CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 23-Nov-2009
Day Change Summary
Previous Current
20-Nov-2009 23-Nov-2009 Change Change % Previous Week
Open 0.9079 0.9038 -0.0041 -0.5% 0.9216
High 0.9107 0.9169 0.0062 0.7% 0.9288
Low 0.8975 0.9037 0.0062 0.7% 0.8975
Close 0.9035 0.9145 0.0110 1.2% 0.9035
Range 0.0132 0.0132 0.0000 0.0% 0.0313
ATR 0.0118 0.0119 0.0001 1.0% 0.0000
Volume 251 701 450 179.3% 2,345
Daily Pivots for day following 23-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9513 0.9461 0.9218
R3 0.9381 0.9329 0.9181
R2 0.9249 0.9249 0.9169
R1 0.9197 0.9197 0.9157 0.9223
PP 0.9117 0.9117 0.9117 0.9130
S1 0.9065 0.9065 0.9133 0.9091
S2 0.8985 0.8985 0.9121
S3 0.8853 0.8933 0.9109
S4 0.8721 0.8801 0.9072
Weekly Pivots for week ending 20-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0038 0.9850 0.9207
R3 0.9725 0.9537 0.9121
R2 0.9412 0.9412 0.9092
R1 0.9224 0.9224 0.9064 0.9162
PP 0.9099 0.9099 0.9099 0.9068
S1 0.8911 0.8911 0.9006 0.8849
S2 0.8786 0.8786 0.8978
S3 0.8473 0.8598 0.8949
S4 0.8160 0.8285 0.8863
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9235 0.8975 0.0260 2.8% 0.0116 1.3% 65% False False 548
10 0.9288 0.8975 0.0313 3.4% 0.0101 1.1% 54% False False 949
20 0.9288 0.8800 0.0488 5.3% 0.0124 1.4% 71% False False 546
40 0.9288 0.8448 0.0840 9.2% 0.0110 1.2% 83% False False 327
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 0.0012
Fibonacci Retracements and Extensions
4.250 0.9730
2.618 0.9515
1.618 0.9383
1.000 0.9301
0.618 0.9251
HIGH 0.9169
0.618 0.9119
0.500 0.9103
0.382 0.9087
LOW 0.9037
0.618 0.8955
1.000 0.8905
1.618 0.8823
2.618 0.8691
4.250 0.8476
Fisher Pivots for day following 23-Nov-2009
Pivot 1 day 3 day
R1 0.9131 0.9123
PP 0.9117 0.9101
S1 0.9103 0.9080

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

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