CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 21-Oct-2009
Day Change Summary
Previous Current
20-Oct-2009 21-Oct-2009 Change Change % Previous Week
Open 0.9140 0.9080 -0.0060 -0.7% 0.8915
High 0.9148 0.9182 0.0034 0.4% 0.9130
Low 0.9064 0.9080 0.0016 0.2% 0.8854
Close 0.9084 0.9174 0.0090 1.0% 0.9033
Range 0.0084 0.0102 0.0018 21.4% 0.0276
ATR 0.0100 0.0100 0.0000 0.1% 0.0000
Volume 59 34 -25 -42.4% 452
Daily Pivots for day following 21-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9451 0.9415 0.9230
R3 0.9349 0.9313 0.9202
R2 0.9247 0.9247 0.9193
R1 0.9211 0.9211 0.9183 0.9229
PP 0.9145 0.9145 0.9145 0.9155
S1 0.9109 0.9109 0.9165 0.9127
S2 0.9043 0.9043 0.9155
S3 0.8941 0.9007 0.9146
S4 0.8839 0.8905 0.9118
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 0.9182 0.8974 0.0208 2.3% 0.0112 1.2% 96% True False 97
10 0.9182 0.8799 0.0383 4.2% 0.0090 1.0% 98% True False 82
20 0.9182 0.8448 0.0734 8.0% 0.0094 1.0% 99% True False 98
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9616
2.618 0.9449
1.618 0.9347
1.000 0.9284
0.618 0.9245
HIGH 0.9182
0.618 0.9143
0.500 0.9131
0.382 0.9119
LOW 0.9080
0.618 0.9017
1.000 0.8978
1.618 0.8915
2.618 0.8813
4.250 0.8647
Fisher Pivots for day following 21-Oct-2009
Pivot 1 day 3 day
R1 0.9160 0.9142
PP 0.9145 0.9110
S1 0.9131 0.9078

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

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