CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 18-Oct-2010
Day Change Summary
Previous Current
15-Oct-2010 18-Oct-2010 Change Change % Previous Week
Open 0.9717 0.9686 -0.0031 -0.3% 0.9690
High 0.9820 0.9755 -0.0065 -0.7% 0.9820
Low 0.9690 0.9630 -0.0060 -0.6% 0.9596
Close 0.9705 0.9757 0.0052 0.5% 0.9705
Range 0.0130 0.0125 -0.0005 -3.8% 0.0224
ATR 0.0088 0.0091 0.0003 3.0% 0.0000
Volume 96 88 -8 -8.3% 314
Daily Pivots for day following 18-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0089 1.0048 0.9826
R3 0.9964 0.9923 0.9791
R2 0.9839 0.9839 0.9780
R1 0.9798 0.9798 0.9768 0.9819
PP 0.9714 0.9714 0.9714 0.9724
S1 0.9673 0.9673 0.9746 0.9694
S2 0.9589 0.9589 0.9734
S3 0.9464 0.9548 0.9723
S4 0.9339 0.9423 0.9688
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% 0.0092 0.9% 72% False False 65
10 0.9820 0.9360 0.0460 4.7% 0.0106 1.1% 86% False False 92
20 0.9820 0.9242 0.0578 5.9% 0.0093 1.0% 89% False False 68
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 0.0031
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0286
2.618 1.0082
1.618 0.9957
1.000 0.9880
0.618 0.9832
HIGH 0.9755
0.618 0.9707
0.500 0.9693
0.382 0.9678
LOW 0.9630
0.618 0.9553
1.000 0.9505
1.618 0.9428
2.618 0.9303
4.250 0.9099
Fisher Pivots for day following 18-Oct-2010
Pivot 1 day 3 day
R1 0.9736 0.9746
PP 0.9714 0.9736
S1 0.9693 0.9725

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

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