CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 12-Oct-2009
Day Change Summary
Previous Current
09-Oct-2009 12-Oct-2009 Change Change % Previous Week
Open 0.8887 0.8915 0.0028 0.3% 0.8552
High 0.8911 0.8933 0.0022 0.2% 0.8935
Low 0.8880 0.8854 -0.0026 -0.3% 0.8552
Close 0.8892 0.8929 0.0037 0.4% 0.8892
Range 0.0031 0.0079 0.0048 154.8% 0.0383
ATR 0.0097 0.0096 -0.0001 -1.3% 0.0000
Volume 133 65 -68 -51.1% 901
Daily Pivots for day following 12-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9142 0.9115 0.8972
R3 0.9063 0.9036 0.8951
R2 0.8984 0.8984 0.8943
R1 0.8957 0.8957 0.8936 0.8971
PP 0.8905 0.8905 0.8905 0.8912
S1 0.8878 0.8878 0.8922 0.8892
S2 0.8826 0.8826 0.8915
S3 0.8747 0.8799 0.8907
S4 0.8668 0.8720 0.8886
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 0.8692 0.0243 2.7% 0.0081 0.9% 98% False False 186
10 0.8935 0.8448 0.0487 5.5% 0.0094 1.1% 99% False False 118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9269
2.618 0.9140
1.618 0.9061
1.000 0.9012
0.618 0.8982
HIGH 0.8933
0.618 0.8903
0.500 0.8894
0.382 0.8884
LOW 0.8854
0.618 0.8805
1.000 0.8775
1.618 0.8726
2.618 0.8647
4.250 0.8518
Fisher Pivots for day following 12-Oct-2009
Pivot 1 day 3 day
R1 0.8917 0.8908
PP 0.8905 0.8888
S1 0.8894 0.8867

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

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