CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 08-Oct-2009
Day Change Summary
Previous Current
07-Oct-2009 08-Oct-2009 Change Change % Previous Week
Open 0.8754 0.8799 0.0045 0.5% 0.8490
High 0.8795 0.8935 0.0140 1.6% 0.8726
Low 0.8738 0.8799 0.0061 0.7% 0.8448
Close 0.8756 0.8924 0.0168 1.9% 0.8527
Range 0.0057 0.0136 0.0079 138.6% 0.0278
ATR 0.0095 0.0101 0.0006 6.2% 0.0000
Volume 640 46 -594 -92.8% 255
Daily Pivots for day following 08-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9294 0.9245 0.8999
R3 0.9158 0.9109 0.8961
R2 0.9022 0.9022 0.8949
R1 0.8973 0.8973 0.8936 0.8998
PP 0.8886 0.8886 0.8886 0.8898
S1 0.8837 0.8837 0.8912 0.8862
S2 0.8750 0.8750 0.8899
S3 0.8614 0.8701 0.8887
S4 0.8478 0.8565 0.8849
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 0.8935 0.8448 0.0487 5.5% 0.0107 1.2% 98% True False 164
10 0.8935 0.8448 0.0487 5.5% 0.0101 1.1% 98% True False 107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
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
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9513
2.618 0.9291
1.618 0.9155
1.000 0.9071
0.618 0.9019
HIGH 0.8935
0.618 0.8883
0.500 0.8867
0.382 0.8851
LOW 0.8799
0.618 0.8715
1.000 0.8663
1.618 0.8579
2.618 0.8443
4.250 0.8221
Fisher Pivots for day following 08-Oct-2009
Pivot 1 day 3 day
R1 0.8905 0.8887
PP 0.8886 0.8850
S1 0.8867 0.8814

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

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