CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 25-Jan-2010
Day Change Summary
Previous Current
22-Jan-2010 25-Jan-2010 Change Change % Previous Week
Open 0.8880 0.8913 0.0033 0.4% 0.9025
High 0.8933 0.8913 -0.0020 -0.2% 0.9101
Low 0.8865 0.8889 0.0024 0.3% 0.8865
Close 0.8877 0.8909 0.0032 0.4% 0.8877
Range 0.0068 0.0024 -0.0044 -64.7% 0.0236
ATR 0.0092 0.0088 -0.0004 -4.3% 0.0000
Volume 35 46 11 31.4% 443
Daily Pivots for day following 25-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.8976 0.8966 0.8922
R3 0.8952 0.8942 0.8916
R2 0.8928 0.8928 0.8913
R1 0.8918 0.8918 0.8911 0.8911
PP 0.8904 0.8904 0.8904 0.8900
S1 0.8894 0.8894 0.8907 0.8887
S2 0.8880 0.8880 0.8905
S3 0.8856 0.8870 0.8902
S4 0.8832 0.8846 0.8896
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9656 0.9502 0.9007
R3 0.9420 0.9266 0.8942
R2 0.9184 0.9184 0.8920
R1 0.9030 0.9030 0.8899 0.8989
PP 0.8948 0.8948 0.8948 0.8927
S1 0.8794 0.8794 0.8855 0.8753
S2 0.8712 0.8712 0.8834
S3 0.8476 0.8558 0.8812
S4 0.8240 0.8322 0.8747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9101 0.8865 0.0236 2.6% 0.0089 1.0% 19% False False 97
10 0.9161 0.8865 0.0296 3.3% 0.0077 0.9% 15% False False 268
20 0.9161 0.8652 0.0509 5.7% 0.0075 0.8% 50% False False 307
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0002
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 0.9015
2.618 0.8976
1.618 0.8952
1.000 0.8937
0.618 0.8928
HIGH 0.8913
0.618 0.8904
0.500 0.8901
0.382 0.8898
LOW 0.8889
0.618 0.8874
1.000 0.8865
1.618 0.8850
2.618 0.8826
4.250 0.8787
Fisher Pivots for day following 25-Jan-2010
Pivot 1 day 3 day
R1 0.8906 0.8929
PP 0.8904 0.8922
S1 0.8901 0.8916

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

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