CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 29-Nov-2010
Day Change Summary
Previous Current
26-Nov-2010 29-Nov-2010 Change Change % Previous Week
Open 0.9700 0.9544 -0.0156 -1.6% 0.9754
High 0.9712 0.9572 -0.0140 -1.4% 0.9809
Low 0.9488 0.9445 -0.0043 -0.5% 0.9488
Close 0.9515 0.9504 -0.0011 -0.1% 0.9515
Range 0.0224 0.0127 -0.0097 -43.3% 0.0321
ATR 0.0133 0.0133 0.0000 -0.3% 0.0000
Volume 669 816 147 22.0% 2,426
Daily Pivots for day following 29-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9888 0.9823 0.9574
R3 0.9761 0.9696 0.9539
R2 0.9634 0.9634 0.9527
R1 0.9569 0.9569 0.9516 0.9538
PP 0.9507 0.9507 0.9507 0.9492
S1 0.9442 0.9442 0.9492 0.9411
S2 0.9380 0.9380 0.9481
S3 0.9253 0.9315 0.9469
S4 0.9126 0.9188 0.9434
Weekly Pivots for week ending 26-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0567 1.0362 0.9692
R3 1.0246 1.0041 0.9603
R2 0.9925 0.9925 0.9574
R1 0.9720 0.9720 0.9544 0.9662
PP 0.9604 0.9604 0.9604 0.9575
S1 0.9399 0.9399 0.9486 0.9341
S2 0.9283 0.9283 0.9456
S3 0.8962 0.9078 0.9427
S4 0.8641 0.8757 0.9338
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9809 0.9445 0.0364 3.8% 0.0150 1.6% 16% False True 648
10 0.9809 0.9445 0.0364 3.8% 0.0131 1.4% 16% False True 610
20 1.0015 0.9445 0.0570 6.0% 0.0128 1.4% 10% False True 433
40 1.0015 0.9360 0.0655 6.9% 0.0124 1.3% 22% False False 285
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 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0112
2.618 0.9904
1.618 0.9777
1.000 0.9699
0.618 0.9650
HIGH 0.9572
0.618 0.9523
0.500 0.9509
0.382 0.9494
LOW 0.9445
0.618 0.9367
1.000 0.9318
1.618 0.9240
2.618 0.9113
4.250 0.8905
Fisher Pivots for day following 29-Nov-2010
Pivot 1 day 3 day
R1 0.9509 0.9579
PP 0.9507 0.9554
S1 0.9506 0.9529

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

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