CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 04-Nov-2009
Day Change Summary
Previous Current
03-Nov-2009 04-Nov-2009 Change Change % Previous Week
Open 0.8967 0.8891 -0.0076 -0.8% 0.9060
High 0.8967 0.9014 0.0047 0.5% 0.9140
Low 0.8800 0.8847 0.0047 0.5% 0.8833
Close 0.8889 0.9019 0.0130 1.5% 0.8880
Range 0.0167 0.0167 0.0000 0.0% 0.0307
ATR 0.0129 0.0132 0.0003 2.1% 0.0000
Volume 43 118 75 174.4% 876
Daily Pivots for day following 04-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9461 0.9407 0.9111
R3 0.9294 0.9240 0.9065
R2 0.9127 0.9127 0.9050
R1 0.9073 0.9073 0.9034 0.9100
PP 0.8960 0.8960 0.8960 0.8974
S1 0.8906 0.8906 0.9004 0.8933
S2 0.8793 0.8793 0.8988
S3 0.8626 0.8739 0.8973
S4 0.8459 0.8572 0.8927
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 0.9061 0.8800 0.0261 2.9% 0.0176 1.9% 84% False False 167
10 0.9161 0.8800 0.0361 4.0% 0.0151 1.7% 61% False False 145
20 0.9182 0.8799 0.0383 4.2% 0.0120 1.3% 57% False False 113
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 0.0025
Fibonacci Retracements and Extensions
4.250 0.9724
2.618 0.9451
1.618 0.9284
1.000 0.9181
0.618 0.9117
HIGH 0.9014
0.618 0.8950
0.500 0.8931
0.382 0.8911
LOW 0.8847
0.618 0.8744
1.000 0.8680
1.618 0.8577
2.618 0.8410
4.250 0.8137
Fisher Pivots for day following 04-Nov-2009
Pivot 1 day 3 day
R1 0.8990 0.8982
PP 0.8960 0.8944
S1 0.8931 0.8907

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

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