CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 04-Feb-2010
Day Change Summary
Previous Current
03-Feb-2010 04-Feb-2010 Change Change % Previous Week
Open 0.8756 0.8686 -0.0070 -0.8% 0.8913
High 0.8777 0.8695 -0.0082 -0.9% 0.8913
Low 0.8692 0.8494 -0.0198 -2.3% 0.8705
Close 0.8707 0.8544 -0.0163 -1.9% 0.8725
Range 0.0085 0.0201 0.0116 136.5% 0.0208
ATR 0.0095 0.0103 0.0008 8.9% 0.0000
Volume 956 140 -816 -85.4% 872
Daily Pivots for day following 04-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9181 0.9063 0.8655
R3 0.8980 0.8862 0.8599
R2 0.8779 0.8779 0.8581
R1 0.8661 0.8661 0.8562 0.8620
PP 0.8578 0.8578 0.8578 0.8557
S1 0.8460 0.8460 0.8526 0.8419
S2 0.8377 0.8377 0.8507
S3 0.8176 0.8259 0.8489
S4 0.7975 0.8058 0.8433
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 0.8824 0.8494 0.0330 3.9% 0.0132 1.5% 15% False True 444
10 0.8933 0.8494 0.0439 5.1% 0.0099 1.2% 11% False True 297
20 0.9161 0.8494 0.0667 7.8% 0.0094 1.1% 7% False True 429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0016
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 0.9549
2.618 0.9221
1.618 0.9020
1.000 0.8896
0.618 0.8819
HIGH 0.8695
0.618 0.8618
0.500 0.8595
0.382 0.8571
LOW 0.8494
0.618 0.8370
1.000 0.8293
1.618 0.8169
2.618 0.7968
4.250 0.7640
Fisher Pivots for day following 04-Feb-2010
Pivot 1 day 3 day
R1 0.8595 0.8641
PP 0.8578 0.8608
S1 0.8561 0.8576

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

View Archives - Comment on this page... - Back to Index of Symbols