CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 11-Oct-2010
Day Change Summary
Previous Current
08-Oct-2010 11-Oct-2010 Change Change % Previous Week
Open 0.9637 0.9690 0.0053 0.5% 0.9500
High 0.9685 0.9712 0.0027 0.3% 0.9717
Low 0.9520 0.9636 0.0116 1.2% 0.9360
Close 0.9674 0.9670 -0.0004 0.0% 0.9674
Range 0.0165 0.0076 -0.0089 -53.9% 0.0357
ATR 0.0090 0.0089 -0.0001 -1.1% 0.0000
Volume 220 73 -147 -66.8% 562
Daily Pivots for day following 11-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9901 0.9861 0.9712
R3 0.9825 0.9785 0.9691
R2 0.9749 0.9749 0.9684
R1 0.9709 0.9709 0.9677 0.9691
PP 0.9673 0.9673 0.9673 0.9664
S1 0.9633 0.9633 0.9663 0.9615
S2 0.9597 0.9597 0.9656
S3 0.9521 0.9557 0.9649
S4 0.9445 0.9481 0.9628
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% 0.0120 1.2% 87% False False 118
10 0.9717 0.9360 0.0357 3.7% 0.0097 1.0% 87% False False 79
20 0.9717 0.9122 0.0595 6.2% 0.0085 0.9% 92% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 0.0022
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0035
2.618 0.9911
1.618 0.9835
1.000 0.9788
0.618 0.9759
HIGH 0.9712
0.618 0.9683
0.500 0.9674
0.382 0.9665
LOW 0.9636
0.618 0.9589
1.000 0.9560
1.618 0.9513
2.618 0.9437
4.250 0.9313
Fisher Pivots for day following 11-Oct-2010
Pivot 1 day 3 day
R1 0.9674 0.9653
PP 0.9673 0.9636
S1 0.9671 0.9619

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

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