CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 02-Aug-2010
Day Change Summary
Previous Current
30-Jul-2010 02-Aug-2010 Change Change % Previous Week
Open 0.8869 0.8911 0.0042 0.5% 0.8782
High 0.8924 0.9000 0.0076 0.9% 0.8924
Low 0.8838 0.8909 0.0071 0.8% 0.8765
Close 0.8892 0.8984 0.0092 1.0% 0.8892
Range 0.0086 0.0091 0.0005 5.8% 0.0159
ATR 0.0108 0.0108 0.0000 0.0% 0.0000
Volume 140 241 101 72.1% 1,117
Daily Pivots for day following 02-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9237 0.9202 0.9034
R3 0.9146 0.9111 0.9009
R2 0.9055 0.9055 0.9001
R1 0.9020 0.9020 0.8992 0.9038
PP 0.8964 0.8964 0.8964 0.8973
S1 0.8929 0.8929 0.8976 0.8947
S2 0.8873 0.8873 0.8967
S3 0.8782 0.8838 0.8959
S4 0.8691 0.8747 0.8934
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9337 0.9274 0.8979
R3 0.9178 0.9115 0.8936
R2 0.9019 0.9019 0.8921
R1 0.8956 0.8956 0.8907 0.8988
PP 0.8860 0.8860 0.8860 0.8876
S1 0.8797 0.8797 0.8877 0.8829
S2 0.8701 0.8701 0.8863
S3 0.8542 0.8638 0.8848
S4 0.8383 0.8479 0.8805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9000 0.8765 0.0235 2.6% 0.0091 1.0% 93% True False 221
10 0.9000 0.8520 0.0480 5.3% 0.0106 1.2% 97% True False 230
20 0.9000 0.8180 0.0820 9.1% 0.0111 1.2% 98% True False 184
40 0.9000 0.7968 0.1032 11.5% 0.0093 1.0% 98% True False 117
60 0.9000 0.7950 0.1050 11.7% 0.0068 0.8% 98% True False 93
80 0.9086 0.7950 0.1136 12.6% 0.0051 0.6% 91% False False 71
100 0.9086 0.7950 0.1136 12.6% 0.0041 0.5% 91% False False 57
120 0.9086 0.7950 0.1136 12.6% 0.0034 0.4% 91% False False 48
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9387
2.618 0.9238
1.618 0.9147
1.000 0.9091
0.618 0.9056
HIGH 0.9000
0.618 0.8965
0.500 0.8955
0.382 0.8944
LOW 0.8909
0.618 0.8853
1.000 0.8818
1.618 0.8762
2.618 0.8671
4.250 0.8522
Fisher Pivots for day following 02-Aug-2010
Pivot 1 day 3 day
R1 0.8974 0.8951
PP 0.8964 0.8918
S1 0.8955 0.8886

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

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