CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 04-Oct-2010
Day Change Summary
Previous Current
01-Oct-2010 04-Oct-2010 Change Change % Previous Week
Open 0.9475 0.9500 0.0025 0.3% 0.9391
High 0.9546 0.9503 -0.0043 -0.5% 0.9546
Low 0.9468 0.9468 0.0000 0.0% 0.9367
Close 0.9523 0.9475 -0.0048 -0.5% 0.9523
Range 0.0078 0.0035 -0.0043 -55.1% 0.0179
ATR 0.0074 0.0072 -0.0001 -1.8% 0.0000
Volume 57 41 -16 -28.1% 193
Daily Pivots for day following 04-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9587 0.9566 0.9494
R3 0.9552 0.9531 0.9485
R2 0.9517 0.9517 0.9481
R1 0.9496 0.9496 0.9478 0.9489
PP 0.9482 0.9482 0.9482 0.9479
S1 0.9461 0.9461 0.9472 0.9454
S2 0.9447 0.9447 0.9469
S3 0.9412 0.9426 0.9465
S4 0.9377 0.9391 0.9456
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% 0.0074 0.8% 60% False False 41
10 0.9546 0.9242 0.0304 3.2% 0.0080 0.8% 77% False False 44
20 0.9546 0.8918 0.0628 6.6% 0.0059 0.6% 89% False False 28
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9652
2.618 0.9595
1.618 0.9560
1.000 0.9538
0.618 0.9525
HIGH 0.9503
0.618 0.9490
0.500 0.9486
0.382 0.9481
LOW 0.9468
0.618 0.9446
1.000 0.9433
1.618 0.9411
2.618 0.9376
4.250 0.9319
Fisher Pivots for day following 04-Oct-2010
Pivot 1 day 3 day
R1 0.9486 0.9494
PP 0.9482 0.9487
S1 0.9479 0.9481

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

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