CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 09-Feb-2010
Day Change Summary
Previous Current
08-Feb-2010 09-Feb-2010 Change Change % Previous Week
Open 0.8575 0.8525 -0.0050 -0.6% 0.8711
High 0.8595 0.8680 0.0085 1.0% 0.8790
Low 0.8529 0.8525 -0.0004 0.0% 0.8474
Close 0.8553 0.8641 0.0088 1.0% 0.8525
Range 0.0066 0.0155 0.0089 134.8% 0.0316
ATR 0.0102 0.0105 0.0004 3.7% 0.0000
Volume 594 361 -233 -39.2% 2,710
Daily Pivots for day following 09-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9080 0.9016 0.8726
R3 0.8925 0.8861 0.8684
R2 0.8770 0.8770 0.8669
R1 0.8706 0.8706 0.8655 0.8738
PP 0.8615 0.8615 0.8615 0.8632
S1 0.8551 0.8551 0.8627 0.8583
S2 0.8460 0.8460 0.8613
S3 0.8305 0.8396 0.8598
S4 0.8150 0.8241 0.8556
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 0.8777 0.8474 0.0303 3.5% 0.0125 1.4% 55% False False 538
10 0.8891 0.8474 0.0417 4.8% 0.0116 1.3% 40% False False 443
20 0.9161 0.8474 0.0687 8.0% 0.0099 1.1% 24% False False 300
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0019
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9339
2.618 0.9086
1.618 0.8931
1.000 0.8835
0.618 0.8776
HIGH 0.8680
0.618 0.8621
0.500 0.8603
0.382 0.8584
LOW 0.8525
0.618 0.8429
1.000 0.8370
1.618 0.8274
2.618 0.8119
4.250 0.7866
Fisher Pivots for day following 09-Feb-2010
Pivot 1 day 3 day
R1 0.8628 0.8620
PP 0.8615 0.8598
S1 0.8603 0.8577

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

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