CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 18-Nov-2009
Day Change Summary
Previous Current
17-Nov-2009 18-Nov-2009 Change Change % Previous Week
Open 0.9235 0.9200 -0.0035 -0.4% 0.9108
High 0.9235 0.9227 -0.0008 -0.1% 0.9235
Low 0.9140 0.9158 0.0018 0.2% 0.9057
Close 0.9171 0.9160 -0.0011 -0.1% 0.9204
Range 0.0095 0.0069 -0.0026 -27.4% 0.0178
ATR 0.0117 0.0114 -0.0003 -2.9% 0.0000
Volume 982 448 -534 -54.4% 6,546
Daily Pivots for day following 18-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9389 0.9343 0.9198
R3 0.9320 0.9274 0.9179
R2 0.9251 0.9251 0.9173
R1 0.9205 0.9205 0.9166 0.9194
PP 0.9182 0.9182 0.9182 0.9176
S1 0.9136 0.9136 0.9154 0.9125
S2 0.9113 0.9113 0.9147
S3 0.9044 0.9067 0.9141
S4 0.8975 0.8998 0.9122
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% 0.0095 1.0% 30% False False 1,497
10 0.9288 0.8914 0.0374 4.1% 0.0088 1.0% 66% False False 856
20 0.9288 0.8800 0.0488 5.3% 0.0120 1.3% 74% False False 501
40 0.9288 0.8448 0.0840 9.2% 0.0107 1.2% 85% False False 299
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0018
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9520
2.618 0.9408
1.618 0.9339
1.000 0.9296
0.618 0.9270
HIGH 0.9227
0.618 0.9201
0.500 0.9193
0.382 0.9184
LOW 0.9158
0.618 0.9115
1.000 0.9089
1.618 0.9046
2.618 0.8977
4.250 0.8865
Fisher Pivots for day following 18-Nov-2009
Pivot 1 day 3 day
R1 0.9193 0.9214
PP 0.9182 0.9196
S1 0.9171 0.9178

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

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