CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 26-Mar-2010
Day Change Summary
Previous Current
25-Mar-2010 26-Mar-2010 Change Change % Previous Week
Open 0.8920 0.8903 -0.0017 -0.2% 0.8966
High 0.8967 0.8928 -0.0039 -0.4% 0.9011
Low 0.8898 0.8832 -0.0066 -0.7% 0.8832
Close 0.8911 0.8847 -0.0064 -0.7% 0.8847
Range 0.0069 0.0096 0.0027 39.1% 0.0179
ATR 0.0054 0.0057 0.0003 5.5% 0.0000
Volume 42 87 45 107.1% 363
Daily Pivots for day following 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9157 0.9098 0.8900
R3 0.9061 0.9002 0.8873
R2 0.8965 0.8965 0.8865
R1 0.8906 0.8906 0.8856 0.8888
PP 0.8869 0.8869 0.8869 0.8860
S1 0.8810 0.8810 0.8838 0.8792
S2 0.8773 0.8773 0.8829
S3 0.8677 0.8714 0.8821
S4 0.8581 0.8618 0.8794
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9434 0.9319 0.8945
R3 0.9255 0.9140 0.8896
R2 0.9076 0.9076 0.8880
R1 0.8961 0.8961 0.8863 0.8929
PP 0.8897 0.8897 0.8897 0.8881
S1 0.8782 0.8782 0.8831 0.8750
S2 0.8718 0.8718 0.8814
S3 0.8539 0.8603 0.8798
S4 0.8360 0.8424 0.8749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9011 0.8832 0.0179 2.0% 0.0071 0.8% 8% False True 72
10 0.9055 0.8832 0.0223 2.5% 0.0064 0.7% 7% False True 106
20 0.9055 0.8810 0.0245 2.8% 0.0032 0.4% 15% False False 57
40 0.9055 0.8441 0.0614 6.9% 0.0016 0.2% 66% False False 33
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 0.0013
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 0.9336
2.618 0.9179
1.618 0.9083
1.000 0.9024
0.618 0.8987
HIGH 0.8928
0.618 0.8891
0.500 0.8880
0.382 0.8869
LOW 0.8832
0.618 0.8773
1.000 0.8736
1.618 0.8677
2.618 0.8581
4.250 0.8424
Fisher Pivots for day following 26-Mar-2010
Pivot 1 day 3 day
R1 0.8880 0.8900
PP 0.8869 0.8882
S1 0.8858 0.8865

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

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