CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 0.9074 0.8987 -0.0087 -1.0% 0.9126
High 0.9078 0.8992 -0.0086 -0.9% 0.9161
Low 0.8925 0.8869 -0.0056 -0.6% 0.9018
Close 0.8933 0.8897 -0.0036 -0.4% 0.9069
Range 0.0153 0.0123 -0.0030 -19.6% 0.0143
ATR 0.0091 0.0093 0.0002 2.5% 0.0000
Volume 175 132 -43 -24.6% 2,194
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9288 0.9216 0.8965
R3 0.9165 0.9093 0.8931
R2 0.9042 0.9042 0.8920
R1 0.8970 0.8970 0.8908 0.8945
PP 0.8919 0.8919 0.8919 0.8907
S1 0.8847 0.8847 0.8886 0.8822
S2 0.8796 0.8796 0.8874
S3 0.8673 0.8724 0.8863
S4 0.8550 0.8601 0.8829
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 0.8869 0.0292 3.3% 0.0097 1.1% 10% False True 100
10 0.9161 0.8869 0.0292 3.3% 0.0089 1.0% 10% False True 562
20 0.9161 0.8581 0.0580 6.5% 0.0077 0.9% 54% False False 310
Crabel Price Patterns
NR True
NR4 False
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 0.0006
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9515
2.618 0.9314
1.618 0.9191
1.000 0.9115
0.618 0.9068
HIGH 0.8992
0.618 0.8945
0.500 0.8931
0.382 0.8916
LOW 0.8869
0.618 0.8793
1.000 0.8746
1.618 0.8670
2.618 0.8547
4.250 0.8346
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 0.8931 0.8985
PP 0.8919 0.8956
S1 0.8908 0.8926

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

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