CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 30-Aug-2010
Day Change Summary
Previous Current
27-Aug-2010 30-Aug-2010 Change Change % Previous Week
Open 0.8844 0.9001 0.0157 1.8% 0.8852
High 0.8985 0.9019 0.0034 0.4% 0.8985
Low 0.8829 0.8902 0.0073 0.8% 0.8743
Close 0.8974 0.8924 -0.0050 -0.6% 0.8974
Range 0.0156 0.0117 -0.0039 -25.0% 0.0242
ATR 0.0118 0.0118 0.0000 -0.1% 0.0000
Volume 107,620 60,491 -47,129 -43.8% 507,036
Daily Pivots for day following 30-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9299 0.9229 0.8988
R3 0.9182 0.9112 0.8956
R2 0.9065 0.9065 0.8945
R1 0.8995 0.8995 0.8935 0.8972
PP 0.8948 0.8948 0.8948 0.8937
S1 0.8878 0.8878 0.8913 0.8855
S2 0.8831 0.8831 0.8903
S3 0.8714 0.8761 0.8892
S4 0.8597 0.8644 0.8860
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9627 0.9542 0.9107
R3 0.9385 0.9300 0.9041
R2 0.9143 0.9143 0.9018
R1 0.9058 0.9058 0.8996 0.9101
PP 0.8901 0.8901 0.8901 0.8922
S1 0.8816 0.8816 0.8952 0.8859
S2 0.8659 0.8659 0.8930
S3 0.8417 0.8574 0.8907
S4 0.8175 0.8332 0.8841
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9019 0.8743 0.0276 3.1% 0.0121 1.4% 66% True False 96,926
10 0.9052 0.8743 0.0309 3.5% 0.0116 1.3% 59% False False 95,136
20 0.9183 0.8743 0.0440 4.9% 0.0108 1.2% 41% False False 92,067
40 0.9183 0.8250 0.0933 10.5% 0.0119 1.3% 72% False False 96,153
60 0.9183 0.8000 0.1183 13.3% 0.0125 1.4% 78% False False 91,950
80 0.9183 0.7970 0.1213 13.6% 0.0138 1.5% 79% False False 69,420
100 0.9230 0.7970 0.1260 14.1% 0.0130 1.5% 76% False False 55,591
120 0.9230 0.7970 0.1260 14.1% 0.0118 1.3% 76% False False 46,343
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 True
Stretch 0.0021
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9516
2.618 0.9325
1.618 0.9208
1.000 0.9136
0.618 0.9091
HIGH 0.9019
0.618 0.8974
0.500 0.8961
0.382 0.8947
LOW 0.8902
0.618 0.8830
1.000 0.8785
1.618 0.8713
2.618 0.8596
4.250 0.8405
Fisher Pivots for day following 30-Aug-2010
Pivot 1 day 3 day
R1 0.8961 0.8922
PP 0.8948 0.8919
S1 0.8936 0.8917

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

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