CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 19-Feb-2010
Day Change Summary
Previous Current
18-Feb-2010 19-Feb-2010 Change Change % Previous Week
Open 0.8873 0.8803 -0.0070 -0.8% 0.8765
High 0.8919 0.8885 -0.0034 -0.4% 0.8923
Low 0.8819 0.8774 -0.0045 -0.5% 0.8765
Close 0.8917 0.8875 -0.0042 -0.5% 0.8875
Range 0.0100 0.0111 0.0011 11.0% 0.0158
ATR 0.0106 0.0109 0.0003 2.5% 0.0000
Volume 326 856 530 162.6% 2,948
Daily Pivots for day following 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9178 0.9137 0.8936
R3 0.9067 0.9026 0.8906
R2 0.8956 0.8956 0.8895
R1 0.8915 0.8915 0.8885 0.8936
PP 0.8845 0.8845 0.8845 0.8855
S1 0.8804 0.8804 0.8865 0.8825
S2 0.8734 0.8734 0.8855
S3 0.8623 0.8693 0.8844
S4 0.8512 0.8582 0.8814
Weekly Pivots for week ending 19-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9328 0.9260 0.8962
R3 0.9170 0.9102 0.8918
R2 0.9012 0.9012 0.8904
R1 0.8944 0.8944 0.8889 0.8978
PP 0.8854 0.8854 0.8854 0.8872
S1 0.8786 0.8786 0.8861 0.8820
S2 0.8696 0.8696 0.8846
S3 0.8538 0.8628 0.8832
S4 0.8380 0.8470 0.8788
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8923 0.8675 0.0248 2.8% 0.0106 1.2% 81% False False 772
10 0.8923 0.8474 0.0449 5.1% 0.0109 1.2% 89% False False 670
20 0.8933 0.8474 0.0459 5.2% 0.0104 1.2% 87% False False 483
40 0.9161 0.8474 0.0687 7.7% 0.0090 1.0% 58% False False 397
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 0.0016
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9357
2.618 0.9176
1.618 0.9065
1.000 0.8996
0.618 0.8954
HIGH 0.8885
0.618 0.8843
0.500 0.8830
0.382 0.8816
LOW 0.8774
0.618 0.8705
1.000 0.8663
1.618 0.8594
2.618 0.8483
4.250 0.8302
Fisher Pivots for day following 19-Feb-2010
Pivot 1 day 3 day
R1 0.8860 0.8866
PP 0.8845 0.8857
S1 0.8830 0.8849

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

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