CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 03-Mar-2010
Day Change Summary
Previous Current
02-Mar-2010 03-Mar-2010 Change Change % Previous Week
Open 0.8911 0.8936 0.0025 0.3% 0.8894
High 0.8956 0.8985 0.0029 0.3% 0.8965
Low 0.8857 0.8910 0.0053 0.6% 0.8703
Close 0.8938 0.8950 0.0012 0.1% 0.8870
Range 0.0099 0.0075 -0.0024 -24.2% 0.0262
ATR 0.0108 0.0106 -0.0002 -2.2% 0.0000
Volume 748 3,691 2,943 393.4% 6,338
Daily Pivots for day following 03-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9173 0.9137 0.8991
R3 0.9098 0.9062 0.8971
R2 0.9023 0.9023 0.8964
R1 0.8987 0.8987 0.8957 0.9005
PP 0.8948 0.8948 0.8948 0.8958
S1 0.8912 0.8912 0.8943 0.8930
S2 0.8873 0.8873 0.8936
S3 0.8798 0.8837 0.8929
S4 0.8723 0.8762 0.8909
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9632 0.9513 0.9014
R3 0.9370 0.9251 0.8942
R2 0.9108 0.9108 0.8918
R1 0.8989 0.8989 0.8894 0.8918
PP 0.8846 0.8846 0.8846 0.8810
S1 0.8727 0.8727 0.8846 0.8656
S2 0.8584 0.8584 0.8822
S3 0.8322 0.8465 0.8798
S4 0.8060 0.8203 0.8726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8985 0.8703 0.0282 3.2% 0.0100 1.1% 88% True False 1,732
10 0.8985 0.8703 0.0282 3.2% 0.0104 1.2% 88% True False 1,285
20 0.8985 0.8474 0.0511 5.7% 0.0110 1.2% 93% True False 973
40 0.9161 0.8474 0.0687 7.7% 0.0097 1.1% 69% False False 677
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 0.0032
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9304
2.618 0.9181
1.618 0.9106
1.000 0.9060
0.618 0.9031
HIGH 0.8985
0.618 0.8956
0.500 0.8948
0.382 0.8939
LOW 0.8910
0.618 0.8864
1.000 0.8835
1.618 0.8789
2.618 0.8714
4.250 0.8591
Fisher Pivots for day following 03-Mar-2010
Pivot 1 day 3 day
R1 0.8949 0.8937
PP 0.8948 0.8924
S1 0.8948 0.8912

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

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