CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 07-Jun-2010
Day Change Summary
Previous Current
04-Jun-2010 07-Jun-2010 Change Change % Previous Week
Open 0.8037 0.7968 -0.0069 -0.9% 0.8199
High 0.8037 0.7968 -0.0069 -0.9% 0.8300
Low 0.8037 0.7968 -0.0069 -0.9% 0.8037
Close 0.8037 0.7968 -0.0069 -0.9% 0.8037
Range
ATR 0.0097 0.0095 -0.0002 -2.1% 0.0000
Volume 1 1 0 0.0% 52
Daily Pivots for day following 07-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.7968 0.7968 0.7968
R3 0.7968 0.7968 0.7968
R2 0.7968 0.7968 0.7968
R1 0.7968 0.7968 0.7968 0.7968
PP 0.7968 0.7968 0.7968 0.7968
S1 0.7968 0.7968 0.7968 0.7968
S2 0.7968 0.7968 0.7968
S3 0.7968 0.7968 0.7968
S4 0.7968 0.7968 0.7968
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8914 0.8738 0.8182
R3 0.8651 0.8475 0.8109
R2 0.8388 0.8388 0.8085
R1 0.8212 0.8212 0.8061 0.8169
PP 0.8125 0.8125 0.8125 0.8103
S1 0.7949 0.7949 0.8013 0.7906
S2 0.7862 0.7862 0.7989
S3 0.7599 0.7686 0.7965
S4 0.7336 0.7423 0.7892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8300 0.7968 0.0332 4.2% 0.0000 0.0% 0% False True 10
10 0.8300 0.7950 0.0350 4.4% 0.0010 0.1% 5% False False 9
20 0.8790 0.7950 0.0840 10.5% 0.0017 0.2% 2% False False 46
40 0.9086 0.7950 0.1136 14.3% 0.0009 0.1% 2% False False 24
60 0.9086 0.7950 0.1136 14.3% 0.0006 0.1% 2% False False 16
80 0.9086 0.7950 0.1136 14.3% 0.0004 0.1% 2% 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 0.7968
2.618 0.7968
1.618 0.7968
1.000 0.7968
0.618 0.7968
HIGH 0.7968
0.618 0.7968
0.500 0.7968
0.382 0.7968
LOW 0.7968
0.618 0.7968
1.000 0.7968
1.618 0.7968
2.618 0.7968
4.250 0.7968
Fisher Pivots for day following 07-Jun-2010
Pivot 1 day 3 day
R1 0.7968 0.8134
PP 0.7968 0.8079
S1 0.7968 0.8023

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

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