CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 16-Nov-2009
Day Change Summary
Previous Current
13-Nov-2009 16-Nov-2009 Change Change % Previous Week
Open 0.9127 0.9216 0.0089 1.0% 0.9108
High 0.9226 0.9288 0.0062 0.7% 0.9235
Low 0.9127 0.9207 0.0080 0.9% 0.9057
Close 0.9204 0.9264 0.0060 0.7% 0.9204
Range 0.0099 0.0081 -0.0018 -18.2% 0.0178
ATR 0.0119 0.0117 -0.0003 -2.1% 0.0000
Volume 501 306 -195 -38.9% 6,546
Daily Pivots for day following 16-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9496 0.9461 0.9309
R3 0.9415 0.9380 0.9286
R2 0.9334 0.9334 0.9279
R1 0.9299 0.9299 0.9271 0.9317
PP 0.9253 0.9253 0.9253 0.9262
S1 0.9218 0.9218 0.9257 0.9236
S2 0.9172 0.9172 0.9249
S3 0.9091 0.9137 0.9242
S4 0.9010 0.9056 0.9219
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 0.9288 0.9105 0.0183 2.0% 0.0085 0.9% 87% True False 1,350
10 0.9288 0.8800 0.0488 5.3% 0.0105 1.1% 95% True False 729
20 0.9288 0.8800 0.0488 5.3% 0.0121 1.3% 95% True False 434
40 0.9288 0.8448 0.0840 9.1% 0.0107 1.2% 97% True False 266
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9632
2.618 0.9500
1.618 0.9419
1.000 0.9369
0.618 0.9338
HIGH 0.9288
0.618 0.9257
0.500 0.9248
0.382 0.9238
LOW 0.9207
0.618 0.9157
1.000 0.9126
1.618 0.9076
2.618 0.8995
4.250 0.8863
Fisher Pivots for day following 16-Nov-2009
Pivot 1 day 3 day
R1 0.9259 0.9242
PP 0.9253 0.9219
S1 0.9248 0.9197

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

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