CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 11-Nov-2010

Day Change Summary
	Previous	Current
	10-Nov-2010	11-Nov-2010	Change	Change %	Previous Week
Open	0.9871	0.9919	0.0048	0.5%	0.9696
High	0.9911	0.9957	0.0046	0.5%	1.0015
Low	0.9821	0.9807	-0.0014	-0.1%	0.9656
Close	0.9905	0.9815	-0.0090	-0.9%	0.9984
Range	0.0090	0.0150	0.0060	66.7%	0.0359
ATR	0.0123	0.0125	0.0002	1.6%	0.0000
Volume	246	490	244	99.2%	1,105

Daily Pivots for day following 11-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0310	1.0212	0.9898
R3	1.0160	1.0062	0.9856
R2	1.0010	1.0010	0.9843
R1	0.9912	0.9912	0.9829	0.9886
PP	0.9860	0.9860	0.9860	0.9847
S1	0.9762	0.9762	0.9801	0.9736
S2	0.9710	0.9710	0.9788
S3	0.9560	0.9612	0.9774
S4	0.9410	0.9462	0.9733

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	0.9807	0.0208	2.1%	0.0114	1.2%	4%	False	True	331
10	1.0015	0.9521	0.0494	5.0%	0.0124	1.3%	60%	False	False	244
20	1.0015	0.9499	0.0516	5.3%	0.0131	1.3%	61%	False	False	216
40	1.0015	0.9164	0.0851	8.7%	0.0109	1.1%	76%	False	False	139

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0037
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1.0595
2.618	1.0350
1.618	1.0200
1.000	1.0107
0.618	1.0050
HIGH	0.9957
0.618	0.9900
0.500	0.9882
0.382	0.9864
LOW	0.9807
0.618	0.9714
1.000	0.9657
1.618	0.9564
2.618	0.9414
4.250	0.9170

Fisher Pivots for day following 11-Nov-2010
Pivot	1 day	3 day
R1	0.9882	0.9909
PP	0.9860	0.9877
S1	0.9837	0.9846

Download as Excel Spreadsheet

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

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