CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 10-Mar-2010
Day Change Summary
Previous Current
09-Mar-2010 10-Mar-2010 Change Change % Previous Week
Open 0.8996 0.9040 0.0044 0.5% 0.8878
High 0.9051 0.9098 0.0047 0.5% 0.8996
Low 0.8961 0.9031 0.0070 0.8% 0.8838
Close 0.9037 0.9061 0.0024 0.3% 0.8981
Range 0.0090 0.0067 -0.0023 -25.6% 0.0158
ATR 0.0099 0.0097 -0.0002 -2.3% 0.0000
Volume 23,328 30,509 7,181 30.8% 14,919
Daily Pivots for day following 10-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9264 0.9230 0.9098
R3 0.9197 0.9163 0.9079
R2 0.9130 0.9130 0.9073
R1 0.9096 0.9096 0.9067 0.9113
PP 0.9063 0.9063 0.9063 0.9072
S1 0.9029 0.9029 0.9055 0.9046
S2 0.8996 0.8996 0.9049
S3 0.8929 0.8962 0.9043
S4 0.8862 0.8895 0.9024
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 0.9098 0.8881 0.0217 2.4% 0.0079 0.9% 83% True False 16,219
10 0.9098 0.8703 0.0395 4.4% 0.0090 1.0% 91% True False 8,975
20 0.9098 0.8598 0.0500 5.5% 0.0098 1.1% 93% True False 4,893
40 0.9161 0.8474 0.0687 7.6% 0.0099 1.1% 85% False False 2,597
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 0.0019
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9383
2.618 0.9273
1.618 0.9206
1.000 0.9165
0.618 0.9139
HIGH 0.9098
0.618 0.9072
0.500 0.9065
0.382 0.9057
LOW 0.9031
0.618 0.8990
1.000 0.8964
1.618 0.8923
2.618 0.8856
4.250 0.8746
Fisher Pivots for day following 10-Mar-2010
Pivot 1 day 3 day
R1 0.9065 0.9051
PP 0.9063 0.9040
S1 0.9062 0.9030

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

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