CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 23-Dec-2009
Day Change Summary
Previous Current
22-Dec-2009 23-Dec-2009 Change Change % Previous Week
Open 0.8718 0.8676 -0.0042 -0.5% 0.9021
High 0.8758 0.8746 -0.0012 -0.1% 0.9090
Low 0.8675 0.8665 -0.0010 -0.1% 0.8731
Close 0.8696 0.8729 0.0033 0.4% 0.8820
Range 0.0083 0.0081 -0.0002 -2.4% 0.0359
ATR 0.0131 0.0127 -0.0004 -2.7% 0.0000
Volume 47,083 44,348 -2,735 -5.8% 386,097
Daily Pivots for day following 23-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.8956 0.8924 0.8774
R3 0.8875 0.8843 0.8751
R2 0.8794 0.8794 0.8744
R1 0.8762 0.8762 0.8736 0.8778
PP 0.8713 0.8713 0.8713 0.8722
S1 0.8681 0.8681 0.8722 0.8697
S2 0.8632 0.8632 0.8714
S3 0.8551 0.8600 0.8707
S4 0.8470 0.8519 0.8684
Weekly Pivots for week ending 18-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9957 0.9748 0.9017
R3 0.9598 0.9389 0.8919
R2 0.9239 0.9239 0.8886
R1 0.9030 0.9030 0.8853 0.8955
PP 0.8880 0.8880 0.8880 0.8843
S1 0.8671 0.8671 0.8787 0.8596
S2 0.8521 0.8521 0.8754
S3 0.8162 0.8312 0.8721
S4 0.7803 0.7953 0.8623
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8986 0.8665 0.0321 3.7% 0.0108 1.2% 20% False True 66,399
10 0.9121 0.8665 0.0456 5.2% 0.0114 1.3% 14% False True 62,995
20 0.9227 0.8665 0.0562 6.4% 0.0129 1.5% 11% False True 33,550
40 0.9288 0.8665 0.0623 7.1% 0.0126 1.4% 10% False True 17,048
60 0.9288 0.8448 0.0840 9.6% 0.0116 1.3% 33% False False 11,401
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0026
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9090
2.618 0.8958
1.618 0.8877
1.000 0.8827
0.618 0.8796
HIGH 0.8746
0.618 0.8715
0.500 0.8706
0.382 0.8696
LOW 0.8665
0.618 0.8615
1.000 0.8584
1.618 0.8534
2.618 0.8453
4.250 0.8321
Fisher Pivots for day following 23-Dec-2009
Pivot 1 day 3 day
R1 0.8721 0.8751
PP 0.8713 0.8743
S1 0.8706 0.8736

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

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