CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 16-Apr-2010
Day Change Summary
Previous Current
15-Apr-2010 16-Apr-2010 Change Change % Previous Week
Open 0.9195 0.9179 -0.0016 -0.2% 0.9209
High 0.9195 0.9179 -0.0016 -0.2% 0.9230
Low 0.9160 0.9079 -0.0081 -0.9% 0.9072
Close 0.9179 0.9100 -0.0079 -0.9% 0.9100
Range 0.0035 0.0100 0.0065 185.7% 0.0158
ATR 0.0062 0.0064 0.0003 4.4% 0.0000
Volume 155 122 -33 -21.3% 814
Daily Pivots for day following 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9419 0.9360 0.9155
R3 0.9319 0.9260 0.9128
R2 0.9219 0.9219 0.9118
R1 0.9160 0.9160 0.9109 0.9140
PP 0.9119 0.9119 0.9119 0.9109
S1 0.9060 0.9060 0.9091 0.9040
S2 0.9019 0.9019 0.9082
S3 0.8919 0.8960 0.9073
S4 0.8819 0.8860 0.9045
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9608 0.9512 0.9187
R3 0.9450 0.9354 0.9143
R2 0.9292 0.9292 0.9129
R1 0.9196 0.9196 0.9114 0.9165
PP 0.9134 0.9134 0.9134 0.9119
S1 0.9038 0.9038 0.9086 0.9007
S2 0.8976 0.8976 0.9071
S3 0.8818 0.8880 0.9057
S4 0.8660 0.8722 0.9013
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9230 0.9072 0.0158 1.7% 0.0080 0.9% 18% False False 162
10 0.9230 0.9016 0.0214 2.4% 0.0066 0.7% 39% False False 119
20 0.9230 0.8832 0.0398 4.4% 0.0067 0.7% 67% False False 111
40 0.9230 0.8680 0.0550 6.0% 0.0041 0.4% 76% False False 76
60 0.9230 0.8441 0.0789 8.7% 0.0027 0.3% 84% False False 53
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9604
2.618 0.9441
1.618 0.9341
1.000 0.9279
0.618 0.9241
HIGH 0.9179
0.618 0.9141
0.500 0.9129
0.382 0.9117
LOW 0.9079
0.618 0.9017
1.000 0.8979
1.618 0.8917
2.618 0.8817
4.250 0.8654
Fisher Pivots for day following 16-Apr-2010
Pivot 1 day 3 day
R1 0.9129 0.9137
PP 0.9119 0.9125
S1 0.9110 0.9112

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

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