CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 16-Mar-2010
Day Change Summary
Previous Current
15-Mar-2010 16-Mar-2010 Change Change % Previous Week
Open 0.8948 0.8949 0.0001 0.0% 0.8950
High 0.8955 0.8998 0.0043 0.5% 0.8969
Low 0.8909 0.8934 0.0025 0.3% 0.8940
Close 0.8945 0.8988 0.0043 0.5% 0.8969
Range 0.0046 0.0064 0.0018 39.1% 0.0029
ATR 0.0042 0.0044 0.0002 3.7% 0.0000
Volume 36 172 136 377.8% 85
Daily Pivots for day following 16-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9165 0.9141 0.9023
R3 0.9101 0.9077 0.9006
R2 0.9037 0.9037 0.9000
R1 0.9013 0.9013 0.8994 0.9025
PP 0.8973 0.8973 0.8973 0.8980
S1 0.8949 0.8949 0.8982 0.8961
S2 0.8909 0.8909 0.8976
S3 0.8845 0.8885 0.8970
S4 0.8781 0.8821 0.8953
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9046 0.9037 0.8985
R3 0.9017 0.9008 0.8977
R2 0.8988 0.8988 0.8974
R1 0.8979 0.8979 0.8972 0.8984
PP 0.8959 0.8959 0.8959 0.8962
S1 0.8950 0.8950 0.8966 0.8955
S2 0.8930 0.8930 0.8964
S3 0.8901 0.8921 0.8961
S4 0.8872 0.8892 0.8953
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8998 0.8909 0.0089 1.0% 0.0022 0.2% 89% True False 56
10 0.8998 0.8815 0.0183 2.0% 0.0011 0.1% 95% True False 30
20 0.8998 0.8680 0.0318 3.5% 0.0006 0.1% 97% True False 18
40 0.8998 0.8441 0.0557 6.2% 0.0003 0.0% 98% True False 12
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 True
Bear Hook False
Bull Hook False
Stretch 0.0002
Widest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 0.9270
2.618 0.9166
1.618 0.9102
1.000 0.9062
0.618 0.9038
HIGH 0.8998
0.618 0.8974
0.500 0.8966
0.382 0.8958
LOW 0.8934
0.618 0.8894
1.000 0.8870
1.618 0.8830
2.618 0.8766
4.250 0.8662
Fisher Pivots for day following 16-Mar-2010
Pivot 1 day 3 day
R1 0.8981 0.8977
PP 0.8973 0.8965
S1 0.8966 0.8954

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

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