CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 19-Oct-2010
Day Change Summary
Previous Current
18-Oct-2010 19-Oct-2010 Change Change % Previous Week
Open 0.9686 0.9715 0.0029 0.3% 0.9690
High 0.9755 0.9751 -0.0004 0.0% 0.9820
Low 0.9630 0.9499 -0.0131 -1.4% 0.9596
Close 0.9757 0.9518 -0.0239 -2.4% 0.9705
Range 0.0125 0.0252 0.0127 101.6% 0.0224
ATR 0.0091 0.0103 0.0012 13.1% 0.0000
Volume 88 69 -19 -21.6% 314
Daily Pivots for day following 19-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0345 1.0184 0.9657
R3 1.0093 0.9932 0.9587
R2 0.9841 0.9841 0.9564
R1 0.9680 0.9680 0.9541 0.9635
PP 0.9589 0.9589 0.9589 0.9567
S1 0.9428 0.9428 0.9495 0.9383
S2 0.9337 0.9337 0.9472
S3 0.9085 0.9176 0.9449
S4 0.8833 0.8924 0.9379
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 0.9499 0.0321 3.4% 0.0124 1.3% 6% False True 62
10 0.9820 0.9499 0.0321 3.4% 0.0114 1.2% 6% False True 98
20 0.9820 0.9264 0.0556 5.8% 0.0101 1.1% 46% False False 70
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.0822
2.618 1.0411
1.618 1.0159
1.000 1.0003
0.618 0.9907
HIGH 0.9751
0.618 0.9655
0.500 0.9625
0.382 0.9595
LOW 0.9499
0.618 0.9343
1.000 0.9247
1.618 0.9091
2.618 0.8839
4.250 0.8428
Fisher Pivots for day following 19-Oct-2010
Pivot 1 day 3 day
R1 0.9625 0.9660
PP 0.9589 0.9612
S1 0.9554 0.9565

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

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