CME Australian Dollar Future March 2011

Trading Metrics calculated at close of trading on 26-Nov-2010

Day Change Summary
	Previous	Current
	24-Nov-2010	26-Nov-2010	Change	Change %	Previous Week
Open	0.9596	0.9700	0.0104	1.1%	0.9754
High	0.9713	0.9712	-0.0001	0.0%	0.9809
Low	0.9596	0.9488	-0.0108	-1.1%	0.9488
Close	0.9679	0.9515	-0.0164	-1.7%	0.9515
Range	0.0117	0.0224	0.0107	91.5%	0.0321
ATR	0.0126	0.0133	0.0007	5.6%	0.0000
Volume	616	669	53	8.6%	2,426

Daily Pivots for day following 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0244	1.0103	0.9638
R3	1.0020	0.9879	0.9577
R2	0.9796	0.9796	0.9556
R1	0.9655	0.9655	0.9536	0.9614
PP	0.9572	0.9572	0.9572	0.9551
S1	0.9431	0.9431	0.9494	0.9390
S2	0.9348	0.9348	0.9474
S3	0.9124	0.9207	0.9453
S4	0.8900	0.8983	0.9392

Weekly Pivots for week ending 26-Nov-2010
	Classic	Woodie	Camarilla	DeMark
R4	1.0567	1.0362	0.9692
R3	1.0246	1.0041	0.9603
R2	0.9925	0.9925	0.9574
R1	0.9720	0.9720	0.9544	0.9662
PP	0.9604	0.9604	0.9604	0.9575
S1	0.9399	0.9399	0.9486	0.9341
S2	0.9283	0.9283	0.9456
S3	0.8962	0.9078	0.9427
S4	0.8641	0.8757	0.9338

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	0.9809	0.9488	0.0321	3.4%	0.0143	1.5%	8%	False	True	640
10	0.9852	0.9488	0.0364	3.8%	0.0135	1.4%	7%	False	True	549
20	1.0015	0.9488	0.0527	5.5%	0.0130	1.4%	5%	False	True	397
40	1.0015	0.9360	0.0655	6.9%	0.0122	1.3%	24%	False	False	266

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	0.0021
Widest range in 27 trading days

Fibonacci Retracements and Extensions
4.250	1.0664
2.618	1.0298
1.618	1.0074
1.000	0.9936
0.618	0.9850
HIGH	0.9712
0.618	0.9626
0.500	0.9600
0.382	0.9574
LOW	0.9488
0.618	0.9350
1.000	0.9264
1.618	0.9126
2.618	0.8902
4.250	0.8536

Fisher Pivots for day following 26-Nov-2010
Pivot	1 day	3 day
R1	0.9600	0.9612
PP	0.9572	0.9579
S1	0.9543	0.9547

Download as Excel Spreadsheet

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

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