CME Australian Dollar Future December 2010


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Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 1.0080 0.9986 -0.0094 -0.9% 0.9801
High 1.0133 1.0031 -0.0102 -1.0% 1.0137
Low 0.9956 0.9935 -0.0021 -0.2% 0.9742
Close 1.0043 1.0020 -0.0023 -0.2% 1.0100
Range 0.0177 0.0096 -0.0081 -45.8% 0.0395
ATR 0.0142 0.0140 -0.0002 -1.7% 0.0000
Volume 110,839 120,081 9,242 8.3% 444,504
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0283 1.0248 1.0073
R3 1.0187 1.0152 1.0046
R2 1.0091 1.0091 1.0038
R1 1.0056 1.0056 1.0029 1.0074
PP 0.9995 0.9995 0.9995 1.0004
S1 0.9960 0.9960 1.0011 0.9978
S2 0.9899 0.9899 1.0002
S3 0.9803 0.9864 0.9994
S4 0.9707 0.9768 0.9967
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.1178 1.1034 1.0317
R3 1.0783 1.0639 1.0209
R2 1.0388 1.0388 1.0172
R1 1.0244 1.0244 1.0136 1.0316
PP 0.9993 0.9993 0.9993 1.0029
S1 0.9849 0.9849 1.0064 0.9921
S2 0.9598 0.9598 1.0028
S3 0.9203 0.9454 0.9991
S4 0.8808 0.9059 0.9883
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0137 0.9935 0.0202 2.0% 0.0127 1.3% 42% False True 94,753
10 1.0137 0.9628 0.0509 5.1% 0.0137 1.4% 77% False False 92,133
20 1.0137 0.9595 0.0542 5.4% 0.0150 1.5% 78% False False 98,522
40 1.0137 0.9232 0.0905 9.0% 0.0131 1.3% 87% False False 89,431
60 1.0137 0.8655 0.1482 14.8% 0.0122 1.2% 92% False False 66,485
80 1.0137 0.8597 0.1540 15.4% 0.0115 1.1% 92% False False 49,933
100 1.0137 0.8162 0.1975 19.7% 0.0116 1.2% 94% False False 39,972
120 1.0137 0.7950 0.2187 21.8% 0.0102 1.0% 95% False False 33,311
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 0.0043
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0439
2.618 1.0282
1.618 1.0186
1.000 1.0127
0.618 1.0090
HIGH 1.0031
0.618 0.9994
0.500 0.9983
0.382 0.9972
LOW 0.9935
0.618 0.9876
1.000 0.9839
1.618 0.9780
2.618 0.9684
4.250 0.9527
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 1.0008 1.0034
PP 0.9995 1.0029
S1 0.9983 1.0025

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

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