CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 07-Oct-2009
Day Change Summary
Previous Current
06-Oct-2009 07-Oct-2009 Change Change % Previous Week
Open 0.8708 0.8754 0.0046 0.5% 0.8490
High 0.8795 0.8795 0.0000 0.0% 0.8726
Low 0.8692 0.8738 0.0046 0.5% 0.8448
Close 0.8761 0.8756 -0.0005 -0.1% 0.8527
Range 0.0103 0.0057 -0.0046 -44.7% 0.0278
ATR 0.0098 0.0095 -0.0003 -3.0% 0.0000
Volume 49 640 591 1,206.1% 255
Daily Pivots for day following 07-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.8934 0.8902 0.8787
R3 0.8877 0.8845 0.8772
R2 0.8820 0.8820 0.8766
R1 0.8788 0.8788 0.8761 0.8804
PP 0.8763 0.8763 0.8763 0.8771
S1 0.8731 0.8731 0.8751 0.8747
S2 0.8706 0.8706 0.8746
S3 0.8649 0.8674 0.8740
S4 0.8592 0.8617 0.8725
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% 0.0111 1.3% 89% True False 168
10 0.8795 0.8448 0.0347 4.0% 0.0099 1.1% 89% True False 114
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 0.0012
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9037
2.618 0.8944
1.618 0.8887
1.000 0.8852
0.618 0.8830
HIGH 0.8795
0.618 0.8773
0.500 0.8767
0.382 0.8760
LOW 0.8738
0.618 0.8703
1.000 0.8681
1.618 0.8646
2.618 0.8589
4.250 0.8496
Fisher Pivots for day following 07-Oct-2009
Pivot 1 day 3 day
R1 0.8767 0.8729
PP 0.8763 0.8701
S1 0.8760 0.8674

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

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