CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 08-Feb-2010
Day Change Summary
Previous Current
05-Feb-2010 08-Feb-2010 Change Change % Previous Week
Open 0.8560 0.8575 0.0015 0.2% 0.8711
High 0.8591 0.8595 0.0004 0.0% 0.8790
Low 0.8474 0.8529 0.0055 0.6% 0.8474
Close 0.8525 0.8553 0.0028 0.3% 0.8525
Range 0.0117 0.0066 -0.0051 -43.6% 0.0316
ATR 0.0104 0.0102 -0.0002 -2.3% 0.0000
Volume 641 594 -47 -7.3% 2,710
Daily Pivots for day following 08-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.8757 0.8721 0.8589
R3 0.8691 0.8655 0.8571
R2 0.8625 0.8625 0.8565
R1 0.8589 0.8589 0.8559 0.8574
PP 0.8559 0.8559 0.8559 0.8552
S1 0.8523 0.8523 0.8547 0.8508
S2 0.8493 0.8493 0.8541
S3 0.8427 0.8457 0.8535
S4 0.8361 0.8391 0.8517
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 0.8787 0.8474 0.0313 3.7% 0.0119 1.4% 25% False False 562
10 0.8891 0.8474 0.0417 4.9% 0.0108 1.3% 19% False False 413
20 0.9161 0.8474 0.0687 8.0% 0.0093 1.1% 11% False False 340
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0019
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.8876
2.618 0.8768
1.618 0.8702
1.000 0.8661
0.618 0.8636
HIGH 0.8595
0.618 0.8570
0.500 0.8562
0.382 0.8554
LOW 0.8529
0.618 0.8488
1.000 0.8463
1.618 0.8422
2.618 0.8356
4.250 0.8249
Fisher Pivots for day following 08-Feb-2010
Pivot 1 day 3 day
R1 0.8562 0.8585
PP 0.8559 0.8574
S1 0.8556 0.8564

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

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