CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 23-Nov-2010
Day Change Summary
Previous Current
22-Nov-2010 23-Nov-2010 Change Change % Previous Week
Open 0.9754 0.9735 -0.0019 -0.2% 0.9740
High 0.9809 0.9735 -0.0074 -0.8% 0.9771
Low 0.9690 0.9574 -0.0116 -1.2% 0.9584
Close 0.9729 0.9582 -0.0147 -1.5% 0.9717
Range 0.0119 0.0161 0.0042 35.3% 0.0187
ATR 0.0123 0.0126 0.0003 2.2% 0.0000
Volume 714 427 -287 -40.2% 2,864
Daily Pivots for day following 23-Nov-2010
Classic Woodie Camarilla DeMark
R4 1.0113 1.0009 0.9671
R3 0.9952 0.9848 0.9626
R2 0.9791 0.9791 0.9612
R1 0.9687 0.9687 0.9597 0.9659
PP 0.9630 0.9630 0.9630 0.9616
S1 0.9526 0.9526 0.9567 0.9498
S2 0.9469 0.9469 0.9552
S3 0.9308 0.9365 0.9538
S4 0.9147 0.9204 0.9493
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 0.9574 0.0235 2.5% 0.0116 1.2% 3% False True 530
10 0.9957 0.9574 0.0383 4.0% 0.0125 1.3% 2% False True 495
20 1.0015 0.9500 0.0515 5.4% 0.0126 1.3% 16% False False 361
40 1.0015 0.9360 0.0655 6.8% 0.0117 1.2% 34% False False 235
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 0.0028
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0419
2.618 1.0156
1.618 0.9995
1.000 0.9896
0.618 0.9834
HIGH 0.9735
0.618 0.9673
0.500 0.9655
0.382 0.9636
LOW 0.9574
0.618 0.9475
1.000 0.9413
1.618 0.9314
2.618 0.9153
4.250 0.8890
Fisher Pivots for day following 23-Nov-2010
Pivot 1 day 3 day
R1 0.9655 0.9692
PP 0.9630 0.9655
S1 0.9606 0.9619

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

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