CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 06-Oct-2009
Day Change Summary
Previous Current
05-Oct-2009 06-Oct-2009 Change Change % Previous Week
Open 0.8552 0.8708 0.0156 1.8% 0.8490
High 0.8665 0.8795 0.0130 1.5% 0.8726
Low 0.8552 0.8692 0.0140 1.6% 0.8448
Close 0.8665 0.8761 0.0096 1.1% 0.8527
Range 0.0113 0.0103 -0.0010 -8.8% 0.0278
ATR 0.0096 0.0098 0.0002 2.5% 0.0000
Volume 33 49 16 48.5% 255
Daily Pivots for day following 06-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9058 0.9013 0.8818
R3 0.8955 0.8910 0.8789
R2 0.8852 0.8852 0.8780
R1 0.8807 0.8807 0.8770 0.8830
PP 0.8749 0.8749 0.8749 0.8761
S1 0.8704 0.8704 0.8752 0.8727
S2 0.8646 0.8646 0.8742
S3 0.8543 0.8601 0.8733
S4 0.8440 0.8498 0.8704
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 0.8795 0.8448 0.0347 4.0% 0.0123 1.4% 90% True False 48
10 0.8795 0.8448 0.0347 4.0% 0.0103 1.2% 90% True False 53
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0011
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9233
2.618 0.9065
1.618 0.8962
1.000 0.8898
0.618 0.8859
HIGH 0.8795
0.618 0.8756
0.500 0.8744
0.382 0.8731
LOW 0.8692
0.618 0.8628
1.000 0.8589
1.618 0.8525
2.618 0.8422
4.250 0.8254
Fisher Pivots for day following 06-Oct-2009
Pivot 1 day 3 day
R1 0.8755 0.8715
PP 0.8749 0.8668
S1 0.8744 0.8622

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

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