CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 0.9759 0.9754 -0.0005 -0.1% 0.9740
High 0.9771 0.9809 0.0038 0.4% 0.9771
Low 0.9675 0.9690 0.0015 0.2% 0.9584
Close 0.9717 0.9729 0.0012 0.1% 0.9717
Range 0.0096 0.0119 0.0023 24.0% 0.0187
ATR 0.0123 0.0123 0.0000 -0.2% 0.0000
Volume 776 714 -62 -8.0% 2,864
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0100 1.0033 0.9794
R3 0.9981 0.9914 0.9762
R2 0.9862 0.9862 0.9751
R1 0.9795 0.9795 0.9740 0.9769
PP 0.9743 0.9743 0.9743 0.9730
S1 0.9676 0.9676 0.9718 0.9650
S2 0.9624 0.9624 0.9707
S3 0.9505 0.9557 0.9696
S4 0.9386 0.9438 0.9664
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0252 1.0171 0.9820
R3 1.0065 0.9984 0.9768
R2 0.9878 0.9878 0.9751
R1 0.9797 0.9797 0.9734 0.9744
PP 0.9691 0.9691 0.9691 0.9664
S1 0.9610 0.9610 0.9700 0.9557
S2 0.9504 0.9504 0.9683
S3 0.9317 0.9423 0.9666
S4 0.9130 0.9236 0.9614
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9809 0.9584 0.0225 2.3% 0.0115 1.2% 64% True False 556
10 1.0010 0.9584 0.0426 4.4% 0.0125 1.3% 34% False False 464
20 1.0015 0.9500 0.0515 5.3% 0.0123 1.3% 44% False False 349
40 1.0015 0.9360 0.0655 6.7% 0.0116 1.2% 56% False False 226
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0034
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 1.0315
2.618 1.0121
1.618 1.0002
1.000 0.9928
0.618 0.9883
HIGH 0.9809
0.618 0.9764
0.500 0.9750
0.382 0.9735
LOW 0.9690
0.618 0.9616
1.000 0.9571
1.618 0.9497
2.618 0.9378
4.250 0.9184
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 0.9750 0.9734
PP 0.9743 0.9732
S1 0.9736 0.9731

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

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