CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 31-Mar-2010
Day Change Summary
Previous Current
30-Mar-2010 31-Mar-2010 Change Change % Previous Week
Open 0.8993 0.9010 0.0017 0.2% 0.8966
High 0.9033 0.9033 0.0000 0.0% 0.9011
Low 0.8993 0.8972 -0.0021 -0.2% 0.8832
Close 0.9013 0.8997 -0.0016 -0.2% 0.8847
Range 0.0040 0.0061 0.0021 52.5% 0.0179
ATR 0.0063 0.0063 0.0000 -0.3% 0.0000
Volume 255 68 -187 -73.3% 363
Daily Pivots for day following 31-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9184 0.9151 0.9031
R3 0.9123 0.9090 0.9014
R2 0.9062 0.9062 0.9008
R1 0.9029 0.9029 0.9003 0.9015
PP 0.9001 0.9001 0.9001 0.8994
S1 0.8968 0.8968 0.8991 0.8954
S2 0.8940 0.8940 0.8986
S3 0.8879 0.8907 0.8980
S4 0.8818 0.8846 0.8963
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 0.9033 0.8832 0.0201 2.2% 0.0080 0.9% 82% True False 130
10 0.9043 0.8832 0.0211 2.3% 0.0071 0.8% 78% False False 113
20 0.9055 0.8815 0.0240 2.7% 0.0044 0.5% 76% False False 83
40 0.9055 0.8441 0.0614 6.8% 0.0022 0.2% 91% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0012
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9292
2.618 0.9193
1.618 0.9132
1.000 0.9094
0.618 0.9071
HIGH 0.9033
0.618 0.9010
0.500 0.9003
0.382 0.8995
LOW 0.8972
0.618 0.8934
1.000 0.8911
1.618 0.8873
2.618 0.8812
4.250 0.8713
Fisher Pivots for day following 31-Mar-2010
Pivot 1 day 3 day
R1 0.9003 0.8981
PP 0.9001 0.8966
S1 0.8999 0.8950

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

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