CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 22-Oct-2009
Day Change Summary
Previous Current
21-Oct-2009 22-Oct-2009 Change Change % Previous Week
Open 0.9080 0.9138 0.0058 0.6% 0.8915
High 0.9182 0.9161 -0.0021 -0.2% 0.9130
Low 0.9080 0.9073 -0.0007 -0.1% 0.8854
Close 0.9174 0.9130 -0.0044 -0.5% 0.9033
Range 0.0102 0.0088 -0.0014 -13.7% 0.0276
ATR 0.0100 0.0101 0.0000 0.0% 0.0000
Volume 34 261 227 667.6% 452
Daily Pivots for day following 22-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9385 0.9346 0.9178
R3 0.9297 0.9258 0.9154
R2 0.9209 0.9209 0.9146
R1 0.9170 0.9170 0.9138 0.9146
PP 0.9121 0.9121 0.9121 0.9109
S1 0.9082 0.9082 0.9122 0.9058
S2 0.9033 0.9033 0.9114
S3 0.8945 0.8994 0.9106
S4 0.8857 0.8906 0.9082
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 0.9182 0.8974 0.0208 2.3% 0.0118 1.3% 75% False False 138
10 0.9182 0.8854 0.0328 3.6% 0.0085 0.9% 84% False False 103
20 0.9182 0.8448 0.0734 8.0% 0.0093 1.0% 93% False False 105
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9535
2.618 0.9391
1.618 0.9303
1.000 0.9249
0.618 0.9215
HIGH 0.9161
0.618 0.9127
0.500 0.9117
0.382 0.9107
LOW 0.9073
0.618 0.9019
1.000 0.8985
1.618 0.8931
2.618 0.8843
4.250 0.8699
Fisher Pivots for day following 22-Oct-2009
Pivot 1 day 3 day
R1 0.9126 0.9128
PP 0.9121 0.9125
S1 0.9117 0.9123

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

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