CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 05-Oct-2010
Day Change Summary
Previous Current
04-Oct-2010 05-Oct-2010 Change Change % Previous Week
Open 0.9500 0.9459 -0.0041 -0.4% 0.9391
High 0.9503 0.9534 0.0031 0.3% 0.9546
Low 0.9468 0.9360 -0.0108 -1.1% 0.9367
Close 0.9475 0.9524 0.0049 0.5% 0.9523
Range 0.0035 0.0174 0.0139 397.1% 0.0179
ATR 0.0072 0.0080 0.0007 10.0% 0.0000
Volume 41 10 -31 -75.6% 193
Daily Pivots for day following 05-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9995 0.9933 0.9620
R3 0.9821 0.9759 0.9572
R2 0.9647 0.9647 0.9556
R1 0.9585 0.9585 0.9540 0.9616
PP 0.9473 0.9473 0.9473 0.9488
S1 0.9411 0.9411 0.9508 0.9442
S2 0.9299 0.9299 0.9492
S3 0.9125 0.9237 0.9476
S4 0.8951 0.9063 0.9428
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 0.9360 0.0186 2.0% 0.0086 0.9% 88% False True 31
10 0.9546 0.9264 0.0282 3.0% 0.0088 0.9% 92% False False 42
20 0.9546 0.8976 0.0570 6.0% 0.0068 0.7% 96% False False 29
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 1.0274
2.618 0.9990
1.618 0.9816
1.000 0.9708
0.618 0.9642
HIGH 0.9534
0.618 0.9468
0.500 0.9447
0.382 0.9426
LOW 0.9360
0.618 0.9252
1.000 0.9186
1.618 0.9078
2.618 0.8904
4.250 0.8621
Fisher Pivots for day following 05-Oct-2010
Pivot 1 day 3 day
R1 0.9498 0.9500
PP 0.9473 0.9477
S1 0.9447 0.9453

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

View Archives - Comment on this page... - Back to Index of Symbols