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

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

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