CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 29-Oct-2009
Day Change Summary
Previous Current
28-Oct-2009 29-Oct-2009 Change Change % Previous Week
Open 0.9021 0.8867 -0.0154 -1.7% 0.9024
High 0.9066 0.9061 -0.0005 -0.1% 0.9182
Low 0.8840 0.8833 -0.0007 -0.1% 0.8974
Close 0.8857 0.9046 0.0189 2.1% 0.9077
Range 0.0226 0.0228 0.0002 0.9% 0.0208
ATR 0.0110 0.0119 0.0008 7.6% 0.0000
Volume 108 519 411 380.6% 536
Daily Pivots for day following 29-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9664 0.9583 0.9171
R3 0.9436 0.9355 0.9109
R2 0.9208 0.9208 0.9088
R1 0.9127 0.9127 0.9067 0.9168
PP 0.8980 0.8980 0.8980 0.9000
S1 0.8899 0.8899 0.9025 0.8940
S2 0.8752 0.8752 0.9004
S3 0.8524 0.8671 0.8983
S4 0.8296 0.8443 0.8921
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 0.9155 0.8833 0.0322 3.6% 0.0154 1.7% 66% False True 174
10 0.9182 0.8833 0.0349 3.9% 0.0136 1.5% 61% False True 156
20 0.9182 0.8448 0.0734 8.1% 0.0108 1.2% 81% False False 136
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 0.0030
Widest range in 33 trading days
Fibonacci Retracements and Extensions
4.250 1.0030
2.618 0.9658
1.618 0.9430
1.000 0.9289
0.618 0.9202
HIGH 0.9061
0.618 0.8974
0.500 0.8947
0.382 0.8920
LOW 0.8833
0.618 0.8692
1.000 0.8605
1.618 0.8464
2.618 0.8236
4.250 0.7864
Fisher Pivots for day following 29-Oct-2009
Pivot 1 day 3 day
R1 0.9013 0.9016
PP 0.8980 0.8985
S1 0.8947 0.8955

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

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