CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 27-Nov-2009
Day Change Summary
Previous Current
25-Nov-2009 27-Nov-2009 Change Change % Previous Week
Open 0.9119 0.9184 0.0065 0.7% 0.9038
High 0.9218 0.9184 -0.0034 -0.4% 0.9218
Low 0.9119 0.8853 -0.0266 -2.9% 0.8853
Close 0.9212 0.8969 -0.0243 -2.6% 0.8969
Range 0.0099 0.0331 0.0232 234.3% 0.0365
ATR 0.0119 0.0136 0.0017 14.5% 0.0000
Volume 734 962 228 31.1% 3,123
Daily Pivots for day following 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9995 0.9813 0.9151
R3 0.9664 0.9482 0.9060
R2 0.9333 0.9333 0.9030
R1 0.9151 0.9151 0.8999 0.9077
PP 0.9002 0.9002 0.9002 0.8965
S1 0.8820 0.8820 0.8939 0.8746
S2 0.8671 0.8671 0.8908
S3 0.8340 0.8489 0.8878
S4 0.8009 0.8158 0.8787
Weekly Pivots for week ending 27-Nov-2009
Classic Woodie Camarilla DeMark
R4 1.0108 0.9904 0.9170
R3 0.9743 0.9539 0.9069
R2 0.9378 0.9378 0.9036
R1 0.9174 0.9174 0.9002 0.9094
PP 0.9013 0.9013 0.9013 0.8973
S1 0.8809 0.8809 0.8936 0.8729
S2 0.8648 0.8648 0.8902
S3 0.8283 0.8444 0.8869
S4 0.7918 0.8079 0.8768
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9218 0.8853 0.0365 4.1% 0.0162 1.8% 32% False True 674
10 0.9288 0.8853 0.0435 4.9% 0.0131 1.5% 27% False True 596
20 0.9288 0.8800 0.0488 5.4% 0.0125 1.4% 35% False False 630
40 0.9288 0.8448 0.0840 9.4% 0.0116 1.3% 62% False False 383
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0007
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 1.0591
2.618 1.0051
1.618 0.9720
1.000 0.9515
0.618 0.9389
HIGH 0.9184
0.618 0.9058
0.500 0.9019
0.382 0.8979
LOW 0.8853
0.618 0.8648
1.000 0.8522
1.618 0.8317
2.618 0.7986
4.250 0.7446
Fisher Pivots for day following 27-Nov-2009
Pivot 1 day 3 day
R1 0.9019 0.9036
PP 0.9002 0.9013
S1 0.8986 0.8991

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

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