CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 07-Apr-2010
Day Change Summary
Previous Current
06-Apr-2010 07-Apr-2010 Change Change % Previous Week
Open 0.9050 0.9100 0.0050 0.6% 0.8867
High 0.9112 0.9110 -0.0002 0.0% 0.9046
Low 0.9016 0.9084 0.0068 0.8% 0.8867
Close 0.9104 0.9113 0.0009 0.1% 0.9023
Range 0.0096 0.0026 -0.0070 -72.9% 0.0179
ATR 0.0061 0.0058 -0.0002 -4.1% 0.0000
Volume 95 75 -20 -21.1% 675
Daily Pivots for day following 07-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9180 0.9173 0.9127
R3 0.9154 0.9147 0.9120
R2 0.9128 0.9128 0.9118
R1 0.9121 0.9121 0.9115 0.9125
PP 0.9102 0.9102 0.9102 0.9104
S1 0.9095 0.9095 0.9111 0.9099
S2 0.9076 0.9076 0.9108
S3 0.9050 0.9069 0.9106
S4 0.9024 0.9043 0.9099
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 0.8983 0.0129 1.4% 0.0047 0.5% 101% False False 79
10 0.9112 0.8832 0.0280 3.1% 0.0064 0.7% 100% False False 105
20 0.9112 0.8832 0.0280 3.1% 0.0056 0.6% 100% False False 102
40 0.9112 0.8569 0.0543 6.0% 0.0028 0.3% 100% False False 54
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9221
2.618 0.9178
1.618 0.9152
1.000 0.9136
0.618 0.9126
HIGH 0.9110
0.618 0.9100
0.500 0.9097
0.382 0.9094
LOW 0.9084
0.618 0.9068
1.000 0.9058
1.618 0.9042
2.618 0.9016
4.250 0.8974
Fisher Pivots for day following 07-Apr-2010
Pivot 1 day 3 day
R1 0.9108 0.9097
PP 0.9102 0.9080
S1 0.9097 0.9064

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

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