CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 0.9750 0.9717 -0.0033 -0.3% 0.9690
High 0.9799 0.9820 0.0021 0.2% 0.9820
Low 0.9728 0.9690 -0.0038 -0.4% 0.9596
Close 0.9729 0.9705 -0.0024 -0.2% 0.9705
Range 0.0071 0.0130 0.0059 83.1% 0.0224
ATR 0.0085 0.0088 0.0003 3.8% 0.0000
Volume 21 96 75 357.1% 314
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0128 1.0047 0.9777
R3 0.9998 0.9917 0.9741
R2 0.9868 0.9868 0.9729
R1 0.9787 0.9787 0.9717 0.9763
PP 0.9738 0.9738 0.9738 0.9726
S1 0.9657 0.9657 0.9693 0.9633
S2 0.9608 0.9608 0.9681
S3 0.9478 0.9527 0.9669
S4 0.9348 0.9397 0.9634
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0379 1.0266 0.9828
R3 1.0155 1.0042 0.9767
R2 0.9931 0.9931 0.9746
R1 0.9818 0.9818 0.9726 0.9875
PP 0.9707 0.9707 0.9707 0.9735
S1 0.9594 0.9594 0.9684 0.9651
S2 0.9483 0.9483 0.9664
S3 0.9259 0.9370 0.9643
S4 0.9035 0.9146 0.9582
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9820 0.9596 0.0224 2.3% 0.0083 0.9% 49% True False 62
10 0.9820 0.9360 0.0460 4.7% 0.0097 1.0% 75% True False 87
20 0.9820 0.9240 0.0580 6.0% 0.0089 0.9% 80% True False 67
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0373
2.618 1.0160
1.618 1.0030
1.000 0.9950
0.618 0.9900
HIGH 0.9820
0.618 0.9770
0.500 0.9755
0.382 0.9740
LOW 0.9690
0.618 0.9610
1.000 0.9560
1.618 0.9480
2.618 0.9350
4.250 0.9138
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 0.9755 0.9752
PP 0.9738 0.9736
S1 0.9722 0.9721

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

View Archives - Comment on this page... - Back to Index of Symbols