CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 24-Nov-2010
Day Change Summary
Previous Current
23-Nov-2010 24-Nov-2010 Change Change % Previous Week
Open 0.9735 0.9596 -0.0139 -1.4% 0.9740
High 0.9735 0.9713 -0.0022 -0.2% 0.9771
Low 0.9574 0.9596 0.0022 0.2% 0.9584
Close 0.9582 0.9679 0.0097 1.0% 0.9717
Range 0.0161 0.0117 -0.0044 -27.3% 0.0187
ATR 0.0126 0.0126 0.0000 0.3% 0.0000
Volume 427 616 189 44.3% 2,864
Daily Pivots for day following 24-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0014 0.9963 0.9743
R3 0.9897 0.9846 0.9711
R2 0.9780 0.9780 0.9700
R1 0.9729 0.9729 0.9690 0.9755
PP 0.9663 0.9663 0.9663 0.9675
S1 0.9612 0.9612 0.9668 0.9638
S2 0.9546 0.9546 0.9658
S3 0.9429 0.9495 0.9647
S4 0.9312 0.9378 0.9615
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 0.9809 0.9574 0.0235 2.4% 0.0119 1.2% 45% False False 581
10 0.9957 0.9574 0.0383 4.0% 0.0128 1.3% 27% False False 532
20 1.0015 0.9521 0.0494 5.1% 0.0122 1.3% 32% False False 384
40 1.0015 0.9360 0.0655 6.8% 0.0119 1.2% 49% False False 250
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0210
2.618 1.0019
1.618 0.9902
1.000 0.9830
0.618 0.9785
HIGH 0.9713
0.618 0.9668
0.500 0.9655
0.382 0.9641
LOW 0.9596
0.618 0.9524
1.000 0.9479
1.618 0.9407
2.618 0.9290
4.250 0.9099
Fisher Pivots for day following 24-Nov-2010
Pivot 1 day 3 day
R1 0.9671 0.9692
PP 0.9663 0.9687
S1 0.9655 0.9683

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

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