CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 05-Aug-2010
Day Change Summary
Previous Current
04-Aug-2010 05-Aug-2010 Change Change % Previous Week
Open 0.8995 0.9031 0.0036 0.4% 0.8782
High 0.9040 0.9031 -0.0009 -0.1% 0.8924
Low 0.8977 0.8979 0.0002 0.0% 0.8765
Close 0.9034 0.9008 -0.0026 -0.3% 0.8892
Range 0.0063 0.0052 -0.0011 -17.5% 0.0159
ATR 0.0103 0.0099 -0.0003 -3.3% 0.0000
Volume 131 784 653 498.5% 1,117
Daily Pivots for day following 05-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9162 0.9137 0.9037
R3 0.9110 0.9085 0.9022
R2 0.9058 0.9058 0.9018
R1 0.9033 0.9033 0.9013 0.9020
PP 0.9006 0.9006 0.9006 0.8999
S1 0.8981 0.8981 0.9003 0.8968
S2 0.8954 0.8954 0.8998
S3 0.8902 0.8929 0.8994
S4 0.8850 0.8877 0.8979
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 0.9040 0.8838 0.0202 2.2% 0.0072 0.8% 84% False False 293
10 0.9040 0.8745 0.0295 3.3% 0.0080 0.9% 89% False False 286
20 0.9040 0.8489 0.0551 6.1% 0.0094 1.0% 94% False False 223
40 0.9040 0.8162 0.0878 9.7% 0.0097 1.1% 96% False False 144
60 0.9040 0.7950 0.1090 12.1% 0.0071 0.8% 97% False False 112
80 0.9086 0.7950 0.1136 12.6% 0.0053 0.6% 93% False False 84
100 0.9086 0.7950 0.1136 12.6% 0.0042 0.5% 93% False False 67
120 0.9086 0.7950 0.1136 12.6% 0.0035 0.4% 93% False False 57
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9252
2.618 0.9167
1.618 0.9115
1.000 0.9083
0.618 0.9063
HIGH 0.9031
0.618 0.9011
0.500 0.9005
0.382 0.8999
LOW 0.8979
0.618 0.8947
1.000 0.8927
1.618 0.8895
2.618 0.8843
4.250 0.8758
Fisher Pivots for day following 05-Aug-2010
Pivot 1 day 3 day
R1 0.9007 0.9001
PP 0.9006 0.8993
S1 0.9005 0.8986

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

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