CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 25-Mar-2010
Day Change Summary
Previous Current
24-Mar-2010 25-Mar-2010 Change Change % Previous Week
Open 0.8965 0.8920 -0.0045 -0.5% 0.8948
High 0.8965 0.8967 0.0002 0.0% 0.9055
Low 0.8896 0.8898 0.0002 0.0% 0.8909
Close 0.8910 0.8911 0.0001 0.0% 0.8979
Range 0.0069 0.0069 0.0000 0.0% 0.0146
ATR 0.0053 0.0054 0.0001 2.1% 0.0000
Volume 113 42 -71 -62.8% 699
Daily Pivots for day following 25-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9132 0.9091 0.8949
R3 0.9063 0.9022 0.8930
R2 0.8994 0.8994 0.8924
R1 0.8953 0.8953 0.8917 0.8939
PP 0.8925 0.8925 0.8925 0.8919
S1 0.8884 0.8884 0.8905 0.8870
S2 0.8856 0.8856 0.8898
S3 0.8787 0.8815 0.8892
S4 0.8718 0.8746 0.8873
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9419 0.9345 0.9059
R3 0.9273 0.9199 0.9019
R2 0.9127 0.9127 0.9006
R1 0.9053 0.9053 0.8992 0.9090
PP 0.8981 0.8981 0.8981 0.9000
S1 0.8907 0.8907 0.8966 0.8944
S2 0.8835 0.8835 0.8952
S3 0.8689 0.8761 0.8939
S4 0.8543 0.8615 0.8899
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9037 0.8896 0.0141 1.6% 0.0067 0.7% 11% False False 73
10 0.9055 0.8896 0.0159 1.8% 0.0055 0.6% 9% False False 101
20 0.9055 0.8779 0.0276 3.1% 0.0027 0.3% 48% False False 53
40 0.9055 0.8441 0.0614 6.9% 0.0014 0.2% 77% False False 31
Crabel Price Patterns
NR False
NR4 False
NR5 False
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 0.0010
Fibonacci Retracements and Extensions
4.250 0.9260
2.618 0.9148
1.618 0.9079
1.000 0.9036
0.618 0.9010
HIGH 0.8967
0.618 0.8941
0.500 0.8933
0.382 0.8924
LOW 0.8898
0.618 0.8855
1.000 0.8829
1.618 0.8786
2.618 0.8717
4.250 0.8605
Fisher Pivots for day following 25-Mar-2010
Pivot 1 day 3 day
R1 0.8933 0.8954
PP 0.8925 0.8939
S1 0.8918 0.8925

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

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