CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 23-Feb-2010
Day Change Summary
Previous Current
22-Feb-2010 23-Feb-2010 Change Change % Previous Week
Open 0.8894 0.8889 -0.0005 -0.1% 0.8765
High 0.8913 0.8965 0.0052 0.6% 0.8923
Low 0.8875 0.8775 -0.0100 -1.1% 0.8765
Close 0.8904 0.8802 -0.0102 -1.1% 0.8875
Range 0.0038 0.0190 0.0152 400.0% 0.0158
ATR 0.0104 0.0110 0.0006 5.9% 0.0000
Volume 691 278 -413 -59.8% 2,948
Daily Pivots for day following 23-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9417 0.9300 0.8907
R3 0.9227 0.9110 0.8854
R2 0.9037 0.9037 0.8837
R1 0.8920 0.8920 0.8819 0.8884
PP 0.8847 0.8847 0.8847 0.8829
S1 0.8730 0.8730 0.8785 0.8694
S2 0.8657 0.8657 0.8767
S3 0.8467 0.8540 0.8750
S4 0.8277 0.8350 0.8698
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9328 0.9260 0.8962
R3 0.9170 0.9102 0.8918
R2 0.9012 0.9012 0.8904
R1 0.8944 0.8944 0.8889 0.8978
PP 0.8854 0.8854 0.8854 0.8872
S1 0.8786 0.8786 0.8861 0.8820
S2 0.8696 0.8696 0.8846
S3 0.8538 0.8628 0.8832
S4 0.8380 0.8470 0.8788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8965 0.8774 0.0191 2.2% 0.0099 1.1% 15% True False 537
10 0.8965 0.8525 0.0440 5.0% 0.0113 1.3% 63% True False 643
20 0.8965 0.8474 0.0491 5.6% 0.0111 1.3% 67% True False 528
40 0.9161 0.8474 0.0687 7.8% 0.0093 1.1% 48% False False 417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9773
2.618 0.9462
1.618 0.9272
1.000 0.9155
0.618 0.9082
HIGH 0.8965
0.618 0.8892
0.500 0.8870
0.382 0.8848
LOW 0.8775
0.618 0.8658
1.000 0.8585
1.618 0.8468
2.618 0.8278
4.250 0.7968
Fisher Pivots for day following 23-Feb-2010
Pivot 1 day 3 day
R1 0.8870 0.8870
PP 0.8847 0.8847
S1 0.8825 0.8825

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

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