CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 15-Dec-2009
Day Change Summary
Previous Current
14-Dec-2009 15-Dec-2009 Change Change % Previous Week
Open 0.9021 0.9073 0.0052 0.6% 0.9067
High 0.9090 0.9080 -0.0010 -0.1% 0.9121
Low 0.8967 0.8949 -0.0018 -0.2% 0.8927
Close 0.9080 0.8980 -0.0100 -1.1% 0.9022
Range 0.0123 0.0131 0.0008 6.5% 0.0194
ATR 0.0130 0.0130 0.0000 0.0% 0.0000
Volume 80,735 64,798 -15,937 -19.7% 177,528
Daily Pivots for day following 15-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9396 0.9319 0.9052
R3 0.9265 0.9188 0.9016
R2 0.9134 0.9134 0.9004
R1 0.9057 0.9057 0.8992 0.9030
PP 0.9003 0.9003 0.9003 0.8990
S1 0.8926 0.8926 0.8968 0.8899
S2 0.8872 0.8872 0.8956
S3 0.8741 0.8795 0.8944
S4 0.8610 0.8664 0.8908
Weekly Pivots for week ending 11-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9605 0.9508 0.9129
R3 0.9411 0.9314 0.9075
R2 0.9217 0.9217 0.9058
R1 0.9120 0.9120 0.9040 0.9072
PP 0.9023 0.9023 0.9023 0.8999
S1 0.8926 0.8926 0.9004 0.8878
S2 0.8829 0.8829 0.8986
S3 0.8635 0.8732 0.8969
S4 0.8441 0.8538 0.8915
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9121 0.8927 0.0194 2.2% 0.0119 1.3% 27% False False 59,591
10 0.9227 0.8927 0.0300 3.3% 0.0123 1.4% 18% False False 33,029
20 0.9235 0.8853 0.0382 4.3% 0.0131 1.5% 33% False False 17,087
40 0.9288 0.8800 0.0488 5.4% 0.0126 1.4% 37% False False 8,761
60 0.9288 0.8448 0.0840 9.4% 0.0115 1.3% 63% False False 5,873
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 0.0032
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9637
2.618 0.9423
1.618 0.9292
1.000 0.9211
0.618 0.9161
HIGH 0.9080
0.618 0.9030
0.500 0.9015
0.382 0.8999
LOW 0.8949
0.618 0.8868
1.000 0.8818
1.618 0.8737
2.618 0.8606
4.250 0.8392
Fisher Pivots for day following 15-Dec-2009
Pivot 1 day 3 day
R1 0.9015 0.9035
PP 0.9003 0.9017
S1 0.8992 0.8998

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

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