CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 01-Mar-2010
Day Change Summary
Previous Current
26-Feb-2010 01-Mar-2010 Change Change % Previous Week
Open 0.8779 0.8878 0.0099 1.1% 0.8894
High 0.8877 0.8913 0.0036 0.4% 0.8965
Low 0.8765 0.8838 0.0073 0.8% 0.8703
Close 0.8870 0.8908 0.0038 0.4% 0.8870
Range 0.0112 0.0075 -0.0037 -33.0% 0.0262
ATR 0.0111 0.0109 -0.0003 -2.3% 0.0000
Volume 1,847 900 -947 -51.3% 6,338
Daily Pivots for day following 01-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9111 0.9085 0.8949
R3 0.9036 0.9010 0.8929
R2 0.8961 0.8961 0.8922
R1 0.8935 0.8935 0.8915 0.8948
PP 0.8886 0.8886 0.8886 0.8893
S1 0.8860 0.8860 0.8901 0.8873
S2 0.8811 0.8811 0.8894
S3 0.8736 0.8785 0.8887
S4 0.8661 0.8710 0.8867
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 2.9% 0.0122 1.4% 78% False False 1,309
10 0.8965 0.8703 0.0262 2.9% 0.0106 1.2% 78% False False 1,018
20 0.8965 0.8474 0.0491 5.5% 0.0114 1.3% 88% False False 800
40 0.9161 0.8474 0.0687 7.7% 0.0099 1.1% 63% False False 567
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0027
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9232
2.618 0.9109
1.618 0.9034
1.000 0.8988
0.618 0.8959
HIGH 0.8913
0.618 0.8884
0.500 0.8876
0.382 0.8867
LOW 0.8838
0.618 0.8792
1.000 0.8763
1.618 0.8717
2.618 0.8642
4.250 0.8519
Fisher Pivots for day following 01-Mar-2010
Pivot 1 day 3 day
R1 0.8897 0.8875
PP 0.8886 0.8841
S1 0.8876 0.8808

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

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