CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 11-Nov-2009
Day Change Summary
Previous Current
10-Nov-2009 11-Nov-2009 Change Change % Previous Week
Open 0.9181 0.9190 0.0009 0.1% 0.8835
High 0.9196 0.9215 0.0019 0.2% 0.9075
Low 0.9139 0.9155 0.0016 0.2% 0.8800
Close 0.9185 0.9171 -0.0014 -0.2% 0.9040
Range 0.0057 0.0060 0.0003 5.3% 0.0275
ATR 0.0123 0.0119 -0.0005 -3.7% 0.0000
Volume 560 131 -429 -76.6% 516
Daily Pivots for day following 11-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9360 0.9326 0.9204
R3 0.9300 0.9266 0.9188
R2 0.9240 0.9240 0.9182
R1 0.9206 0.9206 0.9177 0.9193
PP 0.9180 0.9180 0.9180 0.9174
S1 0.9146 0.9146 0.9166 0.9133
S2 0.9120 0.9120 0.9160
S3 0.9060 0.9086 0.9155
S4 0.9000 0.9026 0.9138
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 0.9215 0.8914 0.0301 3.3% 0.0082 0.9% 85% True False 215
10 0.9215 0.8800 0.0415 4.5% 0.0129 1.4% 89% True False 191
20 0.9215 0.8800 0.0415 4.5% 0.0124 1.4% 89% True False 151
40 0.9215 0.8448 0.0767 8.4% 0.0102 1.1% 94% True False 118
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9470
2.618 0.9372
1.618 0.9312
1.000 0.9275
0.618 0.9252
HIGH 0.9215
0.618 0.9192
0.500 0.9185
0.382 0.9178
LOW 0.9155
0.618 0.9118
1.000 0.9095
1.618 0.9058
2.618 0.8998
4.250 0.8900
Fisher Pivots for day following 11-Nov-2009
Pivot 1 day 3 day
R1 0.9185 0.9159
PP 0.9180 0.9148
S1 0.9176 0.9136

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

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