CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 06-Apr-2010
Day Change Summary
Previous Current
05-Apr-2010 06-Apr-2010 Change Change % Previous Week
Open 0.9042 0.9050 0.0008 0.1% 0.8867
High 0.9049 0.9112 0.0063 0.7% 0.9046
Low 0.9025 0.9016 -0.0009 -0.1% 0.8867
Close 0.9040 0.9104 0.0064 0.7% 0.9023
Range 0.0024 0.0096 0.0072 300.0% 0.0179
ATR 0.0058 0.0061 0.0003 4.7% 0.0000
Volume 78 95 17 21.8% 675
Daily Pivots for day following 06-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9365 0.9331 0.9157
R3 0.9269 0.9235 0.9130
R2 0.9173 0.9173 0.9122
R1 0.9139 0.9139 0.9113 0.9156
PP 0.9077 0.9077 0.9077 0.9086
S1 0.9043 0.9043 0.9095 0.9060
S2 0.8981 0.8981 0.9086
S3 0.8885 0.8947 0.9078
S4 0.8789 0.8851 0.9051
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 0.9112 0.8972 0.0140 1.5% 0.0054 0.6% 94% True False 78
10 0.9112 0.8832 0.0280 3.1% 0.0068 0.7% 97% True False 109
20 0.9112 0.8832 0.0280 3.1% 0.0054 0.6% 97% True False 99
40 0.9112 0.8555 0.0557 6.1% 0.0027 0.3% 99% True False 52
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0011
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9520
2.618 0.9363
1.618 0.9267
1.000 0.9208
0.618 0.9171
HIGH 0.9112
0.618 0.9075
0.500 0.9064
0.382 0.9053
LOW 0.9016
0.618 0.8957
1.000 0.8920
1.618 0.8861
2.618 0.8765
4.250 0.8608
Fisher Pivots for day following 06-Apr-2010
Pivot 1 day 3 day
R1 0.9091 0.9091
PP 0.9077 0.9077
S1 0.9064 0.9064

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

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