CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 09-Apr-2010
Day Change Summary
Previous Current
08-Apr-2010 09-Apr-2010 Change Change % Previous Week
Open 0.9113 0.9120 0.0007 0.1% 0.9042
High 0.9115 0.9175 0.0060 0.7% 0.9175
Low 0.9059 0.9120 0.0061 0.7% 0.9016
Close 0.9123 0.9155 0.0032 0.4% 0.9155
Range 0.0056 0.0055 -0.0001 -1.8% 0.0159
ATR 0.0058 0.0058 0.0000 -0.4% 0.0000
Volume 77 54 -23 -29.9% 379
Daily Pivots for day following 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9315 0.9290 0.9185
R3 0.9260 0.9235 0.9170
R2 0.9205 0.9205 0.9165
R1 0.9180 0.9180 0.9160 0.9193
PP 0.9150 0.9150 0.9150 0.9156
S1 0.9125 0.9125 0.9150 0.9138
S2 0.9095 0.9095 0.9145
S3 0.9040 0.9070 0.9140
S4 0.8985 0.9015 0.9125
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9592 0.9533 0.9242
R3 0.9433 0.9374 0.9199
R2 0.9274 0.9274 0.9184
R1 0.9215 0.9215 0.9170 0.9245
PP 0.9115 0.9115 0.9115 0.9130
S1 0.9056 0.9056 0.9140 0.9086
S2 0.8956 0.8956 0.9126
S3 0.8797 0.8897 0.9111
S4 0.8638 0.8738 0.9068
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9175 0.9016 0.0159 1.7% 0.0051 0.6% 87% True False 75
10 0.9175 0.8867 0.0308 3.4% 0.0058 0.6% 94% True False 105
20 0.9175 0.8832 0.0343 3.7% 0.0061 0.7% 94% True False 105
40 0.9175 0.8680 0.0495 5.4% 0.0031 0.3% 96% True False 57
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 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9409
2.618 0.9319
1.618 0.9264
1.000 0.9230
0.618 0.9209
HIGH 0.9175
0.618 0.9154
0.500 0.9148
0.382 0.9141
LOW 0.9120
0.618 0.9086
1.000 0.9065
1.618 0.9031
2.618 0.8976
4.250 0.8886
Fisher Pivots for day following 09-Apr-2010
Pivot 1 day 3 day
R1 0.9153 0.9142
PP 0.9150 0.9130
S1 0.9148 0.9117

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

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