CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 26-Oct-2010
Day Change Summary
Previous Current
25-Oct-2010 26-Oct-2010 Change Change % Previous Week
Open 0.9675 0.9730 0.0055 0.6% 0.9686
High 0.9801 0.9750 -0.0051 -0.5% 0.9755
Low 0.9666 0.9650 -0.0016 -0.2% 0.9499
Close 0.9751 0.9666 -0.0085 -0.9% 0.9630
Range 0.0135 0.0100 -0.0035 -25.9% 0.0256
ATR 0.0112 0.0111 -0.0001 -0.7% 0.0000
Volume 167 188 21 12.6% 877
Daily Pivots for day following 26-Oct-2010
Classic Woodie Camarilla DeMark
R4 0.9989 0.9927 0.9721
R3 0.9889 0.9827 0.9694
R2 0.9789 0.9789 0.9684
R1 0.9727 0.9727 0.9675 0.9708
PP 0.9689 0.9689 0.9689 0.9679
S1 0.9627 0.9627 0.9657 0.9608
S2 0.9589 0.9589 0.9648
S3 0.9489 0.9527 0.9639
S4 0.9389 0.9427 0.9611
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 0.9504 0.0297 3.1% 0.0122 1.3% 55% False False 215
10 0.9820 0.9499 0.0321 3.3% 0.0123 1.3% 52% False False 138
20 0.9820 0.9360 0.0460 4.8% 0.0109 1.1% 67% False False 110
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 False
Bull Hook False
Stretch 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0175
2.618 1.0012
1.618 0.9912
1.000 0.9850
0.618 0.9812
HIGH 0.9750
0.618 0.9712
0.500 0.9700
0.382 0.9688
LOW 0.9650
0.618 0.9588
1.000 0.9550
1.618 0.9488
2.618 0.9388
4.250 0.9225
Fisher Pivots for day following 26-Oct-2010
Pivot 1 day 3 day
R1 0.9700 0.9708
PP 0.9689 0.9694
S1 0.9677 0.9680

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

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