CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 0.9031 0.9037 0.0006 0.1% 0.8948
High 0.9043 0.9037 -0.0006 -0.1% 0.9055
Low 0.9000 0.8964 -0.0036 -0.4% 0.8909
Close 0.9035 0.8979 -0.0056 -0.6% 0.8979
Range 0.0043 0.0073 0.0030 69.8% 0.0146
ATR 0.0046 0.0048 0.0002 4.2% 0.0000
Volume 161 89 -72 -44.7% 699
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9212 0.9169 0.9019
R3 0.9139 0.9096 0.8999
R2 0.9066 0.9066 0.8992
R1 0.9023 0.9023 0.8986 0.9008
PP 0.8993 0.8993 0.8993 0.8986
S1 0.8950 0.8950 0.8972 0.8935
S2 0.8920 0.8920 0.8966
S3 0.8847 0.8877 0.8959
S4 0.8774 0.8804 0.8939
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9419 0.9345 0.9059
R3 0.9273 0.9199 0.9019
R2 0.9127 0.9127 0.9006
R1 0.9053 0.9053 0.8992 0.9090
PP 0.8981 0.8981 0.8981 0.9000
S1 0.8907 0.8907 0.8966 0.8944
S2 0.8835 0.8835 0.8952
S3 0.8689 0.8761 0.8939
S4 0.8543 0.8615 0.8899
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% 0.0057 0.6% 48% False False 139
10 0.9055 0.8909 0.0146 1.6% 0.0029 0.3% 48% False False 78
20 0.9055 0.8680 0.0375 4.2% 0.0014 0.2% 80% False False 41
40 0.9055 0.8441 0.0614 6.8% 0.0007 0.1% 88% False False 24
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 False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 44 trading days
Fibonacci Retracements and Extensions
4.250 0.9347
2.618 0.9228
1.618 0.9155
1.000 0.9110
0.618 0.9082
HIGH 0.9037
0.618 0.9009
0.500 0.9001
0.382 0.8992
LOW 0.8964
0.618 0.8919
1.000 0.8891
1.618 0.8846
2.618 0.8773
4.250 0.8654
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 0.9001 0.9010
PP 0.8993 0.8999
S1 0.8986 0.8989

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

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