CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 09-Mar-2010
Day Change Summary
Previous Current
08-Mar-2010 09-Mar-2010 Change Change % Previous Week
Open 0.9000 0.8996 -0.0004 0.0% 0.8878
High 0.9036 0.9051 0.0015 0.2% 0.8996
Low 0.8981 0.8961 -0.0020 -0.2% 0.8838
Close 0.8997 0.9037 0.0040 0.4% 0.8981
Range 0.0055 0.0090 0.0035 63.6% 0.0158
ATR 0.0100 0.0099 -0.0001 -0.7% 0.0000
Volume 17,679 23,328 5,649 32.0% 14,919
Daily Pivots for day following 09-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9286 0.9252 0.9087
R3 0.9196 0.9162 0.9062
R2 0.9106 0.9106 0.9054
R1 0.9072 0.9072 0.9045 0.9089
PP 0.9016 0.9016 0.9016 0.9025
S1 0.8982 0.8982 0.9029 0.8999
S2 0.8926 0.8926 0.9021
S3 0.8836 0.8892 0.9012
S4 0.8746 0.8802 0.8988
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9412 0.9355 0.9068
R3 0.9254 0.9197 0.9024
R2 0.9096 0.9096 0.9010
R1 0.9039 0.9039 0.8995 0.9068
PP 0.8938 0.8938 0.8938 0.8953
S1 0.8881 0.8881 0.8967 0.8910
S2 0.8780 0.8780 0.8952
S3 0.8622 0.8723 0.8938
S4 0.8464 0.8565 0.8894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9051 0.8881 0.0170 1.9% 0.0080 0.9% 92% True False 10,855
10 0.9051 0.8703 0.0348 3.9% 0.0092 1.0% 96% True False 6,129
20 0.9051 0.8525 0.0526 5.8% 0.0103 1.1% 97% True False 3,386
40 0.9161 0.8474 0.0687 7.6% 0.0098 1.1% 82% False False 1,863
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9434
2.618 0.9287
1.618 0.9197
1.000 0.9141
0.618 0.9107
HIGH 0.9051
0.618 0.9017
0.500 0.9006
0.382 0.8995
LOW 0.8961
0.618 0.8905
1.000 0.8871
1.618 0.8815
2.618 0.8725
4.250 0.8579
Fisher Pivots for day following 09-Mar-2010
Pivot 1 day 3 day
R1 0.9027 0.9015
PP 0.9016 0.8993
S1 0.9006 0.8972

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

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