CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 27-Oct-2009
Day Change Summary
Previous Current
26-Oct-2009 27-Oct-2009 Change Change % Previous Week
Open 0.9060 0.9038 -0.0022 -0.2% 0.9024
High 0.9140 0.9077 -0.0063 -0.7% 0.9182
Low 0.8993 0.8996 0.0003 0.0% 0.8974
Close 0.9005 0.9037 0.0032 0.4% 0.9077
Range 0.0147 0.0081 -0.0066 -44.9% 0.0208
ATR 0.0103 0.0101 -0.0002 -1.5% 0.0000
Volume 62 100 38 61.3% 536
Daily Pivots for day following 27-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9280 0.9239 0.9082
R3 0.9199 0.9158 0.9059
R2 0.9118 0.9118 0.9052
R1 0.9077 0.9077 0.9044 0.9057
PP 0.9037 0.9037 0.9037 0.9027
S1 0.8996 0.8996 0.9030 0.8976
S2 0.8956 0.8956 0.9022
S3 0.8875 0.8915 0.9015
S4 0.8794 0.8834 0.8992
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% 0.0101 1.1% 23% False False 108
10 0.9182 0.8974 0.0208 2.3% 0.0100 1.1% 30% False False 105
20 0.9182 0.8448 0.0734 8.1% 0.0099 1.1% 80% False False 110
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9421
2.618 0.9289
1.618 0.9208
1.000 0.9158
0.618 0.9127
HIGH 0.9077
0.618 0.9046
0.500 0.9037
0.382 0.9027
LOW 0.8996
0.618 0.8946
1.000 0.8915
1.618 0.8865
2.618 0.8784
4.250 0.8652
Fisher Pivots for day following 27-Oct-2009
Pivot 1 day 3 day
R1 0.9037 0.9074
PP 0.9037 0.9062
S1 0.9037 0.9049

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

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