CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 01-Oct-2009
Day Change Summary
Previous Current
30-Sep-2009 01-Oct-2009 Change Change % Previous Week
Open 0.8600 0.8710 0.0110 1.3% 0.8505
High 0.8716 0.8726 0.0010 0.1% 0.8658
Low 0.8600 0.8569 -0.0031 -0.4% 0.8469
Close 0.8697 0.8579 -0.0118 -1.4% 0.8540
Range 0.0116 0.0157 0.0041 35.3% 0.0189
ATR
Volume 40 67 27 67.5% 295
Daily Pivots for day following 01-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9096 0.8994 0.8665
R3 0.8939 0.8837 0.8622
R2 0.8782 0.8782 0.8608
R1 0.8680 0.8680 0.8593 0.8653
PP 0.8625 0.8625 0.8625 0.8611
S1 0.8523 0.8523 0.8565 0.8496
S2 0.8468 0.8468 0.8550
S3 0.8311 0.8366 0.8536
S4 0.8154 0.8209 0.8493
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 0.8726 0.8481 0.0245 2.9% 0.0095 1.1% 40% True False 51
10 0.8726 0.8469 0.0257 3.0% 0.0085 1.0% 43% True False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9393
2.618 0.9137
1.618 0.8980
1.000 0.8883
0.618 0.8823
HIGH 0.8726
0.618 0.8666
0.500 0.8648
0.382 0.8629
LOW 0.8569
0.618 0.8472
1.000 0.8412
1.618 0.8315
2.618 0.8158
4.250 0.7902
Fisher Pivots for day following 01-Oct-2009
Pivot 1 day 3 day
R1 0.8648 0.8648
PP 0.8625 0.8625
S1 0.8602 0.8602

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

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