CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 17-Nov-2009
Day Change Summary
Previous Current
16-Nov-2009 17-Nov-2009 Change Change % Previous Week
Open 0.9216 0.9235 0.0019 0.2% 0.9108
High 0.9288 0.9235 -0.0053 -0.6% 0.9235
Low 0.9207 0.9140 -0.0067 -0.7% 0.9057
Close 0.9264 0.9171 -0.0093 -1.0% 0.9204
Range 0.0081 0.0095 0.0014 17.3% 0.0178
ATR 0.0117 0.0117 0.0001 0.4% 0.0000
Volume 306 982 676 220.9% 6,546
Daily Pivots for day following 17-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9467 0.9414 0.9223
R3 0.9372 0.9319 0.9197
R2 0.9277 0.9277 0.9188
R1 0.9224 0.9224 0.9180 0.9203
PP 0.9182 0.9182 0.9182 0.9172
S1 0.9129 0.9129 0.9162 0.9108
S2 0.9087 0.9087 0.9154
S3 0.8992 0.9034 0.9145
S4 0.8897 0.8939 0.9119
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% 0.0093 1.0% 36% False False 1,434
10 0.9288 0.8847 0.0441 4.8% 0.0098 1.1% 73% False False 823
20 0.9288 0.8800 0.0488 5.3% 0.0121 1.3% 76% False False 480
40 0.9288 0.8448 0.0840 9.2% 0.0108 1.2% 86% False False 289
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9639
2.618 0.9484
1.618 0.9389
1.000 0.9330
0.618 0.9294
HIGH 0.9235
0.618 0.9199
0.500 0.9188
0.382 0.9176
LOW 0.9140
0.618 0.9081
1.000 0.9045
1.618 0.8986
2.618 0.8891
4.250 0.8736
Fisher Pivots for day following 17-Nov-2009
Pivot 1 day 3 day
R1 0.9188 0.9208
PP 0.9182 0.9195
S1 0.9177 0.9183

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

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