CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 30-Oct-2009
Day Change Summary
Previous Current
29-Oct-2009 30-Oct-2009 Change Change % Previous Week
Open 0.8867 0.9015 0.0148 1.7% 0.9060
High 0.9061 0.9015 -0.0046 -0.5% 0.9140
Low 0.8833 0.8855 0.0022 0.2% 0.8833
Close 0.9046 0.8880 -0.0166 -1.8% 0.8880
Range 0.0228 0.0160 -0.0068 -29.8% 0.0307
ATR 0.0119 0.0124 0.0005 4.3% 0.0000
Volume 519 87 -432 -83.2% 876
Daily Pivots for day following 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9397 0.9298 0.8968
R3 0.9237 0.9138 0.8924
R2 0.9077 0.9077 0.8909
R1 0.8978 0.8978 0.8895 0.8948
PP 0.8917 0.8917 0.8917 0.8901
S1 0.8818 0.8818 0.8865 0.8788
S2 0.8757 0.8757 0.8851
S3 0.8597 0.8658 0.8836
S4 0.8437 0.8498 0.8792
Weekly Pivots for week ending 30-Oct-2009
Classic Woodie Camarilla DeMark
R4 0.9872 0.9683 0.9049
R3 0.9565 0.9376 0.8964
R2 0.9258 0.9258 0.8936
R1 0.9069 0.9069 0.8908 0.9010
PP 0.8951 0.8951 0.8951 0.8922
S1 0.8762 0.8762 0.8852 0.8703
S2 0.8644 0.8644 0.8824
S3 0.8337 0.8455 0.8796
S4 0.8030 0.8148 0.8711
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9140 0.8833 0.0307 3.5% 0.0168 1.9% 15% False False 175
10 0.9182 0.8833 0.0349 3.9% 0.0138 1.6% 13% False False 141
20 0.9182 0.8552 0.0630 7.1% 0.0109 1.2% 52% False False 138
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9695
2.618 0.9434
1.618 0.9274
1.000 0.9175
0.618 0.9114
HIGH 0.9015
0.618 0.8954
0.500 0.8935
0.382 0.8916
LOW 0.8855
0.618 0.8756
1.000 0.8695
1.618 0.8596
2.618 0.8436
4.250 0.8175
Fisher Pivots for day following 30-Oct-2009
Pivot 1 day 3 day
R1 0.8935 0.8950
PP 0.8917 0.8926
S1 0.8898 0.8903

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

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