CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 21-Apr-2010
Day Change Summary
Previous Current
20-Apr-2010 21-Apr-2010 Change Change % Previous Week
Open 0.9051 0.9021 -0.0030 -0.3% 0.9024
High 0.9051 0.9021 -0.0030 -0.3% 0.9086
Low 0.9051 0.9021 -0.0030 -0.3% 0.9001
Close 0.9051 0.9021 -0.0030 -0.3% 0.9001
Range
ATR 0.0040 0.0039 -0.0001 -1.7% 0.0000
Volume 2 2 0 0.0% 10
Daily Pivots for day following 21-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9021 0.9021 0.9021
R3 0.9021 0.9021 0.9021
R2 0.9021 0.9021 0.9021
R1 0.9021 0.9021 0.9021 0.9021
PP 0.9021 0.9021 0.9021 0.9021
S1 0.9021 0.9021 0.9021 0.9021
S2 0.9021 0.9021 0.9021
S3 0.9021 0.9021 0.9021
S4 0.9021 0.9021 0.9021
Weekly Pivots for week ending 16-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9284 0.9228 0.9048
R3 0.9199 0.9143 0.9024
R2 0.9114 0.9114 0.9017
R1 0.9058 0.9058 0.9009 0.9044
PP 0.9029 0.9029 0.9029 0.9022
S1 0.8973 0.8973 0.8993 0.8959
S2 0.8944 0.8944 0.8985
S3 0.8859 0.8888 0.8978
S4 0.8774 0.8803 0.8954
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9080 0.8964 0.0116 1.3% 0.0000 0.0% 49% False False 2
10 0.9086 0.8964 0.0122 1.4% 0.0000 0.0% 47% False False 2
20 0.9086 0.8750 0.0336 3.7% 0.0000 0.0% 81% False False 1
40 0.9086 0.8584 0.0502 5.6% 0.0000 0.0% 87% False False 1
Crabel Price Patterns
NR False
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 False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9021
2.618 0.9021
1.618 0.9021
1.000 0.9021
0.618 0.9021
HIGH 0.9021
0.618 0.9021
0.500 0.9021
0.382 0.9021
LOW 0.9021
0.618 0.9021
1.000 0.9021
1.618 0.9021
2.618 0.9021
4.250 0.9021
Fisher Pivots for day following 21-Apr-2010
Pivot 1 day 3 day
R1 0.9021 0.9017
PP 0.9021 0.9012
S1 0.9021 0.9008

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

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