CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 0.8525 0.8670 0.0145 1.7% 0.8711
High 0.8680 0.8674 -0.0006 -0.1% 0.8790
Low 0.8525 0.8598 0.0073 0.9% 0.8474
Close 0.8641 0.8655 0.0014 0.2% 0.8525
Range 0.0155 0.0076 -0.0079 -51.0% 0.0316
ATR 0.0105 0.0103 -0.0002 -2.0% 0.0000
Volume 361 856 495 137.1% 2,710
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8870 0.8839 0.8697
R3 0.8794 0.8763 0.8676
R2 0.8718 0.8718 0.8669
R1 0.8687 0.8687 0.8662 0.8665
PP 0.8642 0.8642 0.8642 0.8631
S1 0.8611 0.8611 0.8648 0.8589
S2 0.8566 0.8566 0.8641
S3 0.8490 0.8535 0.8634
S4 0.8414 0.8459 0.8613
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9544 0.9351 0.8699
R3 0.9228 0.9035 0.8612
R2 0.8912 0.8912 0.8583
R1 0.8719 0.8719 0.8554 0.8658
PP 0.8596 0.8596 0.8596 0.8566
S1 0.8403 0.8403 0.8496 0.8342
S2 0.8280 0.8280 0.8467
S3 0.7964 0.8087 0.8438
S4 0.7648 0.7771 0.8351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8695 0.8474 0.0221 2.6% 0.0123 1.4% 82% False False 518
10 0.8891 0.8474 0.0417 4.8% 0.0116 1.3% 43% False False 514
20 0.9161 0.8474 0.0687 7.9% 0.0097 1.1% 26% False False 301
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 0.0018
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.8997
2.618 0.8873
1.618 0.8797
1.000 0.8750
0.618 0.8721
HIGH 0.8674
0.618 0.8645
0.500 0.8636
0.382 0.8627
LOW 0.8598
0.618 0.8551
1.000 0.8522
1.618 0.8475
2.618 0.8399
4.250 0.8275
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 0.8649 0.8638
PP 0.8642 0.8620
S1 0.8636 0.8603

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

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