CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 05-Feb-2010
Day Change Summary
Previous Current
04-Feb-2010 05-Feb-2010 Change Change % Previous Week
Open 0.8686 0.8560 -0.0126 -1.5% 0.8711
High 0.8695 0.8591 -0.0104 -1.2% 0.8790
Low 0.8494 0.8474 -0.0020 -0.2% 0.8474
Close 0.8544 0.8525 -0.0019 -0.2% 0.8525
Range 0.0201 0.0117 -0.0084 -41.8% 0.0316
ATR 0.0103 0.0104 0.0001 1.0% 0.0000
Volume 140 641 501 357.9% 2,710
Daily Pivots for day following 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8881 0.8820 0.8589
R3 0.8764 0.8703 0.8557
R2 0.8647 0.8647 0.8546
R1 0.8586 0.8586 0.8536 0.8558
PP 0.8530 0.8530 0.8530 0.8516
S1 0.8469 0.8469 0.8514 0.8441
S2 0.8413 0.8413 0.8504
S3 0.8296 0.8352 0.8493
S4 0.8179 0.8235 0.8461
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9544 0.9351 0.8699
R3 0.9228 0.9035 0.8612
R2 0.8912 0.8912 0.8583
R1 0.8719 0.8719 0.8554 0.8658
PP 0.8596 0.8596 0.8596 0.8566
S1 0.8403 0.8403 0.8496 0.8342
S2 0.8280 0.8280 0.8467
S3 0.7964 0.8087 0.8438
S4 0.7648 0.7771 0.8351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8790 0.8474 0.0316 3.7% 0.0131 1.5% 16% False True 542
10 0.8913 0.8474 0.0439 5.1% 0.0104 1.2% 12% False True 358
20 0.9161 0.8474 0.0687 8.1% 0.0095 1.1% 7% False True 374
Crabel Price Patterns
NR True
NR4 False
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 0.0017
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9088
2.618 0.8897
1.618 0.8780
1.000 0.8708
0.618 0.8663
HIGH 0.8591
0.618 0.8546
0.500 0.8533
0.382 0.8519
LOW 0.8474
0.618 0.8402
1.000 0.8357
1.618 0.8285
2.618 0.8168
4.250 0.7977
Fisher Pivots for day following 05-Feb-2010
Pivot 1 day 3 day
R1 0.8533 0.8626
PP 0.8530 0.8592
S1 0.8528 0.8559

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

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