CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 26-Feb-2010
Day Change Summary
Previous Current
25-Feb-2010 26-Feb-2010 Change Change % Previous Week
Open 0.8844 0.8779 -0.0065 -0.7% 0.8894
High 0.8844 0.8877 0.0033 0.4% 0.8965
Low 0.8703 0.8765 0.0062 0.7% 0.8703
Close 0.8765 0.8870 0.0105 1.2% 0.8870
Range 0.0141 0.0112 -0.0029 -20.6% 0.0262
ATR 0.0111 0.0111 0.0000 0.0% 0.0000
Volume 1,477 1,847 370 25.1% 6,338
Daily Pivots for day following 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9173 0.9134 0.8932
R3 0.9061 0.9022 0.8901
R2 0.8949 0.8949 0.8891
R1 0.8910 0.8910 0.8880 0.8930
PP 0.8837 0.8837 0.8837 0.8847
S1 0.8798 0.8798 0.8860 0.8818
S2 0.8725 0.8725 0.8849
S3 0.8613 0.8686 0.8839
S4 0.8501 0.8574 0.8808
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9632 0.9513 0.9014
R3 0.9370 0.9251 0.8942
R2 0.9108 0.9108 0.8918
R1 0.8989 0.8989 0.8894 0.8918
PP 0.8846 0.8846 0.8846 0.8810
S1 0.8727 0.8727 0.8846 0.8656
S2 0.8584 0.8584 0.8822
S3 0.8322 0.8465 0.8798
S4 0.8060 0.8203 0.8726
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8965 0.8703 0.0262 3.0% 0.0115 1.3% 64% False False 1,267
10 0.8965 0.8675 0.0290 3.3% 0.0110 1.2% 67% False False 1,020
20 0.8965 0.8474 0.0491 5.5% 0.0116 1.3% 81% False False 763
40 0.9161 0.8474 0.0687 7.7% 0.0098 1.1% 58% False False 550
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 0.0025
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9353
2.618 0.9170
1.618 0.9058
1.000 0.8989
0.618 0.8946
HIGH 0.8877
0.618 0.8834
0.500 0.8821
0.382 0.8808
LOW 0.8765
0.618 0.8696
1.000 0.8653
1.618 0.8584
2.618 0.8472
4.250 0.8289
Fisher Pivots for day following 26-Feb-2010
Pivot 1 day 3 day
R1 0.8854 0.8843
PP 0.8837 0.8817
S1 0.8821 0.8790

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

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