CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 16-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 16-Feb-2010 Change Change % Previous Week
Open 0.8783 0.8765 -0.0018 -0.2% 0.8575
High 0.8790 0.8911 0.0121 1.4% 0.8804
Low 0.8675 0.8765 0.0090 1.0% 0.8525
Close 0.8773 0.8897 0.0124 1.4% 0.8773
Range 0.0115 0.0146 0.0031 27.0% 0.0279
ATR 0.0108 0.0111 0.0003 2.5% 0.0000
Volume 916 1,231 315 34.4% 3,112
Daily Pivots for day following 16-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9296 0.9242 0.8977
R3 0.9150 0.9096 0.8937
R2 0.9004 0.9004 0.8924
R1 0.8950 0.8950 0.8910 0.8977
PP 0.8858 0.8858 0.8858 0.8871
S1 0.8804 0.8804 0.8884 0.8831
S2 0.8712 0.8712 0.8870
S3 0.8566 0.8658 0.8857
S4 0.8420 0.8512 0.8817
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 0.8911 0.8525 0.0386 4.3% 0.0127 1.4% 96% True False 749
10 0.8911 0.8474 0.0437 4.9% 0.0123 1.4% 97% True False 656
20 0.9101 0.8474 0.0627 7.0% 0.0108 1.2% 67% False False 418
40 0.9161 0.8474 0.0687 7.7% 0.0088 1.0% 62% False False 357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0010
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9532
2.618 0.9293
1.618 0.9147
1.000 0.9057
0.618 0.9001
HIGH 0.8911
0.618 0.8855
0.500 0.8838
0.382 0.8821
LOW 0.8765
0.618 0.8675
1.000 0.8619
1.618 0.8529
2.618 0.8383
4.250 0.8145
Fisher Pivots for day following 16-Feb-2010
Pivot 1 day 3 day
R1 0.8877 0.8860
PP 0.8858 0.8823
S1 0.8838 0.8786

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

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