CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 08-Mar-2010
Day Change Summary
Previous Current
05-Mar-2010 08-Mar-2010 Change Change % Previous Week
Open 0.8892 0.9000 0.0108 1.2% 0.8878
High 0.8996 0.9036 0.0040 0.4% 0.8996
Low 0.8892 0.8981 0.0089 1.0% 0.8838
Close 0.8981 0.8997 0.0016 0.2% 0.8981
Range 0.0104 0.0055 -0.0049 -47.1% 0.0158
ATR 0.0104 0.0100 -0.0003 -3.4% 0.0000
Volume 4,920 17,679 12,759 259.3% 14,919
Daily Pivots for day following 08-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9170 0.9138 0.9027
R3 0.9115 0.9083 0.9012
R2 0.9060 0.9060 0.9007
R1 0.9028 0.9028 0.9002 0.9017
PP 0.9005 0.9005 0.9005 0.8999
S1 0.8973 0.8973 0.8992 0.8962
S2 0.8950 0.8950 0.8987
S3 0.8895 0.8918 0.8982
S4 0.8840 0.8863 0.8967
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9412 0.9355 0.9068
R3 0.9254 0.9197 0.9024
R2 0.9096 0.9096 0.9010
R1 0.9039 0.9039 0.8995 0.9068
PP 0.8938 0.8938 0.8938 0.8953
S1 0.8881 0.8881 0.8967 0.8910
S2 0.8780 0.8780 0.8952
S3 0.8622 0.8723 0.8938
S4 0.8464 0.8565 0.8894
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9036 0.8857 0.0179 2.0% 0.0082 0.9% 78% True False 6,339
10 0.9036 0.8703 0.0333 3.7% 0.0102 1.1% 88% True False 3,824
20 0.9036 0.8525 0.0511 5.7% 0.0101 1.1% 92% True False 2,249
40 0.9161 0.8474 0.0687 7.6% 0.0098 1.1% 76% False False 1,311
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 0.0025
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9270
2.618 0.9180
1.618 0.9125
1.000 0.9091
0.618 0.9070
HIGH 0.9036
0.618 0.9015
0.500 0.9009
0.382 0.9002
LOW 0.8981
0.618 0.8947
1.000 0.8926
1.618 0.8892
2.618 0.8837
4.250 0.8747
Fisher Pivots for day following 08-Mar-2010
Pivot 1 day 3 day
R1 0.9009 0.8984
PP 0.9005 0.8971
S1 0.9001 0.8959

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

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