CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 19-Nov-2010
Day Change Summary
Previous Current
18-Nov-2010 19-Nov-2010 Change Change % Previous Week
Open 0.9663 0.9759 0.0096 1.0% 0.9740
High 0.9761 0.9771 0.0010 0.1% 0.9771
Low 0.9658 0.9675 0.0017 0.2% 0.9584
Close 0.9752 0.9717 -0.0035 -0.4% 0.9717
Range 0.0103 0.0096 -0.0007 -6.8% 0.0187
ATR 0.0125 0.0123 -0.0002 -1.7% 0.0000
Volume 375 776 401 106.9% 2,864
Daily Pivots for day following 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0009 0.9959 0.9770
R3 0.9913 0.9863 0.9743
R2 0.9817 0.9817 0.9735
R1 0.9767 0.9767 0.9726 0.9744
PP 0.9721 0.9721 0.9721 0.9710
S1 0.9671 0.9671 0.9708 0.9648
S2 0.9625 0.9625 0.9699
S3 0.9529 0.9575 0.9691
S4 0.9433 0.9479 0.9664
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0252 1.0171 0.9820
R3 1.0065 0.9984 0.9768
R2 0.9878 0.9878 0.9751
R1 0.9797 0.9797 0.9734 0.9744
PP 0.9691 0.9691 0.9691 0.9664
S1 0.9610 0.9610 0.9700 0.9557
S2 0.9504 0.9504 0.9683
S3 0.9317 0.9423 0.9666
S4 0.9130 0.9236 0.9614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9771 0.9584 0.0187 1.9% 0.0111 1.1% 71% True False 572
10 1.0010 0.9584 0.0426 4.4% 0.0121 1.2% 31% False False 433
20 1.0015 0.9500 0.0515 5.3% 0.0124 1.3% 42% False False 321
40 1.0015 0.9360 0.0655 6.7% 0.0115 1.2% 55% False False 209
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0030
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0179
2.618 1.0022
1.618 0.9926
1.000 0.9867
0.618 0.9830
HIGH 0.9771
0.618 0.9734
0.500 0.9723
0.382 0.9712
LOW 0.9675
0.618 0.9616
1.000 0.9579
1.618 0.9520
2.618 0.9424
4.250 0.9267
Fisher Pivots for day following 19-Nov-2010
Pivot 1 day 3 day
R1 0.9723 0.9704
PP 0.9721 0.9691
S1 0.9719 0.9678

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

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