CME Australian Dollar Future March 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 0.9234 0.9155 -0.0079 -0.9% 0.8923
High 0.9247 0.9209 -0.0038 -0.4% 0.9204
Low 0.9111 0.9130 0.0019 0.2% 0.8873
Close 0.9152 0.9177 0.0025 0.3% 0.9179
Range 0.0136 0.0079 -0.0057 -41.9% 0.0331
ATR 0.0122 0.0119 -0.0003 -2.5% 0.0000
Volume 56,788 90,462 33,674 59.3% 300,034
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9409 0.9372 0.9220
R3 0.9330 0.9293 0.9199
R2 0.9251 0.9251 0.9191
R1 0.9214 0.9214 0.9184 0.9233
PP 0.9172 0.9172 0.9172 0.9181
S1 0.9135 0.9135 0.9170 0.9154
S2 0.9093 0.9093 0.9163
S3 0.9014 0.9056 0.9155
S4 0.8935 0.8977 0.9134
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 1.0078 0.9960 0.9361
R3 0.9747 0.9629 0.9270
R2 0.9416 0.9416 0.9240
R1 0.9298 0.9298 0.9209 0.9357
PP 0.9085 0.9085 0.9085 0.9115
S1 0.8967 0.8967 0.9149 0.9026
S2 0.8754 0.8754 0.9118
S3 0.8423 0.8636 0.9088
S4 0.8092 0.8305 0.8997
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9264 0.9062 0.0202 2.2% 0.0100 1.1% 57% False False 72,594
10 0.9264 0.8787 0.0477 5.2% 0.0112 1.2% 82% False False 57,961
20 0.9264 0.8665 0.0599 6.5% 0.0112 1.2% 85% False False 60,666
40 0.9288 0.8665 0.0623 6.8% 0.0118 1.3% 82% False False 32,435
60 0.9288 0.8665 0.0623 6.8% 0.0120 1.3% 82% False False 21,672
80 0.9288 0.8448 0.0840 9.2% 0.0111 1.2% 87% False False 16,275
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9545
2.618 0.9416
1.618 0.9337
1.000 0.9288
0.618 0.9258
HIGH 0.9209
0.618 0.9179
0.500 0.9170
0.382 0.9160
LOW 0.9130
0.618 0.9081
1.000 0.9051
1.618 0.9002
2.618 0.8923
4.250 0.8794
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 0.9175 0.9188
PP 0.9172 0.9184
S1 0.9170 0.9181

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

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