CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 07-Oct-2010
Day Change Summary
Previous Current
06-Oct-2010 07-Oct-2010 Change Change % Previous Week
Open 0.9538 0.9620 0.0082 0.9% 0.9391
High 0.9600 0.9717 0.0117 1.2% 0.9546
Low 0.9521 0.9612 0.0091 1.0% 0.9367
Close 0.9580 0.9623 0.0043 0.4% 0.9523
Range 0.0079 0.0105 0.0026 32.9% 0.0179
ATR 0.0080 0.0084 0.0004 5.1% 0.0000
Volume 209 82 -127 -60.8% 193
Daily Pivots for day following 07-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9966 0.9899 0.9681
R3 0.9861 0.9794 0.9652
R2 0.9756 0.9756 0.9642
R1 0.9689 0.9689 0.9633 0.9723
PP 0.9651 0.9651 0.9651 0.9667
S1 0.9584 0.9584 0.9613 0.9618
S2 0.9546 0.9546 0.9604
S3 0.9441 0.9479 0.9594
S4 0.9336 0.9374 0.9565
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 0.9717 0.9360 0.0357 3.7% 0.0094 1.0% 74% True False 79
10 0.9717 0.9264 0.0453 4.7% 0.0093 1.0% 79% True False 58
20 0.9717 0.9025 0.0692 7.2% 0.0077 0.8% 86% True False 43
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0163
2.618 0.9992
1.618 0.9887
1.000 0.9822
0.618 0.9782
HIGH 0.9717
0.618 0.9677
0.500 0.9665
0.382 0.9652
LOW 0.9612
0.618 0.9547
1.000 0.9507
1.618 0.9442
2.618 0.9337
4.250 0.9166
Fisher Pivots for day following 07-Oct-2010
Pivot 1 day 3 day
R1 0.9665 0.9595
PP 0.9651 0.9567
S1 0.9637 0.9539

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

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