CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Oct-2010
Day Change Summary
Previous Current
21-Oct-2010 22-Oct-2010 Change Change % Previous Week
Open 0.9661 0.9625 -0.0036 -0.4% 0.9686
High 0.9712 0.9675 -0.0037 -0.4% 0.9755
Low 0.9594 0.9614 0.0020 0.2% 0.9499
Close 0.9608 0.9630 0.0022 0.2% 0.9630
Range 0.0118 0.0061 -0.0057 -48.3% 0.0256
ATR 0.0110 0.0107 -0.0003 -2.8% 0.0000
Volume 293 191 -102 -34.8% 877
Daily Pivots for day following 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9823 0.9787 0.9664
R3 0.9762 0.9726 0.9647
R2 0.9701 0.9701 0.9641
R1 0.9665 0.9665 0.9636 0.9683
PP 0.9640 0.9640 0.9640 0.9649
S1 0.9604 0.9604 0.9624 0.9622
S2 0.9579 0.9579 0.9619
S3 0.9518 0.9543 0.9613
S4 0.9457 0.9482 0.9596
Weekly Pivots for week ending 22-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0396 1.0269 0.9771
R3 1.0140 1.0013 0.9700
R2 0.9884 0.9884 0.9677
R1 0.9757 0.9757 0.9653 0.9693
PP 0.9628 0.9628 0.9628 0.9596
S1 0.9501 0.9501 0.9607 0.9437
S2 0.9372 0.9372 0.9583
S3 0.9116 0.9245 0.9560
S4 0.8860 0.8989 0.9489
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9755 0.9499 0.0256 2.7% 0.0151 1.6% 51% False False 175
10 0.9820 0.9499 0.0321 3.3% 0.0117 1.2% 41% False False 119
20 0.9820 0.9360 0.0460 4.8% 0.0106 1.1% 59% False False 97
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0029
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9934
2.618 0.9835
1.618 0.9774
1.000 0.9736
0.618 0.9713
HIGH 0.9675
0.618 0.9652
0.500 0.9645
0.382 0.9637
LOW 0.9614
0.618 0.9576
1.000 0.9553
1.618 0.9515
2.618 0.9454
4.250 0.9355
Fisher Pivots for day following 22-Oct-2010
Pivot 1 day 3 day
R1 0.9645 0.9623
PP 0.9640 0.9615
S1 0.9635 0.9608

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

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