CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 09-Nov-2009
Day Change Summary
Previous Current
06-Nov-2009 09-Nov-2009 Change Change % Previous Week
Open 0.9002 0.9108 0.0106 1.2% 0.8835
High 0.9075 0.9183 0.0108 1.2% 0.9075
Low 0.8994 0.9057 0.0063 0.7% 0.8800
Close 0.9040 0.9181 0.0141 1.6% 0.9040
Range 0.0081 0.0126 0.0045 55.6% 0.0275
ATR 0.0127 0.0128 0.0001 0.9% 0.0000
Volume 52 102 50 96.2% 516
Daily Pivots for day following 09-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9518 0.9476 0.9250
R3 0.9392 0.9350 0.9216
R2 0.9266 0.9266 0.9204
R1 0.9224 0.9224 0.9193 0.9245
PP 0.9140 0.9140 0.9140 0.9151
S1 0.9098 0.9098 0.9169 0.9119
S2 0.9014 0.9014 0.9158
S3 0.8888 0.8972 0.9146
S4 0.8762 0.8846 0.9112
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 0.9183 0.8800 0.0383 4.2% 0.0125 1.4% 99% True False 109
10 0.9183 0.8800 0.0383 4.2% 0.0148 1.6% 99% True False 143
20 0.9183 0.8800 0.0383 4.2% 0.0123 1.3% 99% True False 120
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0026
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9719
2.618 0.9513
1.618 0.9387
1.000 0.9309
0.618 0.9261
HIGH 0.9183
0.618 0.9135
0.500 0.9120
0.382 0.9105
LOW 0.9057
0.618 0.8979
1.000 0.8931
1.618 0.8853
2.618 0.8727
4.250 0.8522
Fisher Pivots for day following 09-Nov-2009
Pivot 1 day 3 day
R1 0.9161 0.9137
PP 0.9140 0.9093
S1 0.9120 0.9049

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

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