CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 09-Oct-2009
Day Change Summary
Previous Current
08-Oct-2009 09-Oct-2009 Change Change % Previous Week
Open 0.8799 0.8887 0.0088 1.0% 0.8552
High 0.8935 0.8911 -0.0024 -0.3% 0.8935
Low 0.8799 0.8880 0.0081 0.9% 0.8552
Close 0.8924 0.8892 -0.0032 -0.4% 0.8892
Range 0.0136 0.0031 -0.0105 -77.2% 0.0383
ATR 0.0101 0.0097 -0.0004 -4.0% 0.0000
Volume 46 133 87 189.1% 901
Daily Pivots for day following 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.8987 0.8971 0.8909
R3 0.8956 0.8940 0.8901
R2 0.8925 0.8925 0.8898
R1 0.8909 0.8909 0.8895 0.8917
PP 0.8894 0.8894 0.8894 0.8899
S1 0.8878 0.8878 0.8889 0.8886
S2 0.8863 0.8863 0.8886
S3 0.8832 0.8847 0.8883
S4 0.8801 0.8816 0.8875
Weekly Pivots for week ending 09-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9942 0.9800 0.9103
R3 0.9559 0.9417 0.8997
R2 0.9176 0.9176 0.8962
R1 0.9034 0.9034 0.8927 0.9105
PP 0.8793 0.8793 0.8793 0.8829
S1 0.8651 0.8651 0.8857 0.8722
S2 0.8410 0.8410 0.8822
S3 0.8027 0.8268 0.8787
S4 0.7644 0.7885 0.8681
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8935 0.8552 0.0383 4.3% 0.0088 1.0% 89% False False 180
10 0.8935 0.8448 0.0487 5.5% 0.0099 1.1% 91% False False 115
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0009
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.9043
2.618 0.8992
1.618 0.8961
1.000 0.8942
0.618 0.8930
HIGH 0.8911
0.618 0.8899
0.500 0.8896
0.382 0.8892
LOW 0.8880
0.618 0.8861
1.000 0.8849
1.618 0.8830
2.618 0.8799
4.250 0.8748
Fisher Pivots for day following 09-Oct-2009
Pivot 1 day 3 day
R1 0.8896 0.8874
PP 0.8894 0.8855
S1 0.8893 0.8837

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

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