CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 14-Oct-2009
Day Change Summary
Previous Current
13-Oct-2009 14-Oct-2009 Change Change % Previous Week
Open 0.8933 0.8975 0.0042 0.5% 0.8552
High 0.8960 0.9014 0.0054 0.6% 0.8935
Low 0.8908 0.8975 0.0067 0.8% 0.8552
Close 0.8910 0.9005 0.0095 1.1% 0.8892
Range 0.0052 0.0039 -0.0013 -25.0% 0.0383
ATR 0.0093 0.0094 0.0001 0.9% 0.0000
Volume 33 55 22 66.7% 901
Daily Pivots for day following 14-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9115 0.9099 0.9026
R3 0.9076 0.9060 0.9016
R2 0.9037 0.9037 0.9012
R1 0.9021 0.9021 0.9009 0.9029
PP 0.8998 0.8998 0.8998 0.9002
S1 0.8982 0.8982 0.9001 0.8990
S2 0.8959 0.8959 0.8998
S3 0.8920 0.8943 0.8994
S4 0.8881 0.8904 0.8984
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 0.9014 0.8799 0.0215 2.4% 0.0067 0.7% 96% True False 66
10 0.9014 0.8448 0.0566 6.3% 0.0089 1.0% 98% True False 117
20 0.9014 0.8448 0.0566 6.3% 0.0081 0.9% 98% True False 86
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9180
2.618 0.9116
1.618 0.9077
1.000 0.9053
0.618 0.9038
HIGH 0.9014
0.618 0.8999
0.500 0.8995
0.382 0.8990
LOW 0.8975
0.618 0.8951
1.000 0.8936
1.618 0.8912
2.618 0.8873
4.250 0.8809
Fisher Pivots for day following 14-Oct-2009
Pivot 1 day 3 day
R1 0.9002 0.8981
PP 0.8998 0.8958
S1 0.8995 0.8934

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

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