CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 05-Nov-2009
Day Change Summary
Previous Current
04-Nov-2009 05-Nov-2009 Change Change % Previous Week
Open 0.8891 0.8958 0.0067 0.8% 0.9060
High 0.9014 0.9000 -0.0014 -0.2% 0.9140
Low 0.8847 0.8914 0.0067 0.8% 0.8833
Close 0.9019 0.8984 -0.0035 -0.4% 0.8880
Range 0.0167 0.0086 -0.0081 -48.5% 0.0307
ATR 0.0132 0.0130 -0.0002 -1.5% 0.0000
Volume 118 234 116 98.3% 876
Daily Pivots for day following 05-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9224 0.9190 0.9031
R3 0.9138 0.9104 0.9008
R2 0.9052 0.9052 0.9000
R1 0.9018 0.9018 0.8992 0.9035
PP 0.8966 0.8966 0.8966 0.8975
S1 0.8932 0.8932 0.8976 0.8949
S2 0.8880 0.8880 0.8968
S3 0.8794 0.8846 0.8960
S4 0.8708 0.8760 0.8937
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 0.9015 0.8800 0.0215 2.4% 0.0147 1.6% 86% False False 110
10 0.9155 0.8800 0.0355 4.0% 0.0151 1.7% 52% False False 142
20 0.9182 0.8800 0.0382 4.3% 0.0118 1.3% 48% False False 123
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0027
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9366
2.618 0.9225
1.618 0.9139
1.000 0.9086
0.618 0.9053
HIGH 0.9000
0.618 0.8967
0.500 0.8957
0.382 0.8947
LOW 0.8914
0.618 0.8861
1.000 0.8828
1.618 0.8775
2.618 0.8689
4.250 0.8549
Fisher Pivots for day following 05-Nov-2009
Pivot 1 day 3 day
R1 0.8975 0.8958
PP 0.8966 0.8933
S1 0.8957 0.8907

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

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