CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 19-Jan-2010
Day Change Summary
Previous Current
15-Jan-2010 19-Jan-2010 Change Change % Previous Week
Open 0.9101 0.9025 -0.0076 -0.8% 0.9126
High 0.9101 0.9101 0.0000 0.0% 0.9161
Low 0.9064 0.9025 -0.0039 -0.4% 0.9018
Close 0.9069 0.9092 0.0023 0.3% 0.9069
Range 0.0037 0.0076 0.0039 105.4% 0.0143
ATR 0.0086 0.0085 -0.0001 -0.8% 0.0000
Volume 48 101 53 110.4% 2,194
Daily Pivots for day following 19-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9301 0.9272 0.9134
R3 0.9225 0.9196 0.9113
R2 0.9149 0.9149 0.9106
R1 0.9120 0.9120 0.9099 0.9135
PP 0.9073 0.9073 0.9073 0.9080
S1 0.9044 0.9044 0.9085 0.9059
S2 0.8997 0.8997 0.9078
S3 0.8921 0.8968 0.9071
S4 0.8845 0.8892 0.9050
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% 0.0074 0.8% 52% False False 225
10 0.9161 0.8967 0.0194 2.1% 0.0071 0.8% 64% False False 544
20 0.9161 0.8581 0.0580 6.4% 0.0071 0.8% 88% False False 297
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 0.0005
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9424
2.618 0.9300
1.618 0.9224
1.000 0.9177
0.618 0.9148
HIGH 0.9101
0.618 0.9072
0.500 0.9063
0.382 0.9054
LOW 0.9025
0.618 0.8978
1.000 0.8949
1.618 0.8902
2.618 0.8826
4.250 0.8702
Fisher Pivots for day following 19-Jan-2010
Pivot 1 day 3 day
R1 0.9082 0.9093
PP 0.9073 0.9093
S1 0.9063 0.9092

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

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