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

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

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