CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 20-Oct-2009
Day Change Summary
Previous Current
19-Oct-2009 20-Oct-2009 Change Change % Previous Week
Open 0.9024 0.9140 0.0116 1.3% 0.8915
High 0.9150 0.9148 -0.0002 0.0% 0.9130
Low 0.8974 0.9064 0.0090 1.0% 0.8854
Close 0.9138 0.9084 -0.0054 -0.6% 0.9033
Range 0.0176 0.0084 -0.0092 -52.3% 0.0276
ATR 0.0102 0.0100 -0.0001 -1.2% 0.0000
Volume 97 59 -38 -39.2% 452
Daily Pivots for day following 20-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9351 0.9301 0.9130
R3 0.9267 0.9217 0.9107
R2 0.9183 0.9183 0.9099
R1 0.9133 0.9133 0.9092 0.9116
PP 0.9099 0.9099 0.9099 0.9090
S1 0.9049 0.9049 0.9076 0.9032
S2 0.9015 0.9015 0.9069
S3 0.8931 0.8965 0.9061
S4 0.8847 0.8881 0.9038
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9834 0.9709 0.9185
R3 0.9558 0.9433 0.9109
R2 0.9282 0.9282 0.9084
R1 0.9157 0.9157 0.9058 0.9220
PP 0.9006 0.9006 0.9006 0.9037
S1 0.8881 0.8881 0.9008 0.8944
S2 0.8730 0.8730 0.8982
S3 0.8454 0.8605 0.8957
S4 0.8178 0.8329 0.8881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9150 0.8974 0.0176 1.9% 0.0099 1.1% 63% False False 102
10 0.9150 0.8738 0.0412 4.5% 0.0085 0.9% 84% False False 142
20 0.9150 0.8448 0.0702 7.7% 0.0094 1.0% 91% False False 98
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9505
2.618 0.9368
1.618 0.9284
1.000 0.9232
0.618 0.9200
HIGH 0.9148
0.618 0.9116
0.500 0.9106
0.382 0.9096
LOW 0.9064
0.618 0.9012
1.000 0.8980
1.618 0.8928
2.618 0.8844
4.250 0.8707
Fisher Pivots for day following 20-Oct-2009
Pivot 1 day 3 day
R1 0.9106 0.9077
PP 0.9099 0.9069
S1 0.9091 0.9062

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

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