CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 01-Apr-2010
Day Change Summary
Previous Current
31-Mar-2010 01-Apr-2010 Change Change % Previous Week
Open 0.9010 0.8983 -0.0027 -0.3% 0.8966
High 0.9033 0.9046 0.0013 0.1% 0.9011
Low 0.8972 0.8983 0.0011 0.1% 0.8832
Close 0.8997 0.9021 0.0024 0.3% 0.8847
Range 0.0061 0.0063 0.0002 3.3% 0.0179
ATR 0.0063 0.0063 0.0000 0.0% 0.0000
Volume 68 77 9 13.2% 363
Daily Pivots for day following 01-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9206 0.9176 0.9056
R3 0.9143 0.9113 0.9038
R2 0.9080 0.9080 0.9033
R1 0.9050 0.9050 0.9027 0.9065
PP 0.9017 0.9017 0.9017 0.9024
S1 0.8987 0.8987 0.9015 0.9002
S2 0.8954 0.8954 0.9009
S3 0.8891 0.8924 0.9004
S4 0.8828 0.8861 0.8986
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 0.9046 0.8832 0.0214 2.4% 0.0079 0.9% 88% True False 137
10 0.9046 0.8832 0.0214 2.4% 0.0073 0.8% 88% True False 105
20 0.9055 0.8832 0.0223 2.5% 0.0047 0.5% 85% False False 87
40 0.9055 0.8441 0.0614 6.8% 0.0024 0.3% 94% False False 47
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 0.0010
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9314
2.618 0.9211
1.618 0.9148
1.000 0.9109
0.618 0.9085
HIGH 0.9046
0.618 0.9022
0.500 0.9015
0.382 0.9007
LOW 0.8983
0.618 0.8944
1.000 0.8920
1.618 0.8881
2.618 0.8818
4.250 0.8715
Fisher Pivots for day following 01-Apr-2010
Pivot 1 day 3 day
R1 0.9019 0.9017
PP 0.9017 0.9013
S1 0.9015 0.9009

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

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