CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 20-Nov-2009
Day Change Summary
Previous Current
19-Nov-2009 20-Nov-2009 Change Change % Previous Week
Open 0.9177 0.9079 -0.0098 -1.1% 0.9216
High 0.9184 0.9107 -0.0077 -0.8% 0.9288
Low 0.9033 0.8975 -0.0058 -0.6% 0.8975
Close 0.9083 0.9035 -0.0048 -0.5% 0.9035
Range 0.0151 0.0132 -0.0019 -12.6% 0.0313
ATR 0.0117 0.0118 0.0001 0.9% 0.0000
Volume 358 251 -107 -29.9% 2,345
Daily Pivots for day following 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9435 0.9367 0.9108
R3 0.9303 0.9235 0.9071
R2 0.9171 0.9171 0.9059
R1 0.9103 0.9103 0.9047 0.9071
PP 0.9039 0.9039 0.9039 0.9023
S1 0.8971 0.8971 0.9023 0.8939
S2 0.8907 0.8907 0.9011
S3 0.8775 0.8839 0.8999
S4 0.8643 0.8707 0.8962
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0038 0.9850 0.9207
R3 0.9725 0.9537 0.9121
R2 0.9412 0.9412 0.9092
R1 0.9224 0.9224 0.9064 0.9162
PP 0.9099 0.9099 0.9099 0.9068
S1 0.8911 0.8911 0.9006 0.8849
S2 0.8786 0.8786 0.8978
S3 0.8473 0.8598 0.8949
S4 0.8160 0.8285 0.8863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9288 0.8975 0.0313 3.5% 0.0106 1.2% 19% False True 469
10 0.9288 0.8975 0.0313 3.5% 0.0100 1.1% 19% False True 889
20 0.9288 0.8800 0.0488 5.4% 0.0125 1.4% 48% False False 514
40 0.9288 0.8448 0.0840 9.3% 0.0110 1.2% 70% False False 310
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9668
2.618 0.9453
1.618 0.9321
1.000 0.9239
0.618 0.9189
HIGH 0.9107
0.618 0.9057
0.500 0.9041
0.382 0.9025
LOW 0.8975
0.618 0.8893
1.000 0.8843
1.618 0.8761
2.618 0.8629
4.250 0.8414
Fisher Pivots for day following 20-Nov-2009
Pivot 1 day 3 day
R1 0.9041 0.9101
PP 0.9039 0.9079
S1 0.9037 0.9057

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

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