CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 22-Mar-2010
Day Change Summary
Previous Current
19-Mar-2010 22-Mar-2010 Change Change % Previous Week
Open 0.9037 0.8966 -0.0071 -0.8% 0.8948
High 0.9037 0.8994 -0.0043 -0.5% 0.9055
Low 0.8964 0.8920 -0.0044 -0.5% 0.8909
Close 0.8979 0.8994 0.0015 0.2% 0.8979
Range 0.0073 0.0074 0.0001 1.4% 0.0146
ATR 0.0048 0.0050 0.0002 3.9% 0.0000
Volume 89 80 -9 -10.1% 699
Daily Pivots for day following 22-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9191 0.9167 0.9035
R3 0.9117 0.9093 0.9014
R2 0.9043 0.9043 0.9008
R1 0.9019 0.9019 0.9001 0.9031
PP 0.8969 0.8969 0.8969 0.8976
S1 0.8945 0.8945 0.8987 0.8957
S2 0.8895 0.8895 0.8980
S3 0.8821 0.8871 0.8974
S4 0.8747 0.8797 0.8953
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 0.8920 0.0135 1.5% 0.0063 0.7% 55% False True 148
10 0.9055 0.8909 0.0146 1.6% 0.0036 0.4% 58% False False 85
20 0.9055 0.8680 0.0375 4.2% 0.0018 0.2% 84% False False 45
40 0.9055 0.8441 0.0614 6.8% 0.0009 0.1% 90% False False 26
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 0.0008
Widest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 0.9309
2.618 0.9188
1.618 0.9114
1.000 0.9068
0.618 0.9040
HIGH 0.8994
0.618 0.8966
0.500 0.8957
0.382 0.8948
LOW 0.8920
0.618 0.8874
1.000 0.8846
1.618 0.8800
2.618 0.8726
4.250 0.8606
Fisher Pivots for day following 22-Mar-2010
Pivot 1 day 3 day
R1 0.8982 0.8990
PP 0.8969 0.8986
S1 0.8957 0.8982

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

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