CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 10-Nov-2010
Day Change Summary
Previous Current
09-Nov-2010 10-Nov-2010 Change Change % Previous Week
Open 0.9947 0.9871 -0.0076 -0.8% 0.9696
High 1.0010 0.9911 -0.0099 -1.0% 1.0015
Low 0.9844 0.9821 -0.0023 -0.2% 0.9656
Close 0.9927 0.9905 -0.0022 -0.2% 0.9984
Range 0.0166 0.0090 -0.0076 -45.8% 0.0359
ATR 0.0124 0.0123 -0.0001 -1.0% 0.0000
Volume 123 246 123 100.0% 1,105
Daily Pivots for day following 10-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0149 1.0117 0.9955
R3 1.0059 1.0027 0.9930
R2 0.9969 0.9969 0.9922
R1 0.9937 0.9937 0.9913 0.9953
PP 0.9879 0.9879 0.9879 0.9887
S1 0.9847 0.9847 0.9897 0.9863
S2 0.9789 0.9789 0.9889
S3 0.9699 0.9757 0.9880
S4 0.9609 0.9667 0.9856
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 0.9821 0.0194 2.0% 0.0111 1.1% 43% False True 259
10 1.0015 0.9521 0.0494 5.0% 0.0117 1.2% 78% False False 237
20 1.0015 0.9499 0.0516 5.2% 0.0127 1.3% 79% False False 193
40 1.0015 0.9146 0.0869 8.8% 0.0106 1.1% 87% False False 127
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 0.0034
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0294
2.618 1.0147
1.618 1.0057
1.000 1.0001
0.618 0.9967
HIGH 0.9911
0.618 0.9877
0.500 0.9866
0.382 0.9855
LOW 0.9821
0.618 0.9765
1.000 0.9731
1.618 0.9675
2.618 0.9585
4.250 0.9439
Fisher Pivots for day following 10-Nov-2010
Pivot 1 day 3 day
R1 0.9892 0.9916
PP 0.9879 0.9912
S1 0.9866 0.9909

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

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