CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 01-Oct-2010
Day Change Summary
Previous Current
30-Sep-2010 01-Oct-2010 Change Change % Previous Week
Open 0.9511 0.9475 -0.0036 -0.4% 0.9391
High 0.9515 0.9546 0.0031 0.3% 0.9546
Low 0.9441 0.9468 0.0027 0.3% 0.9367
Close 0.9475 0.9523 0.0048 0.5% 0.9523
Range 0.0074 0.0078 0.0004 5.4% 0.0179
ATR 0.0074 0.0074 0.0000 0.4% 0.0000
Volume 22 57 35 159.1% 193
Daily Pivots for day following 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9746 0.9713 0.9566
R3 0.9668 0.9635 0.9544
R2 0.9590 0.9590 0.9537
R1 0.9557 0.9557 0.9530 0.9574
PP 0.9512 0.9512 0.9512 0.9521
S1 0.9479 0.9479 0.9516 0.9496
S2 0.9434 0.9434 0.9509
S3 0.9356 0.9401 0.9502
S4 0.9278 0.9323 0.9480
Weekly Pivots for week ending 01-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0016 0.9948 0.9621
R3 0.9837 0.9769 0.9572
R2 0.9658 0.9658 0.9556
R1 0.9590 0.9590 0.9539 0.9624
PP 0.9479 0.9479 0.9479 0.9496
S1 0.9411 0.9411 0.9507 0.9445
S2 0.9300 0.9300 0.9490
S3 0.9121 0.9232 0.9474
S4 0.8942 0.9053 0.9425
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9546 0.9367 0.0179 1.9% 0.0079 0.8% 87% True False 38
10 0.9546 0.9240 0.0306 3.2% 0.0080 0.8% 92% True False 47
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9878
2.618 0.9750
1.618 0.9672
1.000 0.9624
0.618 0.9594
HIGH 0.9546
0.618 0.9516
0.500 0.9507
0.382 0.9498
LOW 0.9468
0.618 0.9420
1.000 0.9390
1.618 0.9342
2.618 0.9264
4.250 0.9137
Fisher Pivots for day following 01-Oct-2010
Pivot 1 day 3 day
R1 0.9518 0.9513
PP 0.9512 0.9503
S1 0.9507 0.9494

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

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