CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 18-Aug-2010
Day Change Summary
Previous Current
17-Aug-2010 18-Aug-2010 Change Change % Previous Week
Open 0.8827 0.8923 0.0096 1.1% 0.9037
High 0.8950 0.8925 -0.0025 -0.3% 0.9063
Low 0.8820 0.8851 0.0031 0.4% 0.8788
Close 0.8937 0.8866 -0.0071 -0.8% 0.8805
Range 0.0130 0.0074 -0.0056 -43.1% 0.0275
ATR 0.0104 0.0102 -0.0001 -1.2% 0.0000
Volume 445 273 -172 -38.7% 1,180
Daily Pivots for day following 18-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9103 0.9058 0.8907
R3 0.9029 0.8984 0.8886
R2 0.8955 0.8955 0.8880
R1 0.8910 0.8910 0.8873 0.8896
PP 0.8881 0.8881 0.8881 0.8873
S1 0.8836 0.8836 0.8859 0.8822
S2 0.8807 0.8807 0.8852
S3 0.8733 0.8762 0.8846
S4 0.8659 0.8688 0.8825
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9710 0.9533 0.8956
R3 0.9435 0.9258 0.8881
R2 0.9160 0.9160 0.8855
R1 0.8983 0.8983 0.8830 0.8934
PP 0.8885 0.8885 0.8885 0.8861
S1 0.8708 0.8708 0.8780 0.8659
S2 0.8610 0.8610 0.8755
S3 0.8335 0.8433 0.8729
S4 0.8060 0.8158 0.8654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8950 0.8740 0.0210 2.4% 0.0105 1.2% 60% False False 339
10 0.9082 0.8740 0.0342 3.9% 0.0097 1.1% 37% False False 319
20 0.9082 0.8597 0.0485 5.5% 0.0096 1.1% 55% False False 276
40 0.9082 0.8162 0.0920 10.4% 0.0108 1.2% 77% False False 201
60 0.9082 0.7950 0.1132 12.8% 0.0082 0.9% 81% False False 138
80 0.9082 0.7950 0.1132 12.8% 0.0064 0.7% 81% False False 114
100 0.9086 0.7950 0.1136 12.8% 0.0052 0.6% 81% False False 91
120 0.9086 0.7950 0.1136 12.8% 0.0043 0.5% 81% False False 76
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 0.9240
2.618 0.9119
1.618 0.9045
1.000 0.8999
0.618 0.8971
HIGH 0.8925
0.618 0.8897
0.500 0.8888
0.382 0.8879
LOW 0.8851
0.618 0.8805
1.000 0.8777
1.618 0.8731
2.618 0.8657
4.250 0.8537
Fisher Pivots for day following 18-Aug-2010
Pivot 1 day 3 day
R1 0.8888 0.8859
PP 0.8881 0.8852
S1 0.8873 0.8845

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

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