CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 14-Oct-2010
Day Change Summary
Previous Current
13-Oct-2010 14-Oct-2010 Change Change % Previous Week
Open 0.9684 0.9750 0.0066 0.7% 0.9500
High 0.9726 0.9799 0.0073 0.8% 0.9717
Low 0.9684 0.9728 0.0044 0.5% 0.9360
Close 0.9734 0.9729 -0.0005 -0.1% 0.9674
Range 0.0042 0.0071 0.0029 69.0% 0.0357
ATR 0.0086 0.0085 -0.0001 -1.3% 0.0000
Volume 40 21 -19 -47.5% 562
Daily Pivots for day following 14-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9965 0.9918 0.9768
R3 0.9894 0.9847 0.9749
R2 0.9823 0.9823 0.9742
R1 0.9776 0.9776 0.9736 0.9764
PP 0.9752 0.9752 0.9752 0.9746
S1 0.9705 0.9705 0.9722 0.9693
S2 0.9681 0.9681 0.9716
S3 0.9610 0.9634 0.9709
S4 0.9539 0.9563 0.9690
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 0.9799 0.9520 0.0279 2.9% 0.0090 0.9% 75% True False 87
10 0.9799 0.9360 0.0439 4.5% 0.0092 0.9% 84% True False 83
20 0.9799 0.9164 0.0635 6.5% 0.0087 0.9% 89% True False 62
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 0.0024
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0101
2.618 0.9985
1.618 0.9914
1.000 0.9870
0.618 0.9843
HIGH 0.9799
0.618 0.9772
0.500 0.9764
0.382 0.9755
LOW 0.9728
0.618 0.9684
1.000 0.9657
1.618 0.9613
2.618 0.9542
4.250 0.9426
Fisher Pivots for day following 14-Oct-2010
Pivot 1 day 3 day
R1 0.9764 0.9719
PP 0.9752 0.9708
S1 0.9741 0.9698

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

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