CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 0.9040 0.9063 0.0023 0.3% 0.8878
High 0.9098 0.9077 -0.0021 -0.2% 0.8996
Low 0.9031 0.9017 -0.0014 -0.2% 0.8838
Close 0.9061 0.9060 -0.0001 0.0% 0.8981
Range 0.0067 0.0060 -0.0007 -10.4% 0.0158
ATR 0.0097 0.0094 -0.0003 -2.7% 0.0000
Volume 30,509 43,481 12,972 42.5% 14,919
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9231 0.9206 0.9093
R3 0.9171 0.9146 0.9077
R2 0.9111 0.9111 0.9071
R1 0.9086 0.9086 0.9066 0.9069
PP 0.9051 0.9051 0.9051 0.9043
S1 0.9026 0.9026 0.9055 0.9009
S2 0.8991 0.8991 0.9049
S3 0.8931 0.8966 0.9044
S4 0.8871 0.8906 0.9027
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 0.8892 0.0206 2.3% 0.0075 0.8% 82% False False 23,983
10 0.9098 0.8765 0.0333 3.7% 0.0081 0.9% 89% False False 13,176
20 0.9098 0.8661 0.0437 4.8% 0.0097 1.1% 91% False False 7,025
40 0.9161 0.8474 0.0687 7.6% 0.0097 1.1% 85% False False 3,663
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0020
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9332
2.618 0.9234
1.618 0.9174
1.000 0.9137
0.618 0.9114
HIGH 0.9077
0.618 0.9054
0.500 0.9047
0.382 0.9040
LOW 0.9017
0.618 0.8980
1.000 0.8957
1.618 0.8920
2.618 0.8860
4.250 0.8762
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 0.9056 0.9050
PP 0.9051 0.9040
S1 0.9047 0.9030

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

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