CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 05-Oct-2009
Day Change Summary
Previous Current
02-Oct-2009 05-Oct-2009 Change Change % Previous Week
Open 0.8555 0.8552 -0.0003 0.0% 0.8490
High 0.8575 0.8665 0.0090 1.0% 0.8726
Low 0.8448 0.8552 0.0104 1.2% 0.8448
Close 0.8527 0.8665 0.0138 1.6% 0.8527
Range 0.0127 0.0113 -0.0014 -11.0% 0.0278
ATR 0.0093 0.0096 0.0003 3.5% 0.0000
Volume 52 33 -19 -36.5% 255
Daily Pivots for day following 05-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.8966 0.8929 0.8727
R3 0.8853 0.8816 0.8696
R2 0.8740 0.8740 0.8686
R1 0.8703 0.8703 0.8675 0.8722
PP 0.8627 0.8627 0.8627 0.8637
S1 0.8590 0.8590 0.8655 0.8609
S2 0.8514 0.8514 0.8644
S3 0.8401 0.8477 0.8634
S4 0.8288 0.8364 0.8603
Weekly Pivots for week ending 02-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9401 0.9242 0.8680
R3 0.9123 0.8964 0.8603
R2 0.8845 0.8845 0.8578
R1 0.8686 0.8686 0.8552 0.8766
PP 0.8567 0.8567 0.8567 0.8607
S1 0.8408 0.8408 0.8502 0.8488
S2 0.8289 0.8289 0.8476
S3 0.8011 0.8130 0.8451
S4 0.7733 0.7852 0.8374
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8726 0.8448 0.0278 3.2% 0.0107 1.2% 78% False False 49
10 0.8726 0.8448 0.0278 3.2% 0.0099 1.1% 78% False False 54
Crabel Price Patterns
NR True
NR4 True
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
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9145
2.618 0.8961
1.618 0.8848
1.000 0.8778
0.618 0.8735
HIGH 0.8665
0.618 0.8622
0.500 0.8609
0.382 0.8595
LOW 0.8552
0.618 0.8482
1.000 0.8439
1.618 0.8369
2.618 0.8256
4.250 0.8072
Fisher Pivots for day following 05-Oct-2009
Pivot 1 day 3 day
R1 0.8646 0.8639
PP 0.8627 0.8613
S1 0.8609 0.8587

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

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