CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 24-Feb-2010
Day Change Summary
Previous Current
23-Feb-2010 24-Feb-2010 Change Change % Previous Week
Open 0.8889 0.8819 -0.0070 -0.8% 0.8765
High 0.8965 0.8849 -0.0116 -1.3% 0.8923
Low 0.8775 0.8755 -0.0020 -0.2% 0.8765
Close 0.8802 0.8816 0.0014 0.2% 0.8875
Range 0.0190 0.0094 -0.0096 -50.5% 0.0158
ATR 0.0110 0.0109 -0.0001 -1.0% 0.0000
Volume 278 2,045 1,767 635.6% 2,948
Daily Pivots for day following 24-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9089 0.9046 0.8868
R3 0.8995 0.8952 0.8842
R2 0.8901 0.8901 0.8833
R1 0.8858 0.8858 0.8825 0.8833
PP 0.8807 0.8807 0.8807 0.8794
S1 0.8764 0.8764 0.8807 0.8739
S2 0.8713 0.8713 0.8799
S3 0.8619 0.8670 0.8790
S4 0.8525 0.8576 0.8764
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 0.8965 0.8755 0.0210 2.4% 0.0107 1.2% 29% False True 839
10 0.8965 0.8598 0.0367 4.2% 0.0107 1.2% 59% False False 811
20 0.8965 0.8474 0.0491 5.6% 0.0111 1.3% 70% False False 627
40 0.9161 0.8474 0.0687 7.8% 0.0094 1.1% 50% False False 468
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 0.0024
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9249
2.618 0.9095
1.618 0.9001
1.000 0.8943
0.618 0.8907
HIGH 0.8849
0.618 0.8813
0.500 0.8802
0.382 0.8791
LOW 0.8755
0.618 0.8697
1.000 0.8661
1.618 0.8603
2.618 0.8509
4.250 0.8356
Fisher Pivots for day following 24-Feb-2010
Pivot 1 day 3 day
R1 0.8811 0.8860
PP 0.8807 0.8845
S1 0.8802 0.8831

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

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