CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 03-Dec-2009
Day Change Summary
Previous Current
02-Dec-2009 03-Dec-2009 Change Change % Previous Week
Open 0.9148 0.9170 0.0022 0.2% 0.9038
High 0.9200 0.9227 0.0027 0.3% 0.9218
Low 0.9135 0.9140 0.0005 0.1% 0.8853
Close 0.9147 0.9182 0.0035 0.4% 0.8969
Range 0.0065 0.0087 0.0022 33.8% 0.0365
ATR 0.0132 0.0129 -0.0003 -2.4% 0.0000
Volume 2,683 2,393 -290 -10.8% 3,123
Daily Pivots for day following 03-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9444 0.9400 0.9230
R3 0.9357 0.9313 0.9206
R2 0.9270 0.9270 0.9198
R1 0.9226 0.9226 0.9190 0.9248
PP 0.9183 0.9183 0.9183 0.9194
S1 0.9139 0.9139 0.9174 0.9161
S2 0.9096 0.9096 0.9166
S3 0.9009 0.9052 0.9158
S4 0.8922 0.8965 0.9134
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 0.9227 0.8853 0.0374 4.1% 0.0148 1.6% 88% True False 2,467
10 0.9227 0.8853 0.0374 4.1% 0.0137 1.5% 88% True False 1,510
20 0.9288 0.8853 0.0435 4.7% 0.0113 1.2% 76% False False 1,183
40 0.9288 0.8799 0.0489 5.3% 0.0116 1.3% 78% False False 648
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 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9597
2.618 0.9455
1.618 0.9368
1.000 0.9314
0.618 0.9281
HIGH 0.9227
0.618 0.9194
0.500 0.9184
0.382 0.9173
LOW 0.9140
0.618 0.9086
1.000 0.9053
1.618 0.8999
2.618 0.8912
4.250 0.8770
Fisher Pivots for day following 03-Dec-2009
Pivot 1 day 3 day
R1 0.9184 0.9160
PP 0.9183 0.9138
S1 0.9183 0.9117

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

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