CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 26-Oct-2009
Day Change Summary
Previous Current
23-Oct-2009 26-Oct-2009 Change Change % Previous Week
Open 0.9155 0.9060 -0.0095 -1.0% 0.9024
High 0.9155 0.9140 -0.0015 -0.2% 0.9182
Low 0.9067 0.8993 -0.0074 -0.8% 0.8974
Close 0.9077 0.9005 -0.0072 -0.8% 0.9077
Range 0.0088 0.0147 0.0059 67.0% 0.0208
ATR 0.0100 0.0103 0.0003 3.4% 0.0000
Volume 85 62 -23 -27.1% 536
Daily Pivots for day following 26-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9487 0.9393 0.9086
R3 0.9340 0.9246 0.9045
R2 0.9193 0.9193 0.9032
R1 0.9099 0.9099 0.9018 0.9073
PP 0.9046 0.9046 0.9046 0.9033
S1 0.8952 0.8952 0.8992 0.8926
S2 0.8899 0.8899 0.8978
S3 0.8752 0.8805 0.8965
S4 0.8605 0.8658 0.8924
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9702 0.9597 0.9191
R3 0.9494 0.9389 0.9134
R2 0.9286 0.9286 0.9115
R1 0.9181 0.9181 0.9096 0.9234
PP 0.9078 0.9078 0.9078 0.9104
S1 0.8973 0.8973 0.9058 0.9026
S2 0.8870 0.8870 0.9039
S3 0.8662 0.8765 0.9020
S4 0.8454 0.8557 0.8963
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9182 0.8993 0.0189 2.1% 0.0102 1.1% 6% False True 100
10 0.9182 0.8908 0.0274 3.0% 0.0097 1.1% 35% False False 98
20 0.9182 0.8448 0.0734 8.2% 0.0096 1.1% 76% False False 108
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9765
2.618 0.9525
1.618 0.9378
1.000 0.9287
0.618 0.9231
HIGH 0.9140
0.618 0.9084
0.500 0.9067
0.382 0.9049
LOW 0.8993
0.618 0.8902
1.000 0.8846
1.618 0.8755
2.618 0.8608
4.250 0.8368
Fisher Pivots for day following 26-Oct-2009
Pivot 1 day 3 day
R1 0.9067 0.9077
PP 0.9046 0.9053
S1 0.9026 0.9029

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

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