CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 12-Feb-2010
Day Change Summary
Previous Current
11-Feb-2010 12-Feb-2010 Change Change % Previous Week
Open 0.8661 0.8783 0.0122 1.4% 0.8575
High 0.8804 0.8790 -0.0014 -0.2% 0.8804
Low 0.8661 0.8675 0.0014 0.2% 0.8525
Close 0.8801 0.8773 -0.0028 -0.3% 0.8773
Range 0.0143 0.0115 -0.0028 -19.6% 0.0279
ATR 0.0107 0.0108 0.0001 1.3% 0.0000
Volume 385 916 531 137.9% 3,112
Daily Pivots for day following 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9091 0.9047 0.8836
R3 0.8976 0.8932 0.8805
R2 0.8861 0.8861 0.8794
R1 0.8817 0.8817 0.8784 0.8782
PP 0.8746 0.8746 0.8746 0.8728
S1 0.8702 0.8702 0.8762 0.8667
S2 0.8631 0.8631 0.8752
S3 0.8516 0.8587 0.8741
S4 0.8401 0.8472 0.8710
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9538 0.9434 0.8926
R3 0.9259 0.9155 0.8850
R2 0.8980 0.8980 0.8824
R1 0.8876 0.8876 0.8799 0.8928
PP 0.8701 0.8701 0.8701 0.8727
S1 0.8597 0.8597 0.8747 0.8649
S2 0.8422 0.8422 0.8722
S3 0.8143 0.8318 0.8696
S4 0.7864 0.8039 0.8620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8804 0.8525 0.0279 3.2% 0.0111 1.3% 89% False False 622
10 0.8804 0.8474 0.0330 3.8% 0.0121 1.4% 91% False False 582
20 0.9101 0.8474 0.0627 7.1% 0.0103 1.2% 48% False False 359
40 0.9161 0.8474 0.0687 7.8% 0.0086 1.0% 44% False False 327
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9279
2.618 0.9091
1.618 0.8976
1.000 0.8905
0.618 0.8861
HIGH 0.8790
0.618 0.8746
0.500 0.8733
0.382 0.8719
LOW 0.8675
0.618 0.8604
1.000 0.8560
1.618 0.8489
2.618 0.8374
4.250 0.8186
Fisher Pivots for day following 12-Feb-2010
Pivot 1 day 3 day
R1 0.8760 0.8749
PP 0.8746 0.8725
S1 0.8733 0.8701

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

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