CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 13-Jan-2010
Day Change Summary
Previous Current
12-Jan-2010 13-Jan-2010 Change Change % Previous Week
Open 0.9133 0.9105 -0.0028 -0.3% 0.8815
High 0.9133 0.9105 -0.0028 -0.3% 0.9099
Low 0.9018 0.9056 0.0038 0.4% 0.8787
Close 0.9056 0.9081 0.0025 0.3% 0.9083
Range 0.0115 0.0049 -0.0066 -57.4% 0.0312
ATR 0.0087 0.0084 -0.0003 -3.1% 0.0000
Volume 837 95 -742 -88.6% 3,183
Daily Pivots for day following 13-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9228 0.9203 0.9108
R3 0.9179 0.9154 0.9094
R2 0.9130 0.9130 0.9090
R1 0.9105 0.9105 0.9085 0.9093
PP 0.9081 0.9081 0.9081 0.9075
S1 0.9056 0.9056 0.9077 0.9044
S2 0.9032 0.9032 0.9072
S3 0.8983 0.9007 0.9068
S4 0.8934 0.8958 0.9054
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9926 0.9816 0.9255
R3 0.9614 0.9504 0.9169
R2 0.9302 0.9302 0.9140
R1 0.9192 0.9192 0.9112 0.9247
PP 0.8990 0.8990 0.8990 0.9017
S1 0.8880 0.8880 0.9054 0.8935
S2 0.8678 0.8678 0.9026
S3 0.8366 0.8568 0.8997
S4 0.8054 0.8256 0.8911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9157 0.8974 0.0183 2.0% 0.0081 0.9% 58% False False 1,024
10 0.9157 0.8762 0.0395 4.3% 0.0077 0.9% 81% False False 549
20 0.9157 0.8581 0.0576 6.3% 0.0069 0.8% 87% False False 297
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
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 0.9313
2.618 0.9233
1.618 0.9184
1.000 0.9154
0.618 0.9135
HIGH 0.9105
0.618 0.9086
0.500 0.9081
0.382 0.9075
LOW 0.9056
0.618 0.9026
1.000 0.9007
1.618 0.8977
2.618 0.8928
4.250 0.8848
Fisher Pivots for day following 13-Jan-2010
Pivot 1 day 3 day
R1 0.9081 0.9088
PP 0.9081 0.9085
S1 0.9081 0.9083

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

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