CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 17-Dec-2009
Day Change Summary
Previous Current
16-Dec-2009 17-Dec-2009 Change Change % Previous Week
Open 0.8982 0.8923 -0.0059 -0.7% 0.9067
High 0.8986 0.8928 -0.0058 -0.6% 0.9121
Low 0.8874 0.8767 -0.0107 -1.2% 0.8927
Close 0.8914 0.8792 -0.0122 -1.4% 0.9022
Range 0.0112 0.0161 0.0049 43.8% 0.0194
ATR 0.0129 0.0131 0.0002 1.8% 0.0000
Volume 65,459 86,233 20,774 31.7% 177,528
Daily Pivots for day following 17-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9312 0.9213 0.8881
R3 0.9151 0.9052 0.8836
R2 0.8990 0.8990 0.8822
R1 0.8891 0.8891 0.8807 0.8860
PP 0.8829 0.8829 0.8829 0.8814
S1 0.8730 0.8730 0.8777 0.8699
S2 0.8668 0.8668 0.8762
S3 0.8507 0.8569 0.8748
S4 0.8346 0.8408 0.8703
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 0.8767 0.0354 4.0% 0.0129 1.5% 7% False True 74,049
10 0.9202 0.8767 0.0435 4.9% 0.0135 1.5% 6% False True 47,691
20 0.9227 0.8767 0.0460 5.2% 0.0136 1.5% 5% False True 24,601
40 0.9288 0.8767 0.0521 5.9% 0.0128 1.5% 5% False True 12,551
60 0.9288 0.8448 0.0840 9.6% 0.0117 1.3% 41% False False 8,400
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 0.0028
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 0.9612
2.618 0.9349
1.618 0.9188
1.000 0.9089
0.618 0.9027
HIGH 0.8928
0.618 0.8866
0.500 0.8848
0.382 0.8829
LOW 0.8767
0.618 0.8668
1.000 0.8606
1.618 0.8507
2.618 0.8346
4.250 0.8083
Fisher Pivots for day following 17-Dec-2009
Pivot 1 day 3 day
R1 0.8848 0.8924
PP 0.8829 0.8880
S1 0.8811 0.8836

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

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