CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 28-May-2010
Day Change Summary
Previous Current
27-May-2010 28-May-2010 Change Change % Previous Week
Open 0.8296 0.8273 -0.0023 -0.3% 0.8134
High 0.8296 0.8273 -0.0023 -0.3% 0.8296
Low 0.8296 0.8273 -0.0023 -0.3% 0.7950
Close 0.8296 0.8273 -0.0023 -0.3% 0.8273
Range
ATR 0.0099 0.0093 -0.0005 -5.5% 0.0000
Volume 17 17 0 0.0% 45
Daily Pivots for day following 28-May-2010
Classic Woodie Camarilla DeMark
R4 0.8273 0.8273 0.8273
R3 0.8273 0.8273 0.8273
R2 0.8273 0.8273 0.8273
R1 0.8273 0.8273 0.8273 0.8273
PP 0.8273 0.8273 0.8273 0.8273
S1 0.8273 0.8273 0.8273 0.8273
S2 0.8273 0.8273 0.8273
S3 0.8273 0.8273 0.8273
S4 0.8273 0.8273 0.8273
Weekly Pivots for week ending 28-May-2010
Classic Woodie Camarilla DeMark
R4 0.9211 0.9088 0.8463
R3 0.8865 0.8742 0.8368
R2 0.8519 0.8519 0.8336
R1 0.8396 0.8396 0.8305 0.8458
PP 0.8173 0.8173 0.8173 0.8204
S1 0.8050 0.8050 0.8241 0.8112
S2 0.7827 0.7827 0.8210
S3 0.7481 0.7704 0.8178
S4 0.7135 0.7358 0.8083
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8296 0.7950 0.0346 4.2% 0.0020 0.2% 93% False False 9
10 0.8600 0.7950 0.0650 7.9% 0.0035 0.4% 50% False False 88
20 0.9005 0.7950 0.1055 12.8% 0.0017 0.2% 31% False False 44
40 0.9086 0.7950 0.1136 13.7% 0.0009 0.1% 28% False False 23
60 0.9086 0.7950 0.1136 13.7% 0.0006 0.1% 28% False False 16
80 0.9086 0.7950 0.1136 13.7% 0.0004 0.1% 28% False False 13
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 0.8273
2.618 0.8273
1.618 0.8273
1.000 0.8273
0.618 0.8273
HIGH 0.8273
0.618 0.8273
0.500 0.8273
0.382 0.8273
LOW 0.8273
0.618 0.8273
1.000 0.8273
1.618 0.8273
2.618 0.8273
4.250 0.8273
Fisher Pivots for day following 28-May-2010
Pivot 1 day 3 day
R1 0.8273 0.8249
PP 0.8273 0.8225
S1 0.8273 0.8201

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

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