CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 08-Dec-2009
Day Change Summary
Previous Current
07-Dec-2009 08-Dec-2009 Change Change % Previous Week
Open 0.9067 0.9052 -0.0015 -0.2% 0.9009
High 0.9097 0.9075 -0.0022 -0.2% 0.9227
Low 0.8945 0.8929 -0.0016 -0.2% 0.9006
Close 0.9030 0.8934 -0.0096 -1.1% 0.9018
Range 0.0152 0.0146 -0.0006 -3.9% 0.0221
ATR 0.0134 0.0135 0.0001 0.6% 0.0000
Volume 9,191 15,914 6,723 73.1% 13,535
Daily Pivots for day following 08-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9417 0.9322 0.9014
R3 0.9271 0.9176 0.8974
R2 0.9125 0.9125 0.8961
R1 0.9030 0.9030 0.8947 0.9005
PP 0.8979 0.8979 0.8979 0.8967
S1 0.8884 0.8884 0.8921 0.8859
S2 0.8833 0.8833 0.8907
S3 0.8687 0.8738 0.8894
S4 0.8541 0.8592 0.8854
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 0.8929 0.0298 3.3% 0.0127 1.4% 2% False True 6,468
10 0.9227 0.8853 0.0374 4.2% 0.0144 1.6% 22% False False 4,106
20 0.9288 0.8853 0.0435 4.9% 0.0122 1.4% 19% False False 2,527
40 0.9288 0.8800 0.0488 5.5% 0.0122 1.4% 27% False False 1,324
Crabel Price Patterns
NR True
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 0.0023
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9696
2.618 0.9457
1.618 0.9311
1.000 0.9221
0.618 0.9165
HIGH 0.9075
0.618 0.9019
0.500 0.9002
0.382 0.8985
LOW 0.8929
0.618 0.8839
1.000 0.8783
1.618 0.8693
2.618 0.8547
4.250 0.8309
Fisher Pivots for day following 08-Dec-2009
Pivot 1 day 3 day
R1 0.9002 0.9066
PP 0.8979 0.9022
S1 0.8957 0.8978

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

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