CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 16-Nov-2010
Day Change Summary
Previous Current
15-Nov-2010 16-Nov-2010 Change Change % Previous Week
Open 0.9740 0.9692 -0.0048 -0.5% 0.9985
High 0.9768 0.9738 -0.0030 -0.3% 1.0010
Low 0.9665 0.9584 -0.0081 -0.8% 0.9680
Close 0.9733 0.9619 -0.0114 -1.2% 0.9707
Range 0.0103 0.0154 0.0051 49.5% 0.0330
ATR 0.0126 0.0128 0.0002 1.6% 0.0000
Volume 796 559 -237 -29.8% 1,466
Daily Pivots for day following 16-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0109 1.0018 0.9704
R3 0.9955 0.9864 0.9661
R2 0.9801 0.9801 0.9647
R1 0.9710 0.9710 0.9633 0.9679
PP 0.9647 0.9647 0.9647 0.9631
S1 0.9556 0.9556 0.9605 0.9525
S2 0.9493 0.9493 0.9591
S3 0.9339 0.9402 0.9577
S4 0.9185 0.9248 0.9534
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 0.9957 0.9584 0.0373 3.9% 0.0134 1.4% 9% False True 460
10 1.0015 0.9584 0.0431 4.5% 0.0129 1.3% 8% False True 357
20 1.0015 0.9500 0.0515 5.4% 0.0128 1.3% 23% False False 282
40 1.0015 0.9264 0.0751 7.8% 0.0114 1.2% 47% False False 176
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0038
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0393
2.618 1.0141
1.618 0.9987
1.000 0.9892
0.618 0.9833
HIGH 0.9738
0.618 0.9679
0.500 0.9661
0.382 0.9643
LOW 0.9584
0.618 0.9489
1.000 0.9430
1.618 0.9335
2.618 0.9181
4.250 0.8930
Fisher Pivots for day following 16-Nov-2010
Pivot 1 day 3 day
R1 0.9661 0.9718
PP 0.9647 0.9685
S1 0.9633 0.9652

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

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