CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 17-May-2010
Day Change Summary
Previous Current
14-May-2010 17-May-2010 Change Change % Previous Week
Open 0.8641 0.8600 -0.0041 -0.5% 0.8790
High 0.8641 0.8600 -0.0041 -0.5% 0.8790
Low 0.8641 0.8570 -0.0071 -0.8% 0.8641
Close 0.8641 0.8522 -0.0119 -1.4% 0.8641
Range 0.0000 0.0030 0.0030 0.0149
ATR 0.0065 0.0065 0.0000 0.7% 0.0000
Volume 1 1 0 0.0% 5
Daily Pivots for day following 17-May-2010
Classic Woodie Camarilla DeMark
R4 0.8654 0.8618 0.8539
R3 0.8624 0.8588 0.8530
R2 0.8594 0.8594 0.8528
R1 0.8558 0.8558 0.8525 0.8561
PP 0.8564 0.8564 0.8564 0.8566
S1 0.8528 0.8528 0.8519 0.8531
S2 0.8534 0.8534 0.8517
S3 0.8504 0.8498 0.8514
S4 0.8474 0.8468 0.8506
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 0.9138 0.9038 0.8723
R3 0.8989 0.8889 0.8682
R2 0.8840 0.8840 0.8668
R1 0.8740 0.8740 0.8655 0.8716
PP 0.8691 0.8691 0.8691 0.8678
S1 0.8591 0.8591 0.8627 0.8567
S2 0.8542 0.8542 0.8614
S3 0.8393 0.8442 0.8600
S4 0.8244 0.8293 0.8559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8763 0.8570 0.0193 2.3% 0.0006 0.1% -25% False True 1
10 0.8847 0.8570 0.0277 3.3% 0.0003 0.0% -17% False True 1
20 0.9051 0.8570 0.0481 5.6% 0.0002 0.0% -10% False True 1
40 0.9086 0.8570 0.0516 6.1% 0.0001 0.0% -9% False True 1
60 0.9086 0.8570 0.0516 6.1% 0.0001 0.0% -9% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 73 trading days
Fibonacci Retracements and Extensions
4.250 0.8728
2.618 0.8679
1.618 0.8649
1.000 0.8630
0.618 0.8619
HIGH 0.8600
0.618 0.8589
0.500 0.8585
0.382 0.8581
LOW 0.8570
0.618 0.8551
1.000 0.8540
1.618 0.8521
2.618 0.8491
4.250 0.8443
Fisher Pivots for day following 17-May-2010
Pivot 1 day 3 day
R1 0.8585 0.8667
PP 0.8564 0.8618
S1 0.8543 0.8570

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

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