CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 03-Feb-2010
Day Change Summary
Previous Current
02-Feb-2010 03-Feb-2010 Change Change % Previous Week
Open 0.8782 0.8756 -0.0026 -0.3% 0.8913
High 0.8787 0.8777 -0.0010 -0.1% 0.8913
Low 0.8663 0.8692 0.0029 0.3% 0.8705
Close 0.8731 0.8707 -0.0024 -0.3% 0.8725
Range 0.0124 0.0085 -0.0039 -31.5% 0.0208
ATR 0.0095 0.0095 -0.0001 -0.8% 0.0000
Volume 483 956 473 97.9% 872
Daily Pivots for day following 03-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8980 0.8929 0.8754
R3 0.8895 0.8844 0.8730
R2 0.8810 0.8810 0.8723
R1 0.8759 0.8759 0.8715 0.8742
PP 0.8725 0.8725 0.8725 0.8717
S1 0.8674 0.8674 0.8699 0.8657
S2 0.8640 0.8640 0.8691
S3 0.8555 0.8589 0.8684
S4 0.8470 0.8504 0.8660
Weekly Pivots for week ending 29-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9405 0.9273 0.8839
R3 0.9197 0.9065 0.8782
R2 0.8989 0.8989 0.8763
R1 0.8857 0.8857 0.8744 0.8819
PP 0.8781 0.8781 0.8781 0.8762
S1 0.8649 0.8649 0.8706 0.8611
S2 0.8573 0.8573 0.8687
S3 0.8365 0.8441 0.8668
S4 0.8157 0.8233 0.8611
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8891 0.8660 0.0231 2.7% 0.0108 1.2% 20% False False 511
10 0.8992 0.8660 0.0332 3.8% 0.0091 1.0% 14% False False 296
20 0.9161 0.8660 0.0501 5.8% 0.0088 1.0% 9% False False 422
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9138
2.618 0.9000
1.618 0.8915
1.000 0.8862
0.618 0.8830
HIGH 0.8777
0.618 0.8745
0.500 0.8735
0.382 0.8724
LOW 0.8692
0.618 0.8639
1.000 0.8607
1.618 0.8554
2.618 0.8469
4.250 0.8331
Fisher Pivots for day following 03-Feb-2010
Pivot 1 day 3 day
R1 0.8735 0.8725
PP 0.8725 0.8719
S1 0.8716 0.8713

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

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