CME Australian Dollar Future March 2011


Trading Metrics calculated at close of trading on 27-Dec-2010
Day Change Summary
Previous Current
23-Dec-2010 27-Dec-2010 Change Change % Previous Week
Open 0.9896 0.9920 0.0024 0.2% 0.9767
High 0.9971 0.9962 -0.0009 -0.1% 0.9971
Low 0.9890 0.9860 -0.0030 -0.3% 0.9760
Close 0.9952 0.9944 -0.0008 -0.1% 0.9952
Range 0.0081 0.0102 0.0021 25.9% 0.0211
ATR 0.0110 0.0109 -0.0001 -0.5% 0.0000
Volume 46,050 46,621 571 1.2% 193,295
Daily Pivots for day following 27-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0228 1.0188 1.0000
R3 1.0126 1.0086 0.9972
R2 1.0024 1.0024 0.9963
R1 0.9984 0.9984 0.9953 1.0004
PP 0.9922 0.9922 0.9922 0.9932
S1 0.9882 0.9882 0.9935 0.9902
S2 0.9820 0.9820 0.9925
S3 0.9718 0.9780 0.9916
S4 0.9616 0.9678 0.9888
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 1.0527 1.0451 1.0068
R3 1.0316 1.0240 1.0010
R2 1.0105 1.0105 0.9991
R1 1.0029 1.0029 0.9971 1.0067
PP 0.9894 0.9894 0.9894 0.9914
S1 0.9818 0.9818 0.9933 0.9856
S2 0.9683 0.9683 0.9913
S3 0.9472 0.9607 0.9894
S4 0.9261 0.9396 0.9836
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9971 0.9760 0.0211 2.1% 0.0082 0.8% 87% False False 47,983
10 0.9971 0.9722 0.0249 2.5% 0.0095 1.0% 89% False False 60,773
20 0.9971 0.9415 0.0556 5.6% 0.0111 1.1% 95% False False 40,691
40 1.0015 0.9415 0.0600 6.0% 0.0120 1.2% 88% False False 20,544
60 1.0015 0.9360 0.0655 6.6% 0.0118 1.2% 89% False False 13,741
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 1.0396
2.618 1.0229
1.618 1.0127
1.000 1.0064
0.618 1.0025
HIGH 0.9962
0.618 0.9923
0.500 0.9911
0.382 0.9899
LOW 0.9860
0.618 0.9797
1.000 0.9758
1.618 0.9695
2.618 0.9593
4.250 0.9427
Fisher Pivots for day following 27-Dec-2010
Pivot 1 day 3 day
R1 0.9933 0.9933
PP 0.9922 0.9921
S1 0.9911 0.9910

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

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