CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 02-Oct-2009
Day Change Summary
Previous Current
01-Oct-2009 02-Oct-2009 Change Change % Previous Week
Open 0.8710 0.8555 -0.0155 -1.8% 0.8490
High 0.8726 0.8575 -0.0151 -1.7% 0.8726
Low 0.8569 0.8448 -0.0121 -1.4% 0.8448
Close 0.8579 0.8527 -0.0052 -0.6% 0.8527
Range 0.0157 0.0127 -0.0030 -19.1% 0.0278
ATR 0.0000 0.0093 0.0093 0.0000
Volume 67 52 -15 -22.4% 255
Daily Pivots for day following 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.8898 0.8839 0.8597
R3 0.8771 0.8712 0.8562
R2 0.8644 0.8644 0.8550
R1 0.8585 0.8585 0.8539 0.8551
PP 0.8517 0.8517 0.8517 0.8500
S1 0.8458 0.8458 0.8515 0.8424
S2 0.8390 0.8390 0.8504
S3 0.8263 0.8331 0.8492
S4 0.8136 0.8204 0.8457
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9401 0.9242 0.8680
R3 0.9123 0.8964 0.8603
R2 0.8845 0.8845 0.8578
R1 0.8686 0.8686 0.8552 0.8766
PP 0.8567 0.8567 0.8567 0.8607
S1 0.8408 0.8408 0.8502 0.8488
S2 0.8289 0.8289 0.8476
S3 0.8011 0.8130 0.8451
S4 0.7733 0.7852 0.8374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8726 0.8448 0.0278 3.3% 0.0109 1.3% 28% False True 51
10 0.8726 0.8448 0.0278 3.3% 0.0091 1.1% 28% False True 55
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 0.0010
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9115
2.618 0.8907
1.618 0.8780
1.000 0.8702
0.618 0.8653
HIGH 0.8575
0.618 0.8526
0.500 0.8512
0.382 0.8497
LOW 0.8448
0.618 0.8370
1.000 0.8321
1.618 0.8243
2.618 0.8116
4.250 0.7908
Fisher Pivots for day following 02-Oct-2009
Pivot 1 day 3 day
R1 0.8522 0.8587
PP 0.8517 0.8567
S1 0.8512 0.8547

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

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