CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 13-Nov-2009
Day Change Summary
Previous Current
12-Nov-2009 13-Nov-2009 Change Change % Previous Week
Open 0.9228 0.9127 -0.0101 -1.1% 0.9108
High 0.9235 0.9226 -0.0009 -0.1% 0.9235
Low 0.9105 0.9127 0.0022 0.2% 0.9057
Close 0.9108 0.9204 0.0096 1.1% 0.9204
Range 0.0130 0.0099 -0.0031 -23.8% 0.0178
ATR 0.0120 0.0119 0.0000 -0.1% 0.0000
Volume 5,252 501 -4,751 -90.5% 6,546
Daily Pivots for day following 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9483 0.9442 0.9258
R3 0.9384 0.9343 0.9231
R2 0.9285 0.9285 0.9222
R1 0.9244 0.9244 0.9213 0.9265
PP 0.9186 0.9186 0.9186 0.9196
S1 0.9145 0.9145 0.9195 0.9166
S2 0.9087 0.9087 0.9186
S3 0.8988 0.9046 0.9177
S4 0.8889 0.8947 0.9150
Weekly Pivots for week ending 13-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9699 0.9630 0.9302
R3 0.9521 0.9452 0.9253
R2 0.9343 0.9343 0.9237
R1 0.9274 0.9274 0.9220 0.9309
PP 0.9165 0.9165 0.9165 0.9183
S1 0.9096 0.9096 0.9188 0.9131
S2 0.8987 0.8987 0.9171
S3 0.8809 0.8918 0.9155
S4 0.8631 0.8740 0.9106
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9235 0.9057 0.0178 1.9% 0.0094 1.0% 83% False False 1,309
10 0.9235 0.8800 0.0435 4.7% 0.0113 1.2% 93% False False 706
20 0.9235 0.8800 0.0435 4.7% 0.0126 1.4% 93% False False 423
40 0.9235 0.8448 0.0787 8.6% 0.0106 1.1% 96% False False 259
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9647
2.618 0.9485
1.618 0.9386
1.000 0.9325
0.618 0.9287
HIGH 0.9226
0.618 0.9188
0.500 0.9177
0.382 0.9165
LOW 0.9127
0.618 0.9066
1.000 0.9028
1.618 0.8967
2.618 0.8868
4.250 0.8706
Fisher Pivots for day following 13-Nov-2009
Pivot 1 day 3 day
R1 0.9195 0.9193
PP 0.9186 0.9181
S1 0.9177 0.9170

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

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