CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 27-Jan-2010
Day Change Summary
Previous Current
26-Jan-2010 27-Jan-2010 Change Change % Previous Week
Open 0.8875 0.8853 -0.0022 -0.2% 0.9025
High 0.8883 0.8861 -0.0022 -0.2% 0.9101
Low 0.8803 0.8783 -0.0020 -0.2% 0.8865
Close 0.8867 0.8814 -0.0053 -0.6% 0.8877
Range 0.0080 0.0078 -0.0002 -2.5% 0.0236
ATR 0.0089 0.0089 0.0000 -0.4% 0.0000
Volume 57 143 86 150.9% 443
Daily Pivots for day following 27-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9053 0.9012 0.8857
R3 0.8975 0.8934 0.8835
R2 0.8897 0.8897 0.8828
R1 0.8856 0.8856 0.8821 0.8838
PP 0.8819 0.8819 0.8819 0.8810
S1 0.8778 0.8778 0.8807 0.8760
S2 0.8741 0.8741 0.8800
S3 0.8663 0.8700 0.8793
S4 0.8585 0.8622 0.8771
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 0.8992 0.8783 0.0209 2.4% 0.0075 0.8% 15% False True 82
10 0.9161 0.8783 0.0378 4.3% 0.0078 0.9% 8% False True 87
20 0.9161 0.8762 0.0399 4.5% 0.0078 0.9% 13% False False 315
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 0.0004
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9193
2.618 0.9065
1.618 0.8987
1.000 0.8939
0.618 0.8909
HIGH 0.8861
0.618 0.8831
0.500 0.8822
0.382 0.8813
LOW 0.8783
0.618 0.8735
1.000 0.8705
1.618 0.8657
2.618 0.8579
4.250 0.8452
Fisher Pivots for day following 27-Jan-2010
Pivot 1 day 3 day
R1 0.8822 0.8848
PP 0.8819 0.8837
S1 0.8817 0.8825

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

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