CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 25-Nov-2009
Day Change Summary
Previous Current
24-Nov-2009 25-Nov-2009 Change Change % Previous Week
Open 0.9147 0.9119 -0.0028 -0.3% 0.9216
High 0.9149 0.9218 0.0069 0.8% 0.9288
Low 0.9033 0.9119 0.0086 1.0% 0.8975
Close 0.9098 0.9212 0.0114 1.3% 0.9035
Range 0.0116 0.0099 -0.0017 -14.7% 0.0313
ATR 0.0119 0.0119 0.0000 0.1% 0.0000
Volume 726 734 8 1.1% 2,345
Daily Pivots for day following 25-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9480 0.9445 0.9266
R3 0.9381 0.9346 0.9239
R2 0.9282 0.9282 0.9230
R1 0.9247 0.9247 0.9221 0.9265
PP 0.9183 0.9183 0.9183 0.9192
S1 0.9148 0.9148 0.9203 0.9166
S2 0.9084 0.9084 0.9194
S3 0.8985 0.9049 0.9185
S4 0.8886 0.8950 0.9158
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 0.9218 0.8975 0.0243 2.6% 0.0126 1.4% 98% True False 554
10 0.9288 0.8975 0.0313 3.4% 0.0110 1.2% 76% False False 1,025
20 0.9288 0.8800 0.0488 5.3% 0.0120 1.3% 84% False False 608
40 0.9288 0.8448 0.0840 9.1% 0.0112 1.2% 91% False False 361
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0008
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9639
2.618 0.9477
1.618 0.9378
1.000 0.9317
0.618 0.9279
HIGH 0.9218
0.618 0.9180
0.500 0.9169
0.382 0.9157
LOW 0.9119
0.618 0.9058
1.000 0.9020
1.618 0.8959
2.618 0.8860
4.250 0.8698
Fisher Pivots for day following 25-Nov-2009
Pivot 1 day 3 day
R1 0.9198 0.9183
PP 0.9183 0.9154
S1 0.9169 0.9126

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

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