CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 01-Nov-2010
Day Change Summary
Previous Current
29-Oct-2010 01-Nov-2010 Change Change % Previous Week
Open 0.9624 0.9696 0.0072 0.7% 0.9675
High 0.9675 0.9744 0.0069 0.7% 0.9801
Low 0.9521 0.9656 0.0135 1.4% 0.9500
Close 0.9633 0.9692 0.0059 0.6% 0.9633
Range 0.0154 0.0088 -0.0066 -42.9% 0.0301
ATR 0.0119 0.0118 -0.0001 -0.5% 0.0000
Volume 82 95 13 15.9% 1,001
Daily Pivots for day following 01-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9961 0.9915 0.9740
R3 0.9873 0.9827 0.9716
R2 0.9785 0.9785 0.9708
R1 0.9739 0.9739 0.9700 0.9718
PP 0.9697 0.9697 0.9697 0.9687
S1 0.9651 0.9651 0.9684 0.9630
S2 0.9609 0.9609 0.9676
S3 0.9521 0.9563 0.9668
S4 0.9433 0.9475 0.9644
Weekly Pivots for week ending 29-Oct-2010
Classic Woodie Camarilla DeMark
R4 1.0548 1.0391 0.9799
R3 1.0247 1.0090 0.9716
R2 0.9946 0.9946 0.9688
R1 0.9789 0.9789 0.9661 0.9717
PP 0.9645 0.9645 0.9645 0.9609
S1 0.9488 0.9488 0.9605 0.9416
S2 0.9344 0.9344 0.9578
S3 0.9043 0.9187 0.9550
S4 0.8742 0.8886 0.9467
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9750 0.9500 0.0250 2.6% 0.0121 1.3% 77% False False 185
10 0.9801 0.9499 0.0302 3.1% 0.0137 1.4% 64% False False 188
20 0.9820 0.9360 0.0460 4.7% 0.0122 1.3% 72% False False 140
40 0.9820 0.8918 0.0902 9.3% 0.0090 0.9% 86% False False 84
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 1.0118
2.618 0.9974
1.618 0.9886
1.000 0.9832
0.618 0.9798
HIGH 0.9744
0.618 0.9710
0.500 0.9700
0.382 0.9690
LOW 0.9656
0.618 0.9602
1.000 0.9568
1.618 0.9514
2.618 0.9426
4.250 0.9282
Fisher Pivots for day following 01-Nov-2010
Pivot 1 day 3 day
R1 0.9700 0.9672
PP 0.9697 0.9652
S1 0.9695 0.9633

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

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