CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 10-Nov-2009
Day Change Summary
Previous Current
09-Nov-2009 10-Nov-2009 Change Change % Previous Week
Open 0.9108 0.9181 0.0073 0.8% 0.8835
High 0.9183 0.9196 0.0013 0.1% 0.9075
Low 0.9057 0.9139 0.0082 0.9% 0.8800
Close 0.9181 0.9185 0.0004 0.0% 0.9040
Range 0.0126 0.0057 -0.0069 -54.8% 0.0275
ATR 0.0128 0.0123 -0.0005 -4.0% 0.0000
Volume 102 560 458 449.0% 516
Daily Pivots for day following 10-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9344 0.9322 0.9216
R3 0.9287 0.9265 0.9201
R2 0.9230 0.9230 0.9195
R1 0.9208 0.9208 0.9190 0.9219
PP 0.9173 0.9173 0.9173 0.9179
S1 0.9151 0.9151 0.9180 0.9162
S2 0.9116 0.9116 0.9175
S3 0.9059 0.9094 0.9169
S4 0.9002 0.9037 0.9154
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 0.9196 0.8847 0.0349 3.8% 0.0103 1.1% 97% True False 213
10 0.9196 0.8800 0.0396 4.3% 0.0146 1.6% 97% True False 189
20 0.9196 0.8800 0.0396 4.3% 0.0123 1.3% 97% True False 147
40 0.9196 0.8448 0.0748 8.1% 0.0103 1.1% 99% True False 115
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 0.0024
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 0.9438
2.618 0.9345
1.618 0.9288
1.000 0.9253
0.618 0.9231
HIGH 0.9196
0.618 0.9174
0.500 0.9168
0.382 0.9161
LOW 0.9139
0.618 0.9104
1.000 0.9082
1.618 0.9047
2.618 0.8990
4.250 0.8897
Fisher Pivots for day following 10-Nov-2009
Pivot 1 day 3 day
R1 0.9179 0.9155
PP 0.9173 0.9125
S1 0.9168 0.9095

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

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