CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 02-Dec-2009
Day Change Summary
Previous Current
01-Dec-2009 02-Dec-2009 Change Change % Previous Week
Open 0.9070 0.9148 0.0078 0.9% 0.9038
High 0.9172 0.9200 0.0028 0.3% 0.9218
Low 0.9006 0.9135 0.0129 1.4% 0.8853
Close 0.9162 0.9147 -0.0015 -0.2% 0.8969
Range 0.0166 0.0065 -0.0101 -60.8% 0.0365
ATR 0.0137 0.0132 -0.0005 -3.8% 0.0000
Volume 2,283 2,683 400 17.5% 3,123
Daily Pivots for day following 02-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9356 0.9316 0.9183
R3 0.9291 0.9251 0.9165
R2 0.9226 0.9226 0.9159
R1 0.9186 0.9186 0.9153 0.9174
PP 0.9161 0.9161 0.9161 0.9154
S1 0.9121 0.9121 0.9141 0.9109
S2 0.9096 0.9096 0.9135
S3 0.9031 0.9056 0.9129
S4 0.8966 0.8991 0.9111
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% 0.0150 1.6% 81% False False 2,135
10 0.9227 0.8853 0.0374 4.1% 0.0135 1.5% 79% False False 1,316
20 0.9288 0.8847 0.0441 4.8% 0.0117 1.3% 68% False False 1,070
40 0.9288 0.8738 0.0550 6.0% 0.0116 1.3% 74% False False 604
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0015
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9476
2.618 0.9370
1.618 0.9305
1.000 0.9265
0.618 0.9240
HIGH 0.9200
0.618 0.9175
0.500 0.9168
0.382 0.9160
LOW 0.9135
0.618 0.9095
1.000 0.9070
1.618 0.9030
2.618 0.8965
4.250 0.8859
Fisher Pivots for day following 02-Dec-2009
Pivot 1 day 3 day
R1 0.9168 0.9132
PP 0.9161 0.9118
S1 0.9154 0.9103

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

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