CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 08-Nov-2010
Day Change Summary
Previous Current
05-Nov-2010 08-Nov-2010 Change Change % Previous Week
Open 0.9992 0.9985 -0.0007 -0.1% 0.9696
High 1.0015 1.0003 -0.0012 -0.1% 1.0015
Low 0.9926 0.9927 0.0001 0.0% 0.9656
Close 0.9984 0.9978 -0.0006 -0.1% 0.9984
Range 0.0089 0.0076 -0.0013 -14.6% 0.0359
ATR 0.0124 0.0121 -0.0003 -2.8% 0.0000
Volume 398 398 0 0.0% 1,105
Daily Pivots for day following 08-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0197 1.0164 1.0020
R3 1.0121 1.0088 0.9999
R2 1.0045 1.0045 0.9992
R1 1.0012 1.0012 0.9985 0.9991
PP 0.9969 0.9969 0.9969 0.9959
S1 0.9936 0.9936 0.9971 0.9915
S2 0.9893 0.9893 0.9964
S3 0.9817 0.9860 0.9957
S4 0.9741 0.9784 0.9936
Weekly Pivots for week ending 05-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0962 1.0832 1.0181
R3 1.0603 1.0473 1.0083
R2 1.0244 1.0244 1.0050
R1 1.0114 1.0114 1.0017 1.0179
PP 0.9885 0.9885 0.9885 0.9918
S1 0.9755 0.9755 0.9951 0.9820
S2 0.9526 0.9526 0.9918
S3 0.9167 0.9396 0.9885
S4 0.8808 0.9037 0.9787
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0015 0.9712 0.0303 3.0% 0.0119 1.2% 88% False False 281
10 1.0015 0.9500 0.0515 5.2% 0.0120 1.2% 93% False False 233
20 1.0015 0.9499 0.0516 5.2% 0.0121 1.2% 93% False False 181
40 1.0015 0.9122 0.0893 8.9% 0.0103 1.0% 96% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0326
2.618 1.0202
1.618 1.0126
1.000 1.0079
0.618 1.0050
HIGH 1.0003
0.618 0.9974
0.500 0.9965
0.382 0.9956
LOW 0.9927
0.618 0.9880
1.000 0.9851
1.618 0.9804
2.618 0.9728
4.250 0.9604
Fisher Pivots for day following 08-Nov-2010
Pivot 1 day 3 day
R1 0.9974 0.9967
PP 0.9969 0.9956
S1 0.9965 0.9946

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

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