CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 12-Nov-2010

Day Change Summary
	Previous	Current
	11-Nov-2010	12-Nov-2010	Change	Change %	Previous Week
Open	0.9919	0.9829	-0.0090	-0.9%	0.9985
High	0.9957	0.9852	-0.0105	-1.1%	1.0010
Low	0.9807	0.9680	-0.0127	-1.3%	0.9680
Close	0.9815	0.9707	-0.0108	-1.1%	0.9707
Range	0.0150	0.0172	0.0022	14.7%	0.0330
ATR	0.0125	0.0128	0.0003	2.7%	0.0000
Volume	490	209	-281	-57.3%	1,466

Daily Pivots for day following 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0262	1.0157	0.9802
R3	1.0090	0.9985	0.9754
R2	0.9918	0.9918	0.9739
R1	0.9813	0.9813	0.9723	0.9780
PP	0.9746	0.9746	0.9746	0.9730
S1	0.9641	0.9641	0.9691	0.9608
S2	0.9574	0.9574	0.9675
S3	0.9402	0.9469	0.9660
S4	0.9230	0.9297	0.9612

Weekly Pivots for week ending 12-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0789	1.0578	0.9889
R3	1.0459	1.0248	0.9798
R2	1.0129	1.0129	0.9768
R1	0.9918	0.9918	0.9737	0.9859
PP	0.9799	0.9799	0.9799	0.9769
S1	0.9588	0.9588	0.9677	0.9529
S2	0.9469	0.9469	0.9647
S3	0.9139	0.9258	0.9616
S4	0.8809	0.8928	0.9526

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	1.0010	0.9680	0.0330	3.4%	0.0131	1.3%	8%	False	True	293
10	1.0015	0.9656	0.0359	3.7%	0.0126	1.3%	14%	False	False	257
20	1.0015	0.9499	0.0516	5.3%	0.0134	1.4%	40%	False	False	222
40	1.0015	0.9240	0.0775	8.0%	0.0111	1.1%	60%	False	False	144

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	0.0035
Widest range in 12 trading days

Fibonacci Retracements and Extensions
4.250	1.0583
2.618	1.0302
1.618	1.0130
1.000	1.0024
0.618	0.9958
HIGH	0.9852
0.618	0.9786
0.500	0.9766
0.382	0.9746
LOW	0.9680
0.618	0.9574
1.000	0.9508
1.618	0.9402
2.618	0.9230
4.250	0.8949

Fisher Pivots for day following 12-Nov-2010
Pivot	1 day	3 day
R1	0.9766	0.9819
PP	0.9746	0.9781
S1	0.9727	0.9744

Download as Excel Spreadsheet

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

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