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

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

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