CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 25-Oct-2010
Day Change Summary
Previous Current
22-Oct-2010 25-Oct-2010 Change Change % Previous Week
Open 0.9625 0.9675 0.0050 0.5% 0.9686
High 0.9675 0.9801 0.0126 1.3% 0.9755
Low 0.9614 0.9666 0.0052 0.5% 0.9499
Close 0.9630 0.9751 0.0121 1.3% 0.9630
Range 0.0061 0.0135 0.0074 121.3% 0.0256
ATR 0.0107 0.0112 0.0005 4.3% 0.0000
Volume 191 167 -24 -12.6% 877
Daily Pivots for day following 25-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0144 1.0083 0.9825
R3 1.0009 0.9948 0.9788
R2 0.9874 0.9874 0.9776
R1 0.9813 0.9813 0.9763 0.9844
PP 0.9739 0.9739 0.9739 0.9755
S1 0.9678 0.9678 0.9739 0.9709
S2 0.9604 0.9604 0.9726
S3 0.9469 0.9543 0.9714
S4 0.9334 0.9408 0.9677
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 0.9801 0.9499 0.0302 3.1% 0.0153 1.6% 83% True False 191
10 0.9820 0.9499 0.0321 3.3% 0.0123 1.3% 79% False False 128
20 0.9820 0.9360 0.0460 4.7% 0.0110 1.1% 85% False False 104
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 0.0027
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0375
2.618 1.0154
1.618 1.0019
1.000 0.9936
0.618 0.9884
HIGH 0.9801
0.618 0.9749
0.500 0.9734
0.382 0.9718
LOW 0.9666
0.618 0.9583
1.000 0.9531
1.618 0.9448
2.618 0.9313
4.250 0.9092
Fisher Pivots for day following 25-Oct-2010
Pivot 1 day 3 day
R1 0.9745 0.9733
PP 0.9739 0.9715
S1 0.9734 0.9698

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

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