CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 02-Nov-2009
Day Change Summary
Previous Current
30-Oct-2009 02-Nov-2009 Change Change % Previous Week
Open 0.9015 0.8835 -0.0180 -2.0% 0.9060
High 0.9015 0.8992 -0.0023 -0.3% 0.9140
Low 0.8855 0.8835 -0.0020 -0.2% 0.8833
Close 0.8880 0.8891 0.0011 0.1% 0.8880
Range 0.0160 0.0157 -0.0003 -1.9% 0.0307
ATR 0.0124 0.0126 0.0002 1.9% 0.0000
Volume 87 69 -18 -20.7% 876
Daily Pivots for day following 02-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9377 0.9291 0.8977
R3 0.9220 0.9134 0.8934
R2 0.9063 0.9063 0.8920
R1 0.8977 0.8977 0.8905 0.9020
PP 0.8906 0.8906 0.8906 0.8928
S1 0.8820 0.8820 0.8877 0.8863
S2 0.8749 0.8749 0.8862
S3 0.8592 0.8663 0.8848
S4 0.8435 0.8506 0.8805
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9872 0.9683 0.9049
R3 0.9565 0.9376 0.8964
R2 0.9258 0.9258 0.8936
R1 0.9069 0.9069 0.8908 0.9010
PP 0.8951 0.8951 0.8951 0.8922
S1 0.8762 0.8762 0.8852 0.8703
S2 0.8644 0.8644 0.8824
S3 0.8337 0.8455 0.8796
S4 0.8030 0.8148 0.8711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9077 0.8833 0.0244 2.7% 0.0170 1.9% 24% False False 176
10 0.9182 0.8833 0.0349 3.9% 0.0136 1.5% 17% False False 138
20 0.9182 0.8692 0.0490 5.5% 0.0112 1.3% 41% False False 140
Crabel Price Patterns
NR True
NR4 True
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 True
Bull Hook False
Stretch 0.0022
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9659
2.618 0.9403
1.618 0.9246
1.000 0.9149
0.618 0.9089
HIGH 0.8992
0.618 0.8932
0.500 0.8914
0.382 0.8895
LOW 0.8835
0.618 0.8738
1.000 0.8678
1.618 0.8581
2.618 0.8424
4.250 0.8168
Fisher Pivots for day following 02-Nov-2009
Pivot 1 day 3 day
R1 0.8914 0.8947
PP 0.8906 0.8928
S1 0.8899 0.8910

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

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