CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 06-Nov-2009
Day Change Summary
Previous Current
05-Nov-2009 06-Nov-2009 Change Change % Previous Week
Open 0.8958 0.9002 0.0044 0.5% 0.8835
High 0.9000 0.9075 0.0075 0.8% 0.9075
Low 0.8914 0.8994 0.0080 0.9% 0.8800
Close 0.8984 0.9040 0.0056 0.6% 0.9040
Range 0.0086 0.0081 -0.0005 -5.8% 0.0275
ATR 0.0130 0.0127 -0.0003 -2.1% 0.0000
Volume 234 52 -182 -77.8% 516
Daily Pivots for day following 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9279 0.9241 0.9085
R3 0.9198 0.9160 0.9062
R2 0.9117 0.9117 0.9055
R1 0.9079 0.9079 0.9047 0.9098
PP 0.9036 0.9036 0.9036 0.9046
S1 0.8998 0.8998 0.9033 0.9017
S2 0.8955 0.8955 0.9025
S3 0.8874 0.8917 0.9018
S4 0.8793 0.8836 0.8995
Weekly Pivots for week ending 06-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9797 0.9693 0.9191
R3 0.9522 0.9418 0.9116
R2 0.9247 0.9247 0.9090
R1 0.9143 0.9143 0.9065 0.9195
PP 0.8972 0.8972 0.8972 0.8998
S1 0.8868 0.8868 0.9015 0.8920
S2 0.8697 0.8697 0.8990
S3 0.8422 0.8593 0.8964
S4 0.8147 0.8318 0.8889
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9075 0.8800 0.0275 3.0% 0.0132 1.5% 87% True False 103
10 0.9140 0.8800 0.0340 3.8% 0.0150 1.7% 71% False False 139
20 0.9182 0.8800 0.0382 4.2% 0.0120 1.3% 63% False False 119
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0028
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9419
2.618 0.9287
1.618 0.9206
1.000 0.9156
0.618 0.9125
HIGH 0.9075
0.618 0.9044
0.500 0.9035
0.382 0.9025
LOW 0.8994
0.618 0.8944
1.000 0.8913
1.618 0.8863
2.618 0.8782
4.250 0.8650
Fisher Pivots for day following 06-Nov-2009
Pivot 1 day 3 day
R1 0.9038 0.9014
PP 0.9036 0.8987
S1 0.9035 0.8961

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

View Archives - Comment on this page... - Back to Index of Symbols