CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 28-Jan-2010
Day Change Summary
Previous Current
27-Jan-2010 28-Jan-2010 Change Change % Previous Week
Open 0.8853 0.8809 -0.0044 -0.5% 0.9025
High 0.8861 0.8891 0.0030 0.3% 0.9101
Low 0.8783 0.8809 0.0026 0.3% 0.8865
Close 0.8814 0.8816 0.0002 0.0% 0.8877
Range 0.0078 0.0082 0.0004 5.1% 0.0236
ATR 0.0089 0.0088 0.0000 -0.5% 0.0000
Volume 143 473 330 230.8% 443
Daily Pivots for day following 28-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9085 0.9032 0.8861
R3 0.9003 0.8950 0.8839
R2 0.8921 0.8921 0.8831
R1 0.8868 0.8868 0.8824 0.8895
PP 0.8839 0.8839 0.8839 0.8852
S1 0.8786 0.8786 0.8808 0.8813
S2 0.8757 0.8757 0.8801
S3 0.8675 0.8704 0.8793
S4 0.8593 0.8622 0.8771
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 0.8933 0.8783 0.0150 1.7% 0.0066 0.8% 22% False False 150
10 0.9161 0.8783 0.0378 4.3% 0.0082 0.9% 9% False False 125
20 0.9161 0.8762 0.0399 4.5% 0.0079 0.9% 14% False False 337
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0004
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9240
2.618 0.9106
1.618 0.9024
1.000 0.8973
0.618 0.8942
HIGH 0.8891
0.618 0.8860
0.500 0.8850
0.382 0.8840
LOW 0.8809
0.618 0.8758
1.000 0.8727
1.618 0.8676
2.618 0.8594
4.250 0.8461
Fisher Pivots for day following 28-Jan-2010
Pivot 1 day 3 day
R1 0.8850 0.8837
PP 0.8839 0.8830
S1 0.8827 0.8823

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

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