CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 27-Jul-2010
Day Change Summary
Previous Current
26-Jul-2010 27-Jul-2010 Change Change % Previous Week
Open 0.8904 0.8969 0.0065 0.7% 0.8615
High 0.8984 0.9019 0.0035 0.4% 0.8918
Low 0.8877 0.8948 0.0071 0.8% 0.8576
Close 0.8963 0.8965 0.0002 0.0% 0.8907
Range 0.0107 0.0071 -0.0036 -33.6% 0.0342
ATR 0.0138 0.0133 -0.0005 -3.5% 0.0000
Volume 101,890 73,624 -28,266 -27.7% 516,359
Daily Pivots for day following 27-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9190 0.9149 0.9004
R3 0.9119 0.9078 0.8985
R2 0.9048 0.9048 0.8978
R1 0.9007 0.9007 0.8972 0.8992
PP 0.8977 0.8977 0.8977 0.8970
S1 0.8936 0.8936 0.8958 0.8921
S2 0.8906 0.8906 0.8952
S3 0.8835 0.8865 0.8945
S4 0.8764 0.8794 0.8926
Weekly Pivots for week ending 23-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9826 0.9709 0.9095
R3 0.9484 0.9367 0.9001
R2 0.9142 0.9142 0.8970
R1 0.9025 0.9025 0.8938 0.9084
PP 0.8800 0.8800 0.8800 0.8830
S1 0.8683 0.8683 0.8876 0.8742
S2 0.8458 0.8458 0.8844
S3 0.8116 0.8341 0.8813
S4 0.7774 0.7999 0.8719
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9019 0.8684 0.0335 3.7% 0.0113 1.3% 84% True False 98,898
10 0.9019 0.8576 0.0443 4.9% 0.0120 1.3% 88% True False 102,684
20 0.9019 0.8247 0.0772 8.6% 0.0140 1.6% 93% True False 106,120
40 0.9019 0.8000 0.1019 11.4% 0.0142 1.6% 95% True False 82,729
60 0.9130 0.7970 0.1160 12.9% 0.0152 1.7% 86% False False 55,631
80 0.9230 0.7970 0.1260 14.1% 0.0132 1.5% 79% False False 41,778
100 0.9230 0.7970 0.1260 14.1% 0.0115 1.3% 79% False False 33,440
120 0.9230 0.7970 0.1260 14.1% 0.0096 1.1% 79% False False 27,868
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0025
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9321
2.618 0.9205
1.618 0.9134
1.000 0.9090
0.618 0.9063
HIGH 0.9019
0.618 0.8992
0.500 0.8984
0.382 0.8975
LOW 0.8948
0.618 0.8904
1.000 0.8877
1.618 0.8833
2.618 0.8762
4.250 0.8646
Fisher Pivots for day following 27-Jul-2010
Pivot 1 day 3 day
R1 0.8984 0.8954
PP 0.8977 0.8942
S1 0.8971 0.8931

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

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