CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 22-Jan-2010
Day Change Summary
Previous Current
21-Jan-2010 22-Jan-2010 Change Change % Previous Week
Open 0.8987 0.8880 -0.0107 -1.2% 0.9025
High 0.8992 0.8933 -0.0059 -0.7% 0.9101
Low 0.8869 0.8865 -0.0004 0.0% 0.8865
Close 0.8897 0.8877 -0.0020 -0.2% 0.8877
Range 0.0123 0.0068 -0.0055 -44.7% 0.0236
ATR 0.0093 0.0092 -0.0002 -1.9% 0.0000
Volume 132 35 -97 -73.5% 443
Daily Pivots for day following 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9096 0.9054 0.8914
R3 0.9028 0.8986 0.8896
R2 0.8960 0.8960 0.8889
R1 0.8918 0.8918 0.8883 0.8905
PP 0.8892 0.8892 0.8892 0.8885
S1 0.8850 0.8850 0.8871 0.8837
S2 0.8824 0.8824 0.8865
S3 0.8756 0.8782 0.8858
S4 0.8688 0.8714 0.8840
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9656 0.9502 0.9007
R3 0.9420 0.9266 0.8942
R2 0.9184 0.9184 0.8920
R1 0.9030 0.9030 0.8899 0.8989
PP 0.8948 0.8948 0.8948 0.8927
S1 0.8794 0.8794 0.8855 0.8753
S2 0.8712 0.8712 0.8834
S3 0.8476 0.8558 0.8812
S4 0.8240 0.8322 0.8747
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9101 0.8865 0.0236 2.7% 0.0091 1.0% 5% False True 98
10 0.9161 0.8865 0.0296 3.3% 0.0087 1.0% 4% False True 389
20 0.9161 0.8581 0.0580 6.5% 0.0077 0.9% 51% False False 307
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 0.0004
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9222
2.618 0.9111
1.618 0.9043
1.000 0.9001
0.618 0.8975
HIGH 0.8933
0.618 0.8907
0.500 0.8899
0.382 0.8891
LOW 0.8865
0.618 0.8823
1.000 0.8797
1.618 0.8755
2.618 0.8687
4.250 0.8576
Fisher Pivots for day following 22-Jan-2010
Pivot 1 day 3 day
R1 0.8899 0.8972
PP 0.8892 0.8940
S1 0.8884 0.8909

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

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