CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 0.8978 0.8971 -0.0007 -0.1% 0.8674
High 0.8978 0.9055 0.0077 0.9% 0.8850
Low 0.8967 0.8971 0.0004 0.0% 0.8674
Close 0.8957 0.9050 0.0093 1.0% 0.8826
Range 0.0011 0.0084 0.0073 663.6% 0.0176
ATR 0.0080 0.0081 0.0001 1.6% 0.0000
Volume 126 2 -124 -98.4% 257
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9277 0.9248 0.9096
R3 0.9193 0.9164 0.9073
R2 0.9109 0.9109 0.9065
R1 0.9080 0.9080 0.9058 0.9095
PP 0.9025 0.9025 0.9025 0.9033
S1 0.8996 0.8996 0.9042 0.9011
S2 0.8941 0.8941 0.9035
S3 0.8857 0.8912 0.9027
S4 0.8773 0.8828 0.9004
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9311 0.9245 0.8923
R3 0.9135 0.9069 0.8874
R2 0.8959 0.8959 0.8858
R1 0.8893 0.8893 0.8842 0.8926
PP 0.8783 0.8783 0.8783 0.8800
S1 0.8717 0.8717 0.8810 0.8750
S2 0.8607 0.8607 0.8794
S3 0.8431 0.8541 0.8778
S4 0.8255 0.8365 0.8729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9055 0.8762 0.0293 3.2% 0.0073 0.8% 98% True False 74
10 0.9055 0.8581 0.0474 5.2% 0.0064 0.7% 99% True False 59
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9412
2.618 0.9275
1.618 0.9191
1.000 0.9139
0.618 0.9107
HIGH 0.9055
0.618 0.9023
0.500 0.9013
0.382 0.9003
LOW 0.8971
0.618 0.8919
1.000 0.8887
1.618 0.8835
2.618 0.8751
4.250 0.8614
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 0.9038 0.9007
PP 0.9025 0.8964
S1 0.9013 0.8921

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

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