CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 0.8740 0.8830 0.0090 1.0% 0.9110
High 0.8810 0.8943 0.0133 1.5% 0.9130
Low 0.8706 0.8799 0.0093 1.1% 0.8587
Close 0.8754 0.8883 0.0129 1.5% 0.8754
Range 0.0104 0.0144 0.0040 38.5% 0.0543
ATR 0.0103 0.0109 0.0006 6.0% 0.0000
Volume 1,200 366 -834 -69.5% 2,683
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 0.9307 0.9239 0.8962
R3 0.9163 0.9095 0.8923
R2 0.9019 0.9019 0.8909
R1 0.8951 0.8951 0.8896 0.8985
PP 0.8875 0.8875 0.8875 0.8892
S1 0.8807 0.8807 0.8870 0.8841
S2 0.8731 0.8731 0.8857
S3 0.8587 0.8663 0.8843
S4 0.8443 0.8519 0.8804
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 1.0453 1.0146 0.9053
R3 0.9910 0.9603 0.8903
R2 0.9367 0.9367 0.8854
R1 0.9060 0.9060 0.8804 0.8942
PP 0.8824 0.8824 0.8824 0.8765
S1 0.8517 0.8517 0.8704 0.8399
S2 0.8281 0.8281 0.8654
S3 0.7738 0.7974 0.8605
S4 0.7195 0.7431 0.8455
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9123 0.8587 0.0536 6.0% 0.0175 2.0% 55% False False 546
10 0.9176 0.8587 0.0589 6.6% 0.0131 1.5% 50% False False 465
20 0.9195 0.8587 0.0608 6.8% 0.0100 1.1% 49% False False 345
40 0.9230 0.8587 0.0643 7.2% 0.0083 0.9% 46% False False 227
60 0.9230 0.8587 0.0643 7.2% 0.0056 0.6% 46% False False 155
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 0.0017
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9555
2.618 0.9320
1.618 0.9176
1.000 0.9087
0.618 0.9032
HIGH 0.8943
0.618 0.8888
0.500 0.8871
0.382 0.8854
LOW 0.8799
0.618 0.8710
1.000 0.8655
1.618 0.8566
2.618 0.8422
4.250 0.8187
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 0.8879 0.8846
PP 0.8875 0.8808
S1 0.8871 0.8771

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

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