CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 05-Apr-2010
Day Change Summary
Previous Current
02-Apr-2010 05-Apr-2010 Change Change % Previous Week
Open 0.9016 0.9042 0.0026 0.3% 0.8867
High 0.9042 0.9049 0.0007 0.1% 0.9046
Low 0.9015 0.9025 0.0010 0.1% 0.8867
Close 0.9023 0.9040 0.0017 0.2% 0.9023
Range 0.0027 0.0024 -0.0003 -11.1% 0.0179
ATR 0.0061 0.0058 -0.0002 -4.1% 0.0000
Volume 73 78 5 6.8% 675
Daily Pivots for day following 05-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9110 0.9099 0.9053
R3 0.9086 0.9075 0.9047
R2 0.9062 0.9062 0.9044
R1 0.9051 0.9051 0.9042 0.9045
PP 0.9038 0.9038 0.9038 0.9035
S1 0.9027 0.9027 0.9038 0.9021
S2 0.9014 0.9014 0.9036
S3 0.8990 0.9003 0.9033
S4 0.8966 0.8979 0.9027
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9516 0.9448 0.9121
R3 0.9337 0.9269 0.9072
R2 0.9158 0.9158 0.9056
R1 0.9090 0.9090 0.9039 0.9124
PP 0.8979 0.8979 0.8979 0.8996
S1 0.8911 0.8911 0.9007 0.8945
S2 0.8800 0.8800 0.8990
S3 0.8621 0.8732 0.8974
S4 0.8442 0.8553 0.8925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9049 0.8972 0.0077 0.9% 0.0043 0.5% 88% True False 110
10 0.9049 0.8832 0.0217 2.4% 0.0063 0.7% 96% True False 103
20 0.9055 0.8832 0.0223 2.5% 0.0050 0.5% 93% False False 94
40 0.9055 0.8501 0.0554 6.1% 0.0025 0.3% 97% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9151
2.618 0.9112
1.618 0.9088
1.000 0.9073
0.618 0.9064
HIGH 0.9049
0.618 0.9040
0.500 0.9037
0.382 0.9034
LOW 0.9025
0.618 0.9010
1.000 0.9001
1.618 0.8986
2.618 0.8962
4.250 0.8923
Fisher Pivots for day following 05-Apr-2010
Pivot 1 day 3 day
R1 0.9039 0.9032
PP 0.9038 0.9024
S1 0.9037 0.9016

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

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