CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 13-Oct-2009
Day Change Summary
Previous Current
12-Oct-2009 13-Oct-2009 Change Change % Previous Week
Open 0.8915 0.8933 0.0018 0.2% 0.8552
High 0.8933 0.8960 0.0027 0.3% 0.8935
Low 0.8854 0.8908 0.0054 0.6% 0.8552
Close 0.8929 0.8910 -0.0019 -0.2% 0.8892
Range 0.0079 0.0052 -0.0027 -34.2% 0.0383
ATR 0.0096 0.0093 -0.0003 -3.3% 0.0000
Volume 65 33 -32 -49.2% 901
Daily Pivots for day following 13-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9082 0.9048 0.8939
R3 0.9030 0.8996 0.8924
R2 0.8978 0.8978 0.8920
R1 0.8944 0.8944 0.8915 0.8935
PP 0.8926 0.8926 0.8926 0.8922
S1 0.8892 0.8892 0.8905 0.8883
S2 0.8874 0.8874 0.8900
S3 0.8822 0.8840 0.8896
S4 0.8770 0.8788 0.8881
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9942 0.9800 0.9103
R3 0.9559 0.9417 0.8997
R2 0.9176 0.9176 0.8962
R1 0.9034 0.9034 0.8927 0.9105
PP 0.8793 0.8793 0.8793 0.8829
S1 0.8651 0.8651 0.8857 0.8722
S2 0.8410 0.8410 0.8822
S3 0.8027 0.8268 0.8787
S4 0.7644 0.7885 0.8681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8960 0.8738 0.0222 2.5% 0.0071 0.8% 77% True False 183
10 0.8960 0.8448 0.0512 5.7% 0.0097 1.1% 90% True False 115
20 0.8960 0.8448 0.0512 5.7% 0.0084 0.9% 90% True False 84
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 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9181
2.618 0.9096
1.618 0.9044
1.000 0.9012
0.618 0.8992
HIGH 0.8960
0.618 0.8940
0.500 0.8934
0.382 0.8928
LOW 0.8908
0.618 0.8876
1.000 0.8856
1.618 0.8824
2.618 0.8772
4.250 0.8687
Fisher Pivots for day following 13-Oct-2009
Pivot 1 day 3 day
R1 0.8934 0.8909
PP 0.8926 0.8908
S1 0.8918 0.8907

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

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