CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 30-Sep-2009
Day Change Summary
Previous Current
29-Sep-2009 30-Sep-2009 Change Change % Previous Week
Open 0.8590 0.8600 0.0010 0.1% 0.8505
High 0.8600 0.8716 0.0116 1.3% 0.8658
Low 0.8577 0.8600 0.0023 0.3% 0.8469
Close 0.8594 0.8697 0.0103 1.2% 0.8540
Range 0.0023 0.0116 0.0093 404.3% 0.0189
ATR
Volume 55 40 -15 -27.3% 295
Daily Pivots for day following 30-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9019 0.8974 0.8761
R3 0.8903 0.8858 0.8729
R2 0.8787 0.8787 0.8718
R1 0.8742 0.8742 0.8708 0.8765
PP 0.8671 0.8671 0.8671 0.8682
S1 0.8626 0.8626 0.8686 0.8649
S2 0.8555 0.8555 0.8676
S3 0.8439 0.8510 0.8665
S4 0.8323 0.8394 0.8633
Weekly Pivots for week ending 25-Sep-2009
Classic Woodie Camarilla DeMark
R4 0.9123 0.9020 0.8644
R3 0.8934 0.8831 0.8592
R2 0.8745 0.8745 0.8575
R1 0.8642 0.8642 0.8557 0.8694
PP 0.8556 0.8556 0.8556 0.8581
S1 0.8453 0.8453 0.8523 0.8505
S2 0.8367 0.8367 0.8505
S3 0.8178 0.8264 0.8488
S4 0.7989 0.8075 0.8436
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8716 0.8481 0.0235 2.7% 0.0086 1.0% 92% True False 61
10 0.8716 0.8469 0.0247 2.8% 0.0073 0.8% 92% True False 56
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 0.0006
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9209
2.618 0.9020
1.618 0.8904
1.000 0.8832
0.618 0.8788
HIGH 0.8716
0.618 0.8672
0.500 0.8658
0.382 0.8644
LOW 0.8600
0.618 0.8528
1.000 0.8484
1.618 0.8412
2.618 0.8296
4.250 0.8107
Fisher Pivots for day following 30-Sep-2009
Pivot 1 day 3 day
R1 0.8684 0.8664
PP 0.8671 0.8631
S1 0.8658 0.8599

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

View Archives - Comment on this page... - Back to Index of Symbols