CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 27-Oct-2010
Day Change Summary
Previous Current
26-Oct-2010 27-Oct-2010 Change Change % Previous Week
Open 0.9730 0.9688 -0.0042 -0.4% 0.9686
High 0.9750 0.9693 -0.0057 -0.6% 0.9755
Low 0.9650 0.9500 -0.0150 -1.6% 0.9499
Close 0.9666 0.9538 -0.0128 -1.3% 0.9630
Range 0.0100 0.0193 0.0093 93.0% 0.0256
ATR 0.0111 0.0117 0.0006 5.3% 0.0000
Volume 188 141 -47 -25.0% 877
Daily Pivots for day following 27-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0156 1.0040 0.9644
R3 0.9963 0.9847 0.9591
R2 0.9770 0.9770 0.9573
R1 0.9654 0.9654 0.9556 0.9616
PP 0.9577 0.9577 0.9577 0.9558
S1 0.9461 0.9461 0.9520 0.9423
S2 0.9384 0.9384 0.9503
S3 0.9191 0.9268 0.9485
S4 0.8998 0.9075 0.9432
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 0.9500 0.0301 3.2% 0.0121 1.3% 13% False True 196
10 0.9820 0.9499 0.0321 3.4% 0.0138 1.4% 12% False False 149
20 0.9820 0.9360 0.0460 4.8% 0.0115 1.2% 39% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0026
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0513
2.618 1.0198
1.618 1.0005
1.000 0.9886
0.618 0.9812
HIGH 0.9693
0.618 0.9619
0.500 0.9597
0.382 0.9574
LOW 0.9500
0.618 0.9381
1.000 0.9307
1.618 0.9188
2.618 0.8995
4.250 0.8680
Fisher Pivots for day following 27-Oct-2010
Pivot 1 day 3 day
R1 0.9597 0.9651
PP 0.9577 0.9613
S1 0.9558 0.9576

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

View Archives - Comment on this page... - Back to Index of Symbols