CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 03-Nov-2009
Day Change Summary
Previous Current
02-Nov-2009 03-Nov-2009 Change Change % Previous Week
Open 0.8835 0.8967 0.0132 1.5% 0.9060
High 0.8992 0.8967 -0.0025 -0.3% 0.9140
Low 0.8835 0.8800 -0.0035 -0.4% 0.8833
Close 0.8891 0.8889 -0.0002 0.0% 0.8880
Range 0.0157 0.0167 0.0010 6.4% 0.0307
ATR 0.0126 0.0129 0.0003 2.3% 0.0000
Volume 69 43 -26 -37.7% 876
Daily Pivots for day following 03-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9386 0.9305 0.8981
R3 0.9219 0.9138 0.8935
R2 0.9052 0.9052 0.8920
R1 0.8971 0.8971 0.8904 0.8928
PP 0.8885 0.8885 0.8885 0.8864
S1 0.8804 0.8804 0.8874 0.8761
S2 0.8718 0.8718 0.8858
S3 0.8551 0.8637 0.8843
S4 0.8384 0.8470 0.8797
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 0.9066 0.8800 0.0266 3.0% 0.0188 2.1% 33% False True 165
10 0.9182 0.8800 0.0382 4.3% 0.0144 1.6% 23% False True 136
20 0.9182 0.8738 0.0444 5.0% 0.0115 1.3% 34% False False 139
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 0.0021
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9677
2.618 0.9404
1.618 0.9237
1.000 0.9134
0.618 0.9070
HIGH 0.8967
0.618 0.8903
0.500 0.8884
0.382 0.8864
LOW 0.8800
0.618 0.8697
1.000 0.8633
1.618 0.8530
2.618 0.8363
4.250 0.8090
Fisher Pivots for day following 03-Nov-2009
Pivot 1 day 3 day
R1 0.8887 0.8908
PP 0.8885 0.8901
S1 0.8884 0.8895

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

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