CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 19-Nov-2009
Day Change Summary
Previous Current
18-Nov-2009 19-Nov-2009 Change Change % Previous Week
Open 0.9200 0.9177 -0.0023 -0.3% 0.9108
High 0.9227 0.9184 -0.0043 -0.5% 0.9235
Low 0.9158 0.9033 -0.0125 -1.4% 0.9057
Close 0.9160 0.9083 -0.0077 -0.8% 0.9204
Range 0.0069 0.0151 0.0082 118.8% 0.0178
ATR 0.0114 0.0117 0.0003 2.3% 0.0000
Volume 448 358 -90 -20.1% 6,546
Daily Pivots for day following 19-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9553 0.9469 0.9166
R3 0.9402 0.9318 0.9125
R2 0.9251 0.9251 0.9111
R1 0.9167 0.9167 0.9097 0.9134
PP 0.9100 0.9100 0.9100 0.9083
S1 0.9016 0.9016 0.9069 0.8983
S2 0.8949 0.8949 0.9055
S3 0.8798 0.8865 0.9041
S4 0.8647 0.8714 0.9000
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 0.9033 0.0255 2.8% 0.0099 1.1% 20% False True 519
10 0.9288 0.8994 0.0294 3.2% 0.0095 1.0% 30% False False 869
20 0.9288 0.8800 0.0488 5.4% 0.0123 1.4% 58% False False 505
40 0.9288 0.8448 0.0840 9.2% 0.0108 1.2% 76% False False 305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9826
2.618 0.9579
1.618 0.9428
1.000 0.9335
0.618 0.9277
HIGH 0.9184
0.618 0.9126
0.500 0.9109
0.382 0.9091
LOW 0.9033
0.618 0.8940
1.000 0.8882
1.618 0.8789
2.618 0.8638
4.250 0.8391
Fisher Pivots for day following 19-Nov-2009
Pivot 1 day 3 day
R1 0.9109 0.9134
PP 0.9100 0.9117
S1 0.9092 0.9100

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

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