CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 0.8913 0.8875 -0.0038 -0.4% 0.9025
High 0.8913 0.8883 -0.0030 -0.3% 0.9101
Low 0.8889 0.8803 -0.0086 -1.0% 0.8865
Close 0.8909 0.8867 -0.0042 -0.5% 0.8877
Range 0.0024 0.0080 0.0056 233.3% 0.0236
ATR 0.0088 0.0089 0.0001 1.5% 0.0000
Volume 46 57 11 23.9% 443
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9091 0.9059 0.8911
R3 0.9011 0.8979 0.8889
R2 0.8931 0.8931 0.8882
R1 0.8899 0.8899 0.8874 0.8875
PP 0.8851 0.8851 0.8851 0.8839
S1 0.8819 0.8819 0.8860 0.8795
S2 0.8771 0.8771 0.8852
S3 0.8691 0.8739 0.8845
S4 0.8611 0.8659 0.8823
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 0.9078 0.8803 0.0275 3.1% 0.0090 1.0% 23% False True 89
10 0.9161 0.8803 0.0358 4.0% 0.0082 0.9% 18% False True 157
20 0.9161 0.8674 0.0487 5.5% 0.0077 0.9% 40% False False 309
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 0.0003
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9223
2.618 0.9092
1.618 0.9012
1.000 0.8963
0.618 0.8932
HIGH 0.8883
0.618 0.8852
0.500 0.8843
0.382 0.8834
LOW 0.8803
0.618 0.8754
1.000 0.8723
1.618 0.8674
2.618 0.8594
4.250 0.8463
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 0.8859 0.8868
PP 0.8851 0.8868
S1 0.8843 0.8867

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

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