CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 06-Oct-2010
Day Change Summary
Previous Current
05-Oct-2010 06-Oct-2010 Change Change % Previous Week
Open 0.9459 0.9538 0.0079 0.8% 0.9391
High 0.9534 0.9600 0.0066 0.7% 0.9546
Low 0.9360 0.9521 0.0161 1.7% 0.9367
Close 0.9524 0.9580 0.0056 0.6% 0.9523
Range 0.0174 0.0079 -0.0095 -54.6% 0.0179
ATR 0.0080 0.0080 0.0000 -0.1% 0.0000
Volume 10 209 199 1,990.0% 193
Daily Pivots for day following 06-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9804 0.9771 0.9623
R3 0.9725 0.9692 0.9602
R2 0.9646 0.9646 0.9594
R1 0.9613 0.9613 0.9587 0.9630
PP 0.9567 0.9567 0.9567 0.9575
S1 0.9534 0.9534 0.9573 0.9551
S2 0.9488 0.9488 0.9566
S3 0.9409 0.9455 0.9558
S4 0.9330 0.9376 0.9537
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 0.9600 0.9360 0.0240 2.5% 0.0088 0.9% 92% True False 67
10 0.9600 0.9264 0.0336 3.5% 0.0092 1.0% 94% True False 52
20 0.9600 0.9025 0.0575 6.0% 0.0072 0.7% 97% True False 39
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 0.0016
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9936
2.618 0.9807
1.618 0.9728
1.000 0.9679
0.618 0.9649
HIGH 0.9600
0.618 0.9570
0.500 0.9561
0.382 0.9551
LOW 0.9521
0.618 0.9472
1.000 0.9442
1.618 0.9393
2.618 0.9314
4.250 0.9185
Fisher Pivots for day following 06-Oct-2010
Pivot 1 day 3 day
R1 0.9574 0.9547
PP 0.9567 0.9513
S1 0.9561 0.9480

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

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