CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 02-Apr-2010
Day Change Summary
Previous Current
01-Apr-2010 02-Apr-2010 Change Change % Previous Week
Open 0.8983 0.9016 0.0033 0.4% 0.8867
High 0.9046 0.9042 -0.0004 0.0% 0.9046
Low 0.8983 0.9015 0.0032 0.4% 0.8867
Close 0.9021 0.9023 0.0002 0.0% 0.9023
Range 0.0063 0.0027 -0.0036 -57.1% 0.0179
ATR 0.0063 0.0061 -0.0003 -4.1% 0.0000
Volume 77 73 -4 -5.2% 675
Daily Pivots for day following 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9108 0.9092 0.9038
R3 0.9081 0.9065 0.9030
R2 0.9054 0.9054 0.9028
R1 0.9038 0.9038 0.9025 0.9046
PP 0.9027 0.9027 0.9027 0.9031
S1 0.9011 0.9011 0.9021 0.9019
S2 0.9000 0.9000 0.9018
S3 0.8973 0.8984 0.9016
S4 0.8946 0.8957 0.9008
Weekly Pivots for week ending 02-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9516 0.9448 0.9121
R3 0.9337 0.9269 0.9072
R2 0.9158 0.9158 0.9056
R1 0.9090 0.9090 0.9039 0.9124
PP 0.8979 0.8979 0.8979 0.8996
S1 0.8911 0.8911 0.9007 0.8945
S2 0.8800 0.8800 0.8990
S3 0.8621 0.8732 0.8974
S4 0.8442 0.8553 0.8925
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9046 0.8867 0.0179 2.0% 0.0065 0.7% 87% False False 135
10 0.9046 0.8832 0.0214 2.4% 0.0068 0.8% 89% False False 103
20 0.9055 0.8832 0.0223 2.5% 0.0048 0.5% 86% False False 91
40 0.9055 0.8441 0.0614 6.8% 0.0024 0.3% 95% False False 49
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9157
2.618 0.9113
1.618 0.9086
1.000 0.9069
0.618 0.9059
HIGH 0.9042
0.618 0.9032
0.500 0.9029
0.382 0.9025
LOW 0.9015
0.618 0.8998
1.000 0.8988
1.618 0.8971
2.618 0.8944
4.250 0.8900
Fisher Pivots for day following 02-Apr-2010
Pivot 1 day 3 day
R1 0.9029 0.9018
PP 0.9027 0.9014
S1 0.9025 0.9009

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

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