CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 18-Nov-2010
Day Change Summary
Previous Current
17-Nov-2010 18-Nov-2010 Change Change % Previous Week
Open 0.9613 0.9663 0.0050 0.5% 0.9985
High 0.9686 0.9761 0.0075 0.8% 1.0010
Low 0.9585 0.9658 0.0073 0.8% 0.9680
Close 0.9651 0.9752 0.0101 1.0% 0.9707
Range 0.0101 0.0103 0.0002 2.0% 0.0330
ATR 0.0126 0.0125 -0.0001 -0.9% 0.0000
Volume 358 375 17 4.7% 1,466
Daily Pivots for day following 18-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0033 0.9995 0.9809
R3 0.9930 0.9892 0.9780
R2 0.9827 0.9827 0.9771
R1 0.9789 0.9789 0.9761 0.9808
PP 0.9724 0.9724 0.9724 0.9733
S1 0.9686 0.9686 0.9743 0.9705
S2 0.9621 0.9621 0.9733
S3 0.9518 0.9583 0.9724
S4 0.9415 0.9480 0.9695
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 0.9852 0.9584 0.0268 2.7% 0.0127 1.3% 63% False False 459
10 1.0015 0.9584 0.0431 4.4% 0.0120 1.2% 39% False False 395
20 1.0015 0.9500 0.0515 5.3% 0.0122 1.3% 49% False False 292
40 1.0015 0.9264 0.0751 7.7% 0.0116 1.2% 65% False False 191
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 0.0031
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 1.0199
2.618 1.0031
1.618 0.9928
1.000 0.9864
0.618 0.9825
HIGH 0.9761
0.618 0.9722
0.500 0.9710
0.382 0.9697
LOW 0.9658
0.618 0.9594
1.000 0.9555
1.618 0.9491
2.618 0.9388
4.250 0.9220
Fisher Pivots for day following 18-Nov-2010
Pivot 1 day 3 day
R1 0.9738 0.9726
PP 0.9724 0.9699
S1 0.9710 0.9673

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

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