CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 08-Oct-2010
Day Change Summary
Previous Current
07-Oct-2010 08-Oct-2010 Change Change % Previous Week
Open 0.9620 0.9637 0.0017 0.2% 0.9500
High 0.9717 0.9685 -0.0032 -0.3% 0.9717
Low 0.9612 0.9520 -0.0092 -1.0% 0.9360
Close 0.9623 0.9674 0.0051 0.5% 0.9674
Range 0.0105 0.0165 0.0060 57.1% 0.0357
ATR 0.0084 0.0090 0.0006 6.9% 0.0000
Volume 82 220 138 168.3% 562
Daily Pivots for day following 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0121 1.0063 0.9765
R3 0.9956 0.9898 0.9719
R2 0.9791 0.9791 0.9704
R1 0.9733 0.9733 0.9689 0.9762
PP 0.9626 0.9626 0.9626 0.9641
S1 0.9568 0.9568 0.9659 0.9597
S2 0.9461 0.9461 0.9644
S3 0.9296 0.9403 0.9629
S4 0.9131 0.9238 0.9583
Weekly Pivots for week ending 08-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0655 1.0521 0.9870
R3 1.0298 1.0164 0.9772
R2 0.9941 0.9941 0.9739
R1 0.9807 0.9807 0.9707 0.9874
PP 0.9584 0.9584 0.9584 0.9617
S1 0.9450 0.9450 0.9641 0.9517
S2 0.9227 0.9227 0.9609
S3 0.8870 0.9093 0.9576
S4 0.8513 0.8736 0.9478
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% 0.0112 1.2% 88% False False 112
10 0.9717 0.9360 0.0357 3.7% 0.0095 1.0% 88% False False 75
20 0.9717 0.9110 0.0607 6.3% 0.0083 0.9% 93% False False 53
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0386
2.618 1.0117
1.618 0.9952
1.000 0.9850
0.618 0.9787
HIGH 0.9685
0.618 0.9622
0.500 0.9603
0.382 0.9583
LOW 0.9520
0.618 0.9418
1.000 0.9355
1.618 0.9253
2.618 0.9088
4.250 0.8819
Fisher Pivots for day following 08-Oct-2010
Pivot 1 day 3 day
R1 0.9650 0.9656
PP 0.9626 0.9637
S1 0.9603 0.9619

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

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