CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 04-Dec-2009
Day Change Summary
Previous Current
03-Dec-2009 04-Dec-2009 Change Change % Previous Week
Open 0.9170 0.9137 -0.0033 -0.4% 0.9009
High 0.9227 0.9202 -0.0025 -0.3% 0.9227
Low 0.9140 0.9017 -0.0123 -1.3% 0.9006
Close 0.9182 0.9018 -0.0164 -1.8% 0.9018
Range 0.0087 0.0185 0.0098 112.6% 0.0221
ATR 0.0129 0.0133 0.0004 3.1% 0.0000
Volume 2,393 2,159 -234 -9.8% 13,535
Daily Pivots for day following 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9634 0.9511 0.9120
R3 0.9449 0.9326 0.9069
R2 0.9264 0.9264 0.9052
R1 0.9141 0.9141 0.9035 0.9110
PP 0.9079 0.9079 0.9079 0.9064
S1 0.8956 0.8956 0.9001 0.8925
S2 0.8894 0.8894 0.8984
S3 0.8709 0.8771 0.8967
S4 0.8524 0.8586 0.8916
Weekly Pivots for week ending 04-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9747 0.9603 0.9140
R3 0.9526 0.9382 0.9079
R2 0.9305 0.9305 0.9059
R1 0.9161 0.9161 0.9038 0.9233
PP 0.9084 0.9084 0.9084 0.9120
S1 0.8940 0.8940 0.8998 0.9012
S2 0.8863 0.8863 0.8977
S3 0.8642 0.8719 0.8957
S4 0.8421 0.8498 0.8896
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9227 0.9006 0.0221 2.5% 0.0119 1.3% 5% False False 2,707
10 0.9227 0.8853 0.0374 4.1% 0.0140 1.6% 44% False False 1,690
20 0.9288 0.8853 0.0435 4.8% 0.0118 1.3% 38% False False 1,280
40 0.9288 0.8800 0.0488 5.4% 0.0118 1.3% 45% False False 701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9988
2.618 0.9686
1.618 0.9501
1.000 0.9387
0.618 0.9316
HIGH 0.9202
0.618 0.9131
0.500 0.9110
0.382 0.9088
LOW 0.9017
0.618 0.8903
1.000 0.8832
1.618 0.8718
2.618 0.8533
4.250 0.8231
Fisher Pivots for day following 04-Dec-2009
Pivot 1 day 3 day
R1 0.9110 0.9122
PP 0.9079 0.9087
S1 0.9049 0.9053

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

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