CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 12-Nov-2009
Day Change Summary
Previous Current
11-Nov-2009 12-Nov-2009 Change Change % Previous Week
Open 0.9190 0.9228 0.0038 0.4% 0.8835
High 0.9215 0.9235 0.0020 0.2% 0.9075
Low 0.9155 0.9105 -0.0050 -0.5% 0.8800
Close 0.9171 0.9108 -0.0063 -0.7% 0.9040
Range 0.0060 0.0130 0.0070 116.7% 0.0275
ATR 0.0119 0.0120 0.0001 0.7% 0.0000
Volume 131 5,252 5,121 3,909.2% 516
Daily Pivots for day following 12-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9539 0.9454 0.9180
R3 0.9409 0.9324 0.9144
R2 0.9279 0.9279 0.9132
R1 0.9194 0.9194 0.9120 0.9172
PP 0.9149 0.9149 0.9149 0.9138
S1 0.9064 0.9064 0.9096 0.9042
S2 0.9019 0.9019 0.9084
S3 0.8889 0.8934 0.9072
S4 0.8759 0.8804 0.9037
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 0.9235 0.8994 0.0241 2.6% 0.0091 1.0% 47% True False 1,219
10 0.9235 0.8800 0.0435 4.8% 0.0119 1.3% 71% True False 664
20 0.9235 0.8800 0.0435 4.8% 0.0128 1.4% 71% True False 410
40 0.9235 0.8448 0.0787 8.6% 0.0105 1.2% 84% True False 247
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9788
2.618 0.9575
1.618 0.9445
1.000 0.9365
0.618 0.9315
HIGH 0.9235
0.618 0.9185
0.500 0.9170
0.382 0.9155
LOW 0.9105
0.618 0.9025
1.000 0.8975
1.618 0.8895
2.618 0.8765
4.250 0.8553
Fisher Pivots for day following 12-Nov-2009
Pivot 1 day 3 day
R1 0.9170 0.9170
PP 0.9149 0.9149
S1 0.9129 0.9129

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

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