CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 04-Mar-2010
Day Change Summary
Previous Current
03-Mar-2010 04-Mar-2010 Change Change % Previous Week
Open 0.8936 0.8955 0.0019 0.2% 0.8894
High 0.8985 0.8958 -0.0027 -0.3% 0.8965
Low 0.8910 0.8881 -0.0029 -0.3% 0.8703
Close 0.8950 0.8906 -0.0044 -0.5% 0.8870
Range 0.0075 0.0077 0.0002 2.7% 0.0262
ATR 0.0106 0.0104 -0.0002 -1.9% 0.0000
Volume 3,691 4,660 969 26.3% 6,338
Daily Pivots for day following 04-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9146 0.9103 0.8948
R3 0.9069 0.9026 0.8927
R2 0.8992 0.8992 0.8920
R1 0.8949 0.8949 0.8913 0.8932
PP 0.8915 0.8915 0.8915 0.8907
S1 0.8872 0.8872 0.8899 0.8855
S2 0.8838 0.8838 0.8892
S3 0.8761 0.8795 0.8885
S4 0.8684 0.8718 0.8864
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 0.8765 0.0220 2.5% 0.0088 1.0% 64% False False 2,369
10 0.8985 0.8703 0.0282 3.2% 0.0101 1.1% 72% False False 1,719
20 0.8985 0.8474 0.0511 5.7% 0.0109 1.2% 85% False False 1,158
40 0.9161 0.8474 0.0687 7.7% 0.0099 1.1% 63% False False 790
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0028
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9285
2.618 0.9160
1.618 0.9083
1.000 0.9035
0.618 0.9006
HIGH 0.8958
0.618 0.8929
0.500 0.8920
0.382 0.8910
LOW 0.8881
0.618 0.8833
1.000 0.8804
1.618 0.8756
2.618 0.8679
4.250 0.8554
Fisher Pivots for day following 04-Mar-2010
Pivot 1 day 3 day
R1 0.8920 0.8921
PP 0.8915 0.8916
S1 0.8911 0.8911

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

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