CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 02-Nov-2010
Day Change Summary
Previous Current
01-Nov-2010 02-Nov-2010 Change Change % Previous Week
Open 0.9696 0.9712 0.0016 0.2% 0.9675
High 0.9744 0.9851 0.0107 1.1% 0.9801
Low 0.9656 0.9712 0.0056 0.6% 0.9500
Close 0.9692 0.9827 0.0135 1.4% 0.9633
Range 0.0088 0.0139 0.0051 58.0% 0.0301
ATR 0.0118 0.0121 0.0003 2.5% 0.0000
Volume 95 253 158 166.3% 1,001
Daily Pivots for day following 02-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0214 1.0159 0.9903
R3 1.0075 1.0020 0.9865
R2 0.9936 0.9936 0.9852
R1 0.9881 0.9881 0.9840 0.9909
PP 0.9797 0.9797 0.9797 0.9810
S1 0.9742 0.9742 0.9814 0.9770
S2 0.9658 0.9658 0.9802
S3 0.9519 0.9603 0.9789
S4 0.9380 0.9464 0.9751
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 0.9851 0.9500 0.0351 3.6% 0.0129 1.3% 93% True False 198
10 0.9851 0.9500 0.0351 3.6% 0.0126 1.3% 93% True False 206
20 0.9851 0.9499 0.0352 3.6% 0.0120 1.2% 93% True False 152
40 0.9851 0.8976 0.0875 8.9% 0.0094 1.0% 97% True False 90
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 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0442
2.618 1.0215
1.618 1.0076
1.000 0.9990
0.618 0.9937
HIGH 0.9851
0.618 0.9798
0.500 0.9782
0.382 0.9765
LOW 0.9712
0.618 0.9626
1.000 0.9573
1.618 0.9487
2.618 0.9348
4.250 0.9121
Fisher Pivots for day following 02-Nov-2010
Pivot 1 day 3 day
R1 0.9812 0.9780
PP 0.9797 0.9733
S1 0.9782 0.9686

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

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