CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 25-Jun-2010
Day Change Summary
Previous Current
24-Jun-2010 25-Jun-2010 Change Change % Previous Week
Open 0.8658 0.8586 -0.0072 -0.8% 0.8715
High 0.8691 0.8680 -0.0011 -0.1% 0.8772
Low 0.8562 0.8517 -0.0045 -0.5% 0.8517
Close 0.8607 0.8668 0.0061 0.7% 0.8668
Range 0.0129 0.0163 0.0034 26.4% 0.0255
ATR 0.0148 0.0149 0.0001 0.7% 0.0000
Volume 132,524 93,783 -38,741 -29.2% 473,154
Daily Pivots for day following 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9111 0.9052 0.8758
R3 0.8948 0.8889 0.8713
R2 0.8785 0.8785 0.8698
R1 0.8726 0.8726 0.8683 0.8756
PP 0.8622 0.8622 0.8622 0.8636
S1 0.8563 0.8563 0.8653 0.8593
S2 0.8459 0.8459 0.8638
S3 0.8296 0.8400 0.8623
S4 0.8133 0.8237 0.8578
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9417 0.9298 0.8808
R3 0.9162 0.9043 0.8738
R2 0.8907 0.8907 0.8715
R1 0.8788 0.8788 0.8691 0.8720
PP 0.8652 0.8652 0.8652 0.8619
S1 0.8533 0.8533 0.8645 0.8465
S2 0.8397 0.8397 0.8621
S3 0.8142 0.8278 0.8598
S4 0.7887 0.8023 0.8528
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8772 0.8517 0.0255 2.9% 0.0128 1.5% 59% False True 94,630
10 0.8772 0.8416 0.0356 4.1% 0.0123 1.4% 71% False False 89,611
20 0.8772 0.8000 0.0772 8.9% 0.0147 1.7% 87% False False 54,296
40 0.9176 0.7970 0.1206 13.9% 0.0158 1.8% 58% False False 27,805
60 0.9230 0.7970 0.1260 14.5% 0.0129 1.5% 55% False False 18,606
80 0.9230 0.7970 0.1260 14.5% 0.0108 1.3% 55% False False 13,976
100 0.9230 0.7970 0.1260 14.5% 0.0087 1.0% 55% False False 11,183
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0043
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9373
2.618 0.9107
1.618 0.8944
1.000 0.8843
0.618 0.8781
HIGH 0.8680
0.618 0.8618
0.500 0.8599
0.382 0.8579
LOW 0.8517
0.618 0.8416
1.000 0.8354
1.618 0.8253
2.618 0.8090
4.250 0.7824
Fisher Pivots for day following 25-Jun-2010
Pivot 1 day 3 day
R1 0.8645 0.8648
PP 0.8622 0.8628
S1 0.8599 0.8608

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

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