CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 15-Jan-2010
Day Change Summary
Previous Current
14-Jan-2010 15-Jan-2010 Change Change % Previous Week
Open 0.9066 0.9101 0.0035 0.4% 0.9126
High 0.9161 0.9101 -0.0060 -0.7% 0.9161
Low 0.9066 0.9064 -0.0002 0.0% 0.9018
Close 0.9161 0.9069 -0.0092 -1.0% 0.9069
Range 0.0095 0.0037 -0.0058 -61.1% 0.0143
ATR 0.0085 0.0086 0.0001 1.0% 0.0000
Volume 44 48 4 9.1% 2,194
Daily Pivots for day following 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9189 0.9166 0.9089
R3 0.9152 0.9129 0.9079
R2 0.9115 0.9115 0.9076
R1 0.9092 0.9092 0.9072 0.9085
PP 0.9078 0.9078 0.9078 0.9075
S1 0.9055 0.9055 0.9066 0.9048
S2 0.9041 0.9041 0.9062
S3 0.9004 0.9018 0.9059
S4 0.8967 0.8981 0.9049
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9512 0.9433 0.9148
R3 0.9369 0.9290 0.9108
R2 0.9226 0.9226 0.9095
R1 0.9147 0.9147 0.9082 0.9115
PP 0.9083 0.9083 0.9083 0.9067
S1 0.9004 0.9004 0.9056 0.8972
S2 0.8940 0.8940 0.9043
S3 0.8797 0.8861 0.9030
S4 0.8654 0.8718 0.8990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9161 0.9018 0.0143 1.6% 0.0065 0.7% 36% False False 438
10 0.9161 0.8787 0.0374 4.1% 0.0082 0.9% 75% False False 537
20 0.9161 0.8581 0.0580 6.4% 0.0069 0.8% 84% False False 297
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9258
2.618 0.9198
1.618 0.9161
1.000 0.9138
0.618 0.9124
HIGH 0.9101
0.618 0.9087
0.500 0.9083
0.382 0.9078
LOW 0.9064
0.618 0.9041
1.000 0.9027
1.618 0.9004
2.618 0.8967
4.250 0.8907
Fisher Pivots for day following 15-Jan-2010
Pivot 1 day 3 day
R1 0.9083 0.9109
PP 0.9078 0.9095
S1 0.9074 0.9082

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

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