CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 23-Oct-2009
Day Change Summary
Previous Current
22-Oct-2009 23-Oct-2009 Change Change % Previous Week
Open 0.9138 0.9155 0.0017 0.2% 0.9024
High 0.9161 0.9155 -0.0006 -0.1% 0.9182
Low 0.9073 0.9067 -0.0006 -0.1% 0.8974
Close 0.9130 0.9077 -0.0053 -0.6% 0.9077
Range 0.0088 0.0088 0.0000 0.0% 0.0208
ATR 0.0101 0.0100 -0.0001 -0.9% 0.0000
Volume 261 85 -176 -67.4% 536
Daily Pivots for day following 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9364 0.9308 0.9125
R3 0.9276 0.9220 0.9101
R2 0.9188 0.9188 0.9093
R1 0.9132 0.9132 0.9085 0.9116
PP 0.9100 0.9100 0.9100 0.9092
S1 0.9044 0.9044 0.9069 0.9028
S2 0.9012 0.9012 0.9061
S3 0.8924 0.8956 0.9053
S4 0.8836 0.8868 0.9029
Weekly Pivots for week ending 23-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9702 0.9597 0.9191
R3 0.9494 0.9389 0.9134
R2 0.9286 0.9286 0.9115
R1 0.9181 0.9181 0.9096 0.9234
PP 0.9078 0.9078 0.9078 0.9104
S1 0.8973 0.8973 0.9058 0.9026
S2 0.8870 0.8870 0.9039
S3 0.8662 0.8765 0.9020
S4 0.8454 0.8557 0.8963
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% 0.0108 1.2% 50% False False 107
10 0.9182 0.8854 0.0328 3.6% 0.0091 1.0% 68% False False 98
20 0.9182 0.8448 0.0734 8.1% 0.0095 1.0% 86% False False 107
Crabel Price Patterns
NR False
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 0.0016
Fibonacci Retracements and Extensions
4.250 0.9529
2.618 0.9385
1.618 0.9297
1.000 0.9243
0.618 0.9209
HIGH 0.9155
0.618 0.9121
0.500 0.9111
0.382 0.9101
LOW 0.9067
0.618 0.9013
1.000 0.8979
1.618 0.8925
2.618 0.8837
4.250 0.8693
Fisher Pivots for day following 23-Oct-2009
Pivot 1 day 3 day
R1 0.9111 0.9125
PP 0.9100 0.9109
S1 0.9088 0.9093

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

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