CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 23-Mar-2010
Day Change Summary
Previous Current
22-Mar-2010 23-Mar-2010 Change Change % Previous Week
Open 0.8966 0.8968 0.0002 0.0% 0.8948
High 0.8994 0.9011 0.0017 0.2% 0.9055
Low 0.8920 0.8962 0.0042 0.5% 0.8909
Close 0.8994 0.8995 0.0001 0.0% 0.8979
Range 0.0074 0.0049 -0.0025 -33.8% 0.0146
ATR 0.0050 0.0050 0.0000 -0.1% 0.0000
Volume 80 41 -39 -48.8% 699
Daily Pivots for day following 23-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9136 0.9115 0.9022
R3 0.9087 0.9066 0.9008
R2 0.9038 0.9038 0.9004
R1 0.9017 0.9017 0.8999 0.9028
PP 0.8989 0.8989 0.8989 0.8995
S1 0.8968 0.8968 0.8991 0.8979
S2 0.8940 0.8940 0.8986
S3 0.8891 0.8919 0.8982
S4 0.8842 0.8870 0.8968
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% 0.0060 0.7% 56% False False 122
10 0.9055 0.8909 0.0146 1.6% 0.0041 0.5% 59% False False 89
20 0.9055 0.8680 0.0375 4.2% 0.0020 0.2% 84% False False 46
40 0.9055 0.8441 0.0614 6.8% 0.0010 0.1% 90% False False 27
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 0.0008
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9219
2.618 0.9139
1.618 0.9090
1.000 0.9060
0.618 0.9041
HIGH 0.9011
0.618 0.8992
0.500 0.8987
0.382 0.8981
LOW 0.8962
0.618 0.8932
1.000 0.8913
1.618 0.8883
2.618 0.8834
4.250 0.8754
Fisher Pivots for day following 23-Mar-2010
Pivot 1 day 3 day
R1 0.8992 0.8990
PP 0.8989 0.8984
S1 0.8987 0.8979

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

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