CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 25-Feb-2010
Day Change Summary
Previous Current
24-Feb-2010 25-Feb-2010 Change Change % Previous Week
Open 0.8819 0.8844 0.0025 0.3% 0.8765
High 0.8849 0.8844 -0.0005 -0.1% 0.8923
Low 0.8755 0.8703 -0.0052 -0.6% 0.8765
Close 0.8816 0.8765 -0.0051 -0.6% 0.8875
Range 0.0094 0.0141 0.0047 50.0% 0.0158
ATR 0.0109 0.0111 0.0002 2.1% 0.0000
Volume 2,045 1,477 -568 -27.8% 2,948
Daily Pivots for day following 25-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9194 0.9120 0.8843
R3 0.9053 0.8979 0.8804
R2 0.8912 0.8912 0.8791
R1 0.8838 0.8838 0.8778 0.8805
PP 0.8771 0.8771 0.8771 0.8754
S1 0.8697 0.8697 0.8752 0.8664
S2 0.8630 0.8630 0.8739
S3 0.8489 0.8556 0.8726
S4 0.8348 0.8415 0.8687
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 0.8703 0.0262 3.0% 0.0115 1.3% 24% False True 1,069
10 0.8965 0.8661 0.0304 3.5% 0.0114 1.3% 34% False False 874
20 0.8965 0.8474 0.0491 5.6% 0.0115 1.3% 59% False False 694
40 0.9161 0.8474 0.0687 7.8% 0.0096 1.1% 42% False False 504
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0023
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9443
2.618 0.9213
1.618 0.9072
1.000 0.8985
0.618 0.8931
HIGH 0.8844
0.618 0.8790
0.500 0.8774
0.382 0.8757
LOW 0.8703
0.618 0.8616
1.000 0.8562
1.618 0.8475
2.618 0.8334
4.250 0.8104
Fisher Pivots for day following 25-Feb-2010
Pivot 1 day 3 day
R1 0.8774 0.8834
PP 0.8771 0.8811
S1 0.8768 0.8788

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

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