CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 22-Feb-2010
Day Change Summary
Previous Current
19-Feb-2010 22-Feb-2010 Change Change % Previous Week
Open 0.8803 0.8894 0.0091 1.0% 0.8765
High 0.8885 0.8913 0.0028 0.3% 0.8923
Low 0.8774 0.8875 0.0101 1.2% 0.8765
Close 0.8875 0.8904 0.0029 0.3% 0.8875
Range 0.0111 0.0038 -0.0073 -65.8% 0.0158
ATR 0.0109 0.0104 -0.0005 -4.7% 0.0000
Volume 856 691 -165 -19.3% 2,948
Daily Pivots for day following 22-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9011 0.8996 0.8925
R3 0.8973 0.8958 0.8914
R2 0.8935 0.8935 0.8911
R1 0.8920 0.8920 0.8907 0.8928
PP 0.8897 0.8897 0.8897 0.8901
S1 0.8882 0.8882 0.8901 0.8890
S2 0.8859 0.8859 0.8897
S3 0.8821 0.8844 0.8894
S4 0.8783 0.8806 0.8883
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 0.8765 0.0158 1.8% 0.0090 1.0% 88% False False 727
10 0.8923 0.8525 0.0398 4.5% 0.0101 1.1% 95% False False 675
20 0.8923 0.8474 0.0449 5.0% 0.0102 1.1% 96% False False 516
40 0.9161 0.8474 0.0687 7.7% 0.0090 1.0% 63% False False 411
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 0.0015
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 0.9075
2.618 0.9012
1.618 0.8974
1.000 0.8951
0.618 0.8936
HIGH 0.8913
0.618 0.8898
0.500 0.8894
0.382 0.8890
LOW 0.8875
0.618 0.8852
1.000 0.8837
1.618 0.8814
2.618 0.8776
4.250 0.8714
Fisher Pivots for day following 22-Feb-2010
Pivot 1 day 3 day
R1 0.8901 0.8885
PP 0.8897 0.8866
S1 0.8894 0.8847

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

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