CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 12-Oct-2010
Day Change Summary
Previous Current
11-Oct-2010 12-Oct-2010 Change Change % Previous Week
Open 0.9690 0.9635 -0.0055 -0.6% 0.9500
High 0.9712 0.9690 -0.0022 -0.2% 0.9717
Low 0.9636 0.9596 -0.0040 -0.4% 0.9360
Close 0.9670 0.9677 0.0007 0.1% 0.9674
Range 0.0076 0.0094 0.0018 23.7% 0.0357
ATR 0.0089 0.0089 0.0000 0.4% 0.0000
Volume 73 84 11 15.1% 562
Daily Pivots for day following 12-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9936 0.9901 0.9729
R3 0.9842 0.9807 0.9703
R2 0.9748 0.9748 0.9694
R1 0.9713 0.9713 0.9686 0.9731
PP 0.9654 0.9654 0.9654 0.9663
S1 0.9619 0.9619 0.9668 0.9637
S2 0.9560 0.9560 0.9660
S3 0.9466 0.9525 0.9651
S4 0.9372 0.9431 0.9625
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 0.9520 0.0197 2.0% 0.0104 1.1% 80% False False 133
10 0.9717 0.9360 0.0357 3.7% 0.0095 1.0% 89% False False 82
20 0.9717 0.9146 0.0571 5.9% 0.0085 0.9% 93% False False 61
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0090
2.618 0.9936
1.618 0.9842
1.000 0.9784
0.618 0.9748
HIGH 0.9690
0.618 0.9654
0.500 0.9643
0.382 0.9632
LOW 0.9596
0.618 0.9538
1.000 0.9502
1.618 0.9444
2.618 0.9350
4.250 0.9197
Fisher Pivots for day following 12-Oct-2010
Pivot 1 day 3 day
R1 0.9666 0.9657
PP 0.9654 0.9636
S1 0.9643 0.9616

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

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