CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 28-Oct-2009
Day Change Summary
Previous Current
27-Oct-2009 28-Oct-2009 Change Change % Previous Week
Open 0.9038 0.9021 -0.0017 -0.2% 0.9024
High 0.9077 0.9066 -0.0011 -0.1% 0.9182
Low 0.8996 0.8840 -0.0156 -1.7% 0.8974
Close 0.9037 0.8857 -0.0180 -2.0% 0.9077
Range 0.0081 0.0226 0.0145 179.0% 0.0208
ATR 0.0101 0.0110 0.0009 8.8% 0.0000
Volume 100 108 8 8.0% 536
Daily Pivots for day following 28-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9599 0.9454 0.8981
R3 0.9373 0.9228 0.8919
R2 0.9147 0.9147 0.8898
R1 0.9002 0.9002 0.8878 0.8962
PP 0.8921 0.8921 0.8921 0.8901
S1 0.8776 0.8776 0.8836 0.8736
S2 0.8695 0.8695 0.8816
S3 0.8469 0.8550 0.8795
S4 0.8243 0.8324 0.8733
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 0.9161 0.8840 0.0321 3.6% 0.0126 1.4% 5% False True 123
10 0.9182 0.8840 0.0342 3.9% 0.0119 1.3% 5% False True 110
20 0.9182 0.8448 0.0734 8.3% 0.0104 1.2% 56% False False 113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 1.0027
2.618 0.9658
1.618 0.9432
1.000 0.9292
0.618 0.9206
HIGH 0.9066
0.618 0.8980
0.500 0.8953
0.382 0.8926
LOW 0.8840
0.618 0.8700
1.000 0.8614
1.618 0.8474
2.618 0.8248
4.250 0.7880
Fisher Pivots for day following 28-Oct-2009
Pivot 1 day 3 day
R1 0.8953 0.8990
PP 0.8921 0.8946
S1 0.8889 0.8901

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

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