CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 16-Oct-2009
Day Change Summary
Previous Current
15-Oct-2009 16-Oct-2009 Change Change % Previous Week
Open 0.9025 0.9095 0.0070 0.8% 0.8915
High 0.9080 0.9130 0.0050 0.6% 0.9130
Low 0.9025 0.8988 -0.0037 -0.4% 0.8854
Close 0.9058 0.9033 -0.0025 -0.3% 0.9033
Range 0.0055 0.0142 0.0087 158.2% 0.0276
ATR 0.0092 0.0096 0.0004 3.8% 0.0000
Volume 56 243 187 333.9% 452
Daily Pivots for day following 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9476 0.9397 0.9111
R3 0.9334 0.9255 0.9072
R2 0.9192 0.9192 0.9059
R1 0.9113 0.9113 0.9046 0.9082
PP 0.9050 0.9050 0.9050 0.9035
S1 0.8971 0.8971 0.9020 0.8940
S2 0.8908 0.8908 0.9007
S3 0.8766 0.8829 0.8994
S4 0.8624 0.8687 0.8955
Weekly Pivots for week ending 16-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9834 0.9709 0.9185
R3 0.9558 0.9433 0.9109
R2 0.9282 0.9282 0.9084
R1 0.9157 0.9157 0.9058 0.9220
PP 0.9006 0.9006 0.9006 0.9037
S1 0.8881 0.8881 0.9008 0.8944
S2 0.8730 0.8730 0.8982
S3 0.8454 0.8605 0.8957
S4 0.8178 0.8329 0.8881
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9130 0.8854 0.0276 3.1% 0.0073 0.8% 65% True False 90
10 0.9130 0.8552 0.0578 6.4% 0.0081 0.9% 83% True False 135
20 0.9130 0.8448 0.0682 7.6% 0.0086 1.0% 86% True False 95
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9734
2.618 0.9502
1.618 0.9360
1.000 0.9272
0.618 0.9218
HIGH 0.9130
0.618 0.9076
0.500 0.9059
0.382 0.9042
LOW 0.8988
0.618 0.8900
1.000 0.8846
1.618 0.8758
2.618 0.8616
4.250 0.8385
Fisher Pivots for day following 16-Oct-2009
Pivot 1 day 3 day
R1 0.9059 0.9053
PP 0.9050 0.9046
S1 0.9042 0.9040

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

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