CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 24-Sep-2010
Day Change Summary
Previous Current
23-Sep-2010 24-Sep-2010 Change Change % Previous Week
Open 0.9462 0.9400 -0.0062 -0.7% 0.9280
High 0.9481 0.9524 0.0043 0.5% 0.9524
Low 0.9375 0.9373 -0.0002 0.0% 0.9267
Close 0.9429 0.9494 0.0065 0.7% 0.9494
Range 0.0106 0.0151 0.0045 42.5% 0.0257
ATR 0.0106 0.0109 0.0003 3.1% 0.0000
Volume 80,764 71,658 -9,106 -11.3% 366,645
Daily Pivots for day following 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9917 0.9856 0.9577
R3 0.9766 0.9705 0.9536
R2 0.9615 0.9615 0.9522
R1 0.9554 0.9554 0.9508 0.9585
PP 0.9464 0.9464 0.9464 0.9479
S1 0.9403 0.9403 0.9480 0.9434
S2 0.9313 0.9313 0.9466
S3 0.9162 0.9252 0.9452
S4 0.9011 0.9101 0.9411
Weekly Pivots for week ending 24-Sep-2010
Classic Woodie Camarilla DeMark
R4 1.0199 1.0104 0.9635
R3 0.9942 0.9847 0.9565
R2 0.9685 0.9685 0.9541
R1 0.9590 0.9590 0.9518 0.9638
PP 0.9428 0.9428 0.9428 0.9452
S1 0.9333 0.9333 0.9470 0.9381
S2 0.9171 0.9171 0.9447
S3 0.8914 0.9076 0.9423
S4 0.8657 0.8819 0.9353
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9524 0.9267 0.0257 2.7% 0.0120 1.3% 88% True False 73,329
10 0.9524 0.9187 0.0337 3.5% 0.0109 1.1% 91% True False 72,546
20 0.9524 0.8752 0.0772 8.1% 0.0104 1.1% 96% True False 46,155
40 0.9524 0.8655 0.0869 9.2% 0.0100 1.1% 97% True False 23,284
60 0.9524 0.8180 0.1344 14.2% 0.0104 1.1% 98% True False 15,581
80 0.9524 0.7968 0.1556 16.4% 0.0095 1.0% 98% True False 11,697
100 0.9524 0.7950 0.1574 16.6% 0.0080 0.8% 98% True False 9,367
120 0.9524 0.7950 0.1574 16.6% 0.0067 0.7% 98% True False 7,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0022
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 1.0166
2.618 0.9919
1.618 0.9768
1.000 0.9675
0.618 0.9617
HIGH 0.9524
0.618 0.9466
0.500 0.9449
0.382 0.9431
LOW 0.9373
0.618 0.9280
1.000 0.9222
1.618 0.9129
2.618 0.8978
4.250 0.8731
Fisher Pivots for day following 24-Sep-2010
Pivot 1 day 3 day
R1 0.9479 0.9479
PP 0.9464 0.9464
S1 0.9449 0.9449

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

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