CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 09-Nov-2010

Day Change Summary
	Previous	Current
	08-Nov-2010	09-Nov-2010	Change	Change %	Previous Week
Open	0.9985	0.9947	-0.0038	-0.4%	0.9696
High	1.0003	1.0010	0.0007	0.1%	1.0015
Low	0.9927	0.9844	-0.0083	-0.8%	0.9656
Close	0.9978	0.9927	-0.0051	-0.5%	0.9984
Range	0.0076	0.0166	0.0090	118.4%	0.0359
ATR	0.0121	0.0124	0.0003	2.7%	0.0000
Volume	398	123	-275	-69.1%	1,105

Daily Pivots for day following 09-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0425	1.0342	1.0018
R3	1.0259	1.0176	0.9973
R2	1.0093	1.0093	0.9957
R1	1.0010	1.0010	0.9942	0.9969
PP	0.9927	0.9927	0.9927	0.9906
S1	0.9844	0.9844	0.9912	0.9803
S2	0.9761	0.9761	0.9897
S3	0.9595	0.9678	0.9881
S4	0.9429	0.9512	0.9836

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	0.9732	0.0283	2.9%	0.0125	1.3%	69%	False	False	255
10	1.0015	0.9500	0.0515	5.2%	0.0127	1.3%	83%	False	False	227
20	1.0015	0.9499	0.0516	5.2%	0.0125	1.3%	83%	False	False	183
40	1.0015	0.9146	0.0869	8.8%	0.0105	1.1%	90%	False	False	122

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0031
Widest range in 9 trading days

Fibonacci Retracements and Extensions
4.250	1.0716
2.618	1.0445
1.618	1.0279
1.000	1.0176
0.618	1.0113
HIGH	1.0010
0.618	0.9947
0.500	0.9927
0.382	0.9907
LOW	0.9844
0.618	0.9741
1.000	0.9678
1.618	0.9575
2.618	0.9409
4.250	0.9139

Fisher Pivots for day following 09-Nov-2010
Pivot	1 day	3 day
R1	0.9927	0.9930
PP	0.9927	0.9929
S1	0.9927	0.9928

Download as Excel Spreadsheet

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

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