CME Australian Dollar Future March 2010

Trading Metrics calculated at close of trading on 11-Nov-2009

Day Change Summary
	Previous	Current
	10-Nov-2009	11-Nov-2009	Change	Change %	Previous Week
Open	0.9181	0.9190	0.0009	0.1%	0.8835
High	0.9196	0.9215	0.0019	0.2%	0.9075
Low	0.9139	0.9155	0.0016	0.2%	0.8800
Close	0.9185	0.9171	-0.0014	-0.2%	0.9040
Range	0.0057	0.0060	0.0003	5.3%	0.0275
ATR	0.0123	0.0119	-0.0005	-3.7%	0.0000
Volume	560	131	-429	-76.6%	516

Daily Pivots for day following 11-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9360	0.9326	0.9204
R3	0.9300	0.9266	0.9188
R2	0.9240	0.9240	0.9182
R1	0.9206	0.9206	0.9177	0.9193
PP	0.9180	0.9180	0.9180	0.9174
S1	0.9146	0.9146	0.9166	0.9133
S2	0.9120	0.9120	0.9160
S3	0.9060	0.9086	0.9155
S4	0.9000	0.9026	0.9138

Weekly Pivots for week ending 06-Nov-2009
	Classic	Woodie	Camarilla	DeMark
R4	0.9797	0.9693	0.9191
R3	0.9522	0.9418	0.9116
R2	0.9247	0.9247	0.9090
R1	0.9143	0.9143	0.9065	0.9195
PP	0.8972	0.8972	0.8972	0.8998
S1	0.8868	0.8868	0.9015	0.8920
S2	0.8697	0.8697	0.8990
S3	0.8422	0.8593	0.8964
S4	0.8147	0.8318	0.8889

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9215	0.8914	0.0301	3.3%	0.0082	0.9%	85%	True	False	215
10	0.9215	0.8800	0.0415	4.5%	0.0129	1.4%	89%	True	False	191
20	0.9215	0.8800	0.0415	4.5%	0.0124	1.4%	89%	True	False	151
40	0.9215	0.8448	0.0767	8.4%	0.0102	1.1%	94%	True	False	118

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0022
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	0.9470
2.618	0.9372
1.618	0.9312
1.000	0.9275
0.618	0.9252
HIGH	0.9215
0.618	0.9192
0.500	0.9185
0.382	0.9178
LOW	0.9155
0.618	0.9118
1.000	0.9095
1.618	0.9058
2.618	0.8998
4.250	0.8900

Fisher Pivots for day following 11-Nov-2009
Pivot	1 day	3 day
R1	0.9185	0.9159
PP	0.9180	0.9148
S1	0.9176	0.9136

Download as Excel Spreadsheet

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

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