CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 17-Nov-2010
Day Change Summary
Previous Current
16-Nov-2010 17-Nov-2010 Change Change % Previous Week
Open 0.9692 0.9613 -0.0079 -0.8% 0.9985
High 0.9738 0.9686 -0.0052 -0.5% 1.0010
Low 0.9584 0.9585 0.0001 0.0% 0.9680
Close 0.9619 0.9651 0.0032 0.3% 0.9707
Range 0.0154 0.0101 -0.0053 -34.4% 0.0330
ATR 0.0128 0.0126 -0.0002 -1.5% 0.0000
Volume 559 358 -201 -36.0% 1,466
Daily Pivots for day following 17-Nov-2010
Classic Woodie Camarilla DeMark
R4 0.9944 0.9898 0.9707
R3 0.9843 0.9797 0.9679
R2 0.9742 0.9742 0.9670
R1 0.9696 0.9696 0.9660 0.9719
PP 0.9641 0.9641 0.9641 0.9652
S1 0.9595 0.9595 0.9642 0.9618
S2 0.9540 0.9540 0.9632
S3 0.9439 0.9494 0.9623
S4 0.9338 0.9393 0.9595
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% 0.0136 1.4% 18% False False 482
10 1.0015 0.9584 0.0431 4.5% 0.0124 1.3% 16% False False 370
20 1.0015 0.9500 0.0515 5.3% 0.0123 1.3% 29% False False 288
40 1.0015 0.9264 0.0751 7.8% 0.0116 1.2% 52% False False 182
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 1.0115
2.618 0.9950
1.618 0.9849
1.000 0.9787
0.618 0.9748
HIGH 0.9686
0.618 0.9647
0.500 0.9636
0.382 0.9624
LOW 0.9585
0.618 0.9523
1.000 0.9484
1.618 0.9422
2.618 0.9321
4.250 0.9156
Fisher Pivots for day following 17-Nov-2010
Pivot 1 day 3 day
R1 0.9646 0.9676
PP 0.9641 0.9668
S1 0.9636 0.9659

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

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