CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 15-Oct-2009
Day Change Summary
Previous Current
14-Oct-2009 15-Oct-2009 Change Change % Previous Week
Open 0.8975 0.9025 0.0050 0.6% 0.8552
High 0.9014 0.9080 0.0066 0.7% 0.8935
Low 0.8975 0.9025 0.0050 0.6% 0.8552
Close 0.9005 0.9058 0.0053 0.6% 0.8892
Range 0.0039 0.0055 0.0016 41.0% 0.0383
ATR 0.0094 0.0092 -0.0001 -1.4% 0.0000
Volume 55 56 1 1.8% 901
Daily Pivots for day following 15-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9219 0.9194 0.9088
R3 0.9164 0.9139 0.9073
R2 0.9109 0.9109 0.9068
R1 0.9084 0.9084 0.9063 0.9097
PP 0.9054 0.9054 0.9054 0.9061
S1 0.9029 0.9029 0.9053 0.9042
S2 0.8999 0.8999 0.9048
S3 0.8944 0.8974 0.9043
S4 0.8889 0.8919 0.9028
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 0.9080 0.8854 0.0226 2.5% 0.0051 0.6% 90% True False 68
10 0.9080 0.8448 0.0632 7.0% 0.0079 0.9% 97% True False 116
20 0.9080 0.8448 0.0632 7.0% 0.0082 0.9% 97% True False 84
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9314
2.618 0.9224
1.618 0.9169
1.000 0.9135
0.618 0.9114
HIGH 0.9080
0.618 0.9059
0.500 0.9053
0.382 0.9046
LOW 0.9025
0.618 0.8991
1.000 0.8970
1.618 0.8936
2.618 0.8881
4.250 0.8791
Fisher Pivots for day following 15-Oct-2009
Pivot 1 day 3 day
R1 0.9056 0.9037
PP 0.9054 0.9015
S1 0.9053 0.8994

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

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