CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 04-May-2010
Day Change Summary
Previous Current
03-May-2010 04-May-2010 Change Change % Previous Week
Open 0.9005 0.8847 -0.0158 -1.8% 0.9025
High 0.9005 0.8847 -0.0158 -1.8% 0.9033
Low 0.9005 0.8847 -0.0158 -1.8% 0.8920
Close 0.9025 0.8847 -0.0178 -2.0% 0.9008
Range
ATR 0.0038 0.0048 0.0010 26.7% 0.0000
Volume 4 6 2 50.0% 12
Daily Pivots for day following 04-May-2010
Classic Woodie Camarilla DeMark
R4 0.8847 0.8847 0.8847
R3 0.8847 0.8847 0.8847
R2 0.8847 0.8847 0.8847
R1 0.8847 0.8847 0.8847 0.8847
PP 0.8847 0.8847 0.8847 0.8847
S1 0.8847 0.8847 0.8847 0.8847
S2 0.8847 0.8847 0.8847
S3 0.8847 0.8847 0.8847
S4 0.8847 0.8847 0.8847
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9326 0.9280 0.9070
R3 0.9213 0.9167 0.9039
R2 0.9100 0.9100 0.9029
R1 0.9054 0.9054 0.9018 0.9021
PP 0.8987 0.8987 0.8987 0.8970
S1 0.8941 0.8941 0.8998 0.8908
S2 0.8874 0.8874 0.8987
S3 0.8761 0.8828 0.8977
S4 0.8648 0.8715 0.8946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9033 0.8847 0.0186 2.1% 0.0000 0.0% 0% False True 3
10 0.9033 0.8847 0.0186 2.1% 0.0000 0.0% 0% False True 2
20 0.9086 0.8847 0.0239 2.7% 0.0000 0.0% 0% False True 2
40 0.9086 0.8750 0.0336 3.8% 0.0000 0.0% 29% False False 1
60 0.9086 0.8469 0.0617 7.0% 0.0000 0.0% 61% False False 2
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 0.8847
2.618 0.8847
1.618 0.8847
1.000 0.8847
0.618 0.8847
HIGH 0.8847
0.618 0.8847
0.500 0.8847
0.382 0.8847
LOW 0.8847
0.618 0.8847
1.000 0.8847
1.618 0.8847
2.618 0.8847
4.250 0.8847
Fisher Pivots for day following 04-May-2010
Pivot 1 day 3 day
R1 0.8847 0.8928
PP 0.8847 0.8901
S1 0.8847 0.8874

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

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