CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 30-Nov-2009
Day Change Summary
Previous Current
27-Nov-2009 30-Nov-2009 Change Change % Previous Week
Open 0.9184 0.9009 -0.0175 -1.9% 0.9038
High 0.9184 0.9096 -0.0088 -1.0% 0.9218
Low 0.8853 0.9006 0.0153 1.7% 0.8853
Close 0.8969 0.9045 0.0076 0.8% 0.8969
Range 0.0331 0.0090 -0.0241 -72.8% 0.0365
ATR 0.0136 0.0135 -0.0001 -0.5% 0.0000
Volume 962 4,017 3,055 317.6% 3,123
Daily Pivots for day following 30-Nov-2009
Classic Woodie Camarilla DeMark
R4 0.9319 0.9272 0.9095
R3 0.9229 0.9182 0.9070
R2 0.9139 0.9139 0.9062
R1 0.9092 0.9092 0.9053 0.9116
PP 0.9049 0.9049 0.9049 0.9061
S1 0.9002 0.9002 0.9037 0.9026
S2 0.8959 0.8959 0.9029
S3 0.8869 0.8912 0.9020
S4 0.8779 0.8822 0.8996
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 4.0% 0.0154 1.7% 53% False False 1,428
10 0.9288 0.8853 0.0435 4.8% 0.0130 1.4% 44% False False 948
20 0.9288 0.8800 0.0488 5.4% 0.0121 1.3% 50% False False 827
40 0.9288 0.8552 0.0736 8.1% 0.0115 1.3% 67% False False 482
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 0.0008
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9479
2.618 0.9332
1.618 0.9242
1.000 0.9186
0.618 0.9152
HIGH 0.9096
0.618 0.9062
0.500 0.9051
0.382 0.9040
LOW 0.9006
0.618 0.8950
1.000 0.8916
1.618 0.8860
2.618 0.8770
4.250 0.8624
Fisher Pivots for day following 30-Nov-2009
Pivot 1 day 3 day
R1 0.9051 0.9042
PP 0.9049 0.9039
S1 0.9047 0.9036

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

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