CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 18-Feb-2010
Day Change Summary
Previous Current
17-Feb-2010 18-Feb-2010 Change Change % Previous Week
Open 0.8899 0.8873 -0.0026 -0.3% 0.8575
High 0.8923 0.8919 -0.0004 0.0% 0.8804
Low 0.8866 0.8819 -0.0047 -0.5% 0.8525
Close 0.8887 0.8917 0.0030 0.3% 0.8773
Range 0.0057 0.0100 0.0043 75.4% 0.0279
ATR 0.0107 0.0106 0.0000 -0.5% 0.0000
Volume 535 326 -209 -39.1% 3,112
Daily Pivots for day following 18-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9185 0.9151 0.8972
R3 0.9085 0.9051 0.8945
R2 0.8985 0.8985 0.8935
R1 0.8951 0.8951 0.8926 0.8968
PP 0.8885 0.8885 0.8885 0.8894
S1 0.8851 0.8851 0.8908 0.8868
S2 0.8785 0.8785 0.8899
S3 0.8685 0.8751 0.8890
S4 0.8585 0.8651 0.8862
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 0.8923 0.8661 0.0262 2.9% 0.0112 1.3% 98% False False 678
10 0.8923 0.8474 0.0449 5.0% 0.0118 1.3% 99% False False 598
20 0.8992 0.8474 0.0518 5.8% 0.0104 1.2% 86% False False 447
40 0.9161 0.8474 0.0687 7.7% 0.0089 1.0% 64% False False 376
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9344
2.618 0.9181
1.618 0.9081
1.000 0.9019
0.618 0.8981
HIGH 0.8919
0.618 0.8881
0.500 0.8869
0.382 0.8857
LOW 0.8819
0.618 0.8757
1.000 0.8719
1.618 0.8657
2.618 0.8557
4.250 0.8394
Fisher Pivots for day following 18-Feb-2010
Pivot 1 day 3 day
R1 0.8901 0.8893
PP 0.8885 0.8868
S1 0.8869 0.8844

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

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