CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 0.8949 0.9008 0.0059 0.7% 0.8950
High 0.8998 0.9055 0.0057 0.6% 0.8969
Low 0.8934 0.8995 0.0061 0.7% 0.8940
Close 0.8988 0.9050 0.0062 0.7% 0.8969
Range 0.0064 0.0060 -0.0004 -6.3% 0.0029
ATR 0.0044 0.0045 0.0002 3.8% 0.0000
Volume 172 241 69 40.1% 85
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9213 0.9192 0.9083
R3 0.9153 0.9132 0.9067
R2 0.9093 0.9093 0.9061
R1 0.9072 0.9072 0.9056 0.9083
PP 0.9033 0.9033 0.9033 0.9039
S1 0.9012 0.9012 0.9045 0.9023
S2 0.8973 0.8973 0.9039
S3 0.8913 0.8952 0.9034
S4 0.8853 0.8892 0.9017
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 0.9055 0.8909 0.0146 1.6% 0.0034 0.4% 97% True False 104
10 0.9055 0.8815 0.0240 2.7% 0.0017 0.2% 98% True False 54
20 0.9055 0.8680 0.0375 4.1% 0.0009 0.1% 99% True False 30
40 0.9055 0.8441 0.0614 6.8% 0.0004 0.0% 99% True False 18
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9310
2.618 0.9212
1.618 0.9152
1.000 0.9115
0.618 0.9092
HIGH 0.9055
0.618 0.9032
0.500 0.9025
0.382 0.9018
LOW 0.8995
0.618 0.8958
1.000 0.8935
1.618 0.8898
2.618 0.8838
4.250 0.8740
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 0.9042 0.9027
PP 0.9033 0.9005
S1 0.9025 0.8982

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

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