CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 28-Jul-2010
Day Change Summary
Previous Current
27-Jul-2010 28-Jul-2010 Change Change % Previous Week
Open 0.8969 0.8962 -0.0007 -0.1% 0.8615
High 0.9019 0.8968 -0.0051 -0.6% 0.8918
Low 0.8948 0.8858 -0.0090 -1.0% 0.8576
Close 0.8965 0.8871 -0.0094 -1.0% 0.8907
Range 0.0071 0.0110 0.0039 54.9% 0.0342
ATR 0.0133 0.0131 -0.0002 -1.2% 0.0000
Volume 73,624 82,451 8,827 12.0% 516,359
Daily Pivots for day following 28-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9229 0.9160 0.8932
R3 0.9119 0.9050 0.8901
R2 0.9009 0.9009 0.8891
R1 0.8940 0.8940 0.8881 0.8920
PP 0.8899 0.8899 0.8899 0.8889
S1 0.8830 0.8830 0.8861 0.8810
S2 0.8789 0.8789 0.8851
S3 0.8679 0.8720 0.8841
S4 0.8569 0.8610 0.8811
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 3.8% 0.0116 1.3% 56% False False 93,732
10 0.9019 0.8576 0.0443 5.0% 0.0122 1.4% 67% False False 101,058
20 0.9019 0.8247 0.0772 8.7% 0.0133 1.5% 81% False False 106,868
40 0.9019 0.8000 0.1019 11.5% 0.0139 1.6% 85% False False 84,753
60 0.9123 0.7970 0.1153 13.0% 0.0153 1.7% 78% False False 57,000
80 0.9230 0.7970 0.1260 14.2% 0.0133 1.5% 72% False False 42,807
100 0.9230 0.7970 0.1260 14.2% 0.0116 1.3% 72% False False 34,265
120 0.9230 0.7970 0.1260 14.2% 0.0097 1.1% 72% False False 28,555
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9436
2.618 0.9256
1.618 0.9146
1.000 0.9078
0.618 0.9036
HIGH 0.8968
0.618 0.8926
0.500 0.8913
0.382 0.8900
LOW 0.8858
0.618 0.8790
1.000 0.8748
1.618 0.8680
2.618 0.8570
4.250 0.8391
Fisher Pivots for day following 28-Jul-2010
Pivot 1 day 3 day
R1 0.8913 0.8939
PP 0.8899 0.8916
S1 0.8885 0.8894

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

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