CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 0.9008 0.9031 0.0023 0.3% 0.8950
High 0.9055 0.9043 -0.0012 -0.1% 0.8969
Low 0.8995 0.9000 0.0005 0.1% 0.8940
Close 0.9050 0.9035 -0.0015 -0.2% 0.8969
Range 0.0060 0.0043 -0.0017 -28.3% 0.0029
ATR 0.0045 0.0046 0.0000 0.7% 0.0000
Volume 241 161 -80 -33.2% 85
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9155 0.9138 0.9059
R3 0.9112 0.9095 0.9047
R2 0.9069 0.9069 0.9043
R1 0.9052 0.9052 0.9039 0.9061
PP 0.9026 0.9026 0.9026 0.9030
S1 0.9009 0.9009 0.9031 0.9018
S2 0.8983 0.8983 0.9027
S3 0.8940 0.8966 0.9023
S4 0.8897 0.8923 0.9011
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% 0.0043 0.5% 86% False False 129
10 0.9055 0.8888 0.0167 1.8% 0.0021 0.2% 88% False False 70
20 0.9055 0.8680 0.0375 4.2% 0.0011 0.1% 95% False False 37
40 0.9055 0.8441 0.0614 6.8% 0.0005 0.1% 97% False False 22
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9226
2.618 0.9156
1.618 0.9113
1.000 0.9086
0.618 0.9070
HIGH 0.9043
0.618 0.9027
0.500 0.9022
0.382 0.9016
LOW 0.9000
0.618 0.8973
1.000 0.8957
1.618 0.8930
2.618 0.8887
4.250 0.8817
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 0.9031 0.9022
PP 0.9026 0.9008
S1 0.9022 0.8995

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

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