CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 04-Nov-2010

Day Change Summary
	Previous	Current
	03-Nov-2010	04-Nov-2010	Change	Change %	Previous Week
Open	0.9812	0.9900	0.0088	0.9%	0.9675
High	0.9889	1.0011	0.0122	1.2%	0.9801
Low	0.9732	0.9876	0.0144	1.5%	0.9500
Close	0.9839	0.9989	0.0150	1.5%	0.9633
Range	0.0157	0.0135	-0.0022	-14.0%	0.0301
ATR	0.0124	0.0127	0.0003	2.8%	0.0000
Volume	229	130	-99	-43.2%	1,001

Daily Pivots for day following 04-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0364	1.0311	1.0063
R3	1.0229	1.0176	1.0026
R2	1.0094	1.0094	1.0014
R1	1.0041	1.0041	1.0001	1.0068
PP	0.9959	0.9959	0.9959	0.9972
S1	0.9906	0.9906	0.9977	0.9933
S2	0.9824	0.9824	0.9964
S3	0.9689	0.9771	0.9952
S4	0.9554	0.9636	0.9915

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	1.0011	0.9521	0.0490	4.9%	0.0135	1.3%	96%	True	False	157
10	1.0011	0.9500	0.0511	5.1%	0.0123	1.2%	96%	True	False	189
20	1.0011	0.9499	0.0512	5.1%	0.0125	1.3%	96%	True	False	155
40	1.0011	0.9025	0.0986	9.9%	0.0101	1.0%	98%	True	False	99

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 3 trading days

Fibonacci Retracements and Extensions
4.250	1.0585
2.618	1.0364
1.618	1.0229
1.000	1.0146
0.618	1.0094
HIGH	1.0011
0.618	0.9959
0.500	0.9944
0.382	0.9928
LOW	0.9876
0.618	0.9793
1.000	0.9741
1.618	0.9658
2.618	0.9523
4.250	0.9302

Fisher Pivots for day following 04-Nov-2010
Pivot	1 day	3 day
R1	0.9974	0.9947
PP	0.9959	0.9904
S1	0.9944	0.9862

Download as Excel Spreadsheet

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

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