CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 08-Sep-2010
Day Change Summary
Previous Current
07-Sep-2010 08-Sep-2010 Change Change % Previous Week
Open 0.9152 0.9103 -0.0049 -0.5% 0.9001
High 0.9175 0.9189 0.0014 0.2% 0.9167
Low 0.9086 0.9093 0.0007 0.1% 0.8847
Close 0.9115 0.9174 0.0059 0.6% 0.9158
Range 0.0089 0.0096 0.0007 7.9% 0.0320
ATR 0.0118 0.0116 -0.0002 -1.3% 0.0000
Volume 89,632 103,699 14,067 15.7% 434,235
Daily Pivots for day following 08-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9440 0.9403 0.9227
R3 0.9344 0.9307 0.9200
R2 0.9248 0.9248 0.9192
R1 0.9211 0.9211 0.9183 0.9230
PP 0.9152 0.9152 0.9152 0.9161
S1 0.9115 0.9115 0.9165 0.9134
S2 0.9056 0.9056 0.9156
S3 0.8960 0.9019 0.9148
S4 0.8864 0.8923 0.9121
Weekly Pivots for week ending 03-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0017 0.9908 0.9334
R3 0.9697 0.9588 0.9246
R2 0.9377 0.9377 0.9217
R1 0.9268 0.9268 0.9187 0.9323
PP 0.9057 0.9057 0.9057 0.9085
S1 0.8948 0.8948 0.9129 0.9003
S2 0.8737 0.8737 0.9099
S3 0.8417 0.8628 0.9070
S4 0.8097 0.8308 0.8982
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9189 0.8900 0.0289 3.2% 0.0113 1.2% 95% True False 92,432
10 0.9189 0.8743 0.0446 4.9% 0.0115 1.3% 97% True False 93,572
20 0.9189 0.8743 0.0446 4.9% 0.0117 1.3% 97% True False 96,309
40 0.9189 0.8576 0.0613 6.7% 0.0112 1.2% 98% True False 95,277
60 0.9189 0.8247 0.0942 10.3% 0.0120 1.3% 98% True False 97,007
80 0.9189 0.7970 0.1219 13.3% 0.0139 1.5% 99% True False 76,410
100 0.9189 0.7970 0.1219 13.3% 0.0132 1.4% 99% True False 61,253
120 0.9230 0.7970 0.1260 13.7% 0.0121 1.3% 96% False False 51,062
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0025
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9597
2.618 0.9440
1.618 0.9344
1.000 0.9285
0.618 0.9248
HIGH 0.9189
0.618 0.9152
0.500 0.9141
0.382 0.9130
LOW 0.9093
0.618 0.9034
1.000 0.8997
1.618 0.8938
2.618 0.8842
4.250 0.8685
Fisher Pivots for day following 08-Sep-2010
Pivot 1 day 3 day
R1 0.9163 0.9157
PP 0.9152 0.9140
S1 0.9141 0.9124

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

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