CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 01-Dec-2009
Day Change Summary
Previous Current
30-Nov-2009 01-Dec-2009 Change Change % Previous Week
Open 0.9009 0.9070 0.0061 0.7% 0.9038
High 0.9096 0.9172 0.0076 0.8% 0.9218
Low 0.9006 0.9006 0.0000 0.0% 0.8853
Close 0.9045 0.9162 0.0117 1.3% 0.8969
Range 0.0090 0.0166 0.0076 84.4% 0.0365
ATR 0.0135 0.0137 0.0002 1.6% 0.0000
Volume 4,017 2,283 -1,734 -43.2% 3,123
Daily Pivots for day following 01-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9611 0.9553 0.9253
R3 0.9445 0.9387 0.9208
R2 0.9279 0.9279 0.9192
R1 0.9221 0.9221 0.9177 0.9250
PP 0.9113 0.9113 0.9113 0.9128
S1 0.9055 0.9055 0.9147 0.9084
S2 0.8947 0.8947 0.9132
S3 0.8781 0.8889 0.9116
S4 0.8615 0.8723 0.9071
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0108 0.9904 0.9170
R3 0.9743 0.9539 0.9069
R2 0.9378 0.9378 0.9036
R1 0.9174 0.9174 0.9002 0.9094
PP 0.9013 0.9013 0.9013 0.8973
S1 0.8809 0.8809 0.8936 0.8729
S2 0.8648 0.8648 0.8902
S3 0.8283 0.8444 0.8869
S4 0.7918 0.8079 0.8768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9218 0.8853 0.0365 4.0% 0.0160 1.8% 85% False False 1,744
10 0.9235 0.8853 0.0382 4.2% 0.0138 1.5% 81% False False 1,146
20 0.9288 0.8800 0.0488 5.3% 0.0122 1.3% 74% False False 938
40 0.9288 0.8692 0.0596 6.5% 0.0117 1.3% 79% False False 539
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 0.0013
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9878
2.618 0.9607
1.618 0.9441
1.000 0.9338
0.618 0.9275
HIGH 0.9172
0.618 0.9109
0.500 0.9089
0.382 0.9069
LOW 0.9006
0.618 0.8903
1.000 0.8840
1.618 0.8737
2.618 0.8571
4.250 0.8301
Fisher Pivots for day following 01-Dec-2009
Pivot 1 day 3 day
R1 0.9138 0.9114
PP 0.9113 0.9066
S1 0.9089 0.9019

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

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