CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 08-Apr-2010
Day Change Summary
Previous Current
07-Apr-2010 08-Apr-2010 Change Change % Previous Week
Open 0.9100 0.9113 0.0013 0.1% 0.8867
High 0.9110 0.9115 0.0005 0.1% 0.9046
Low 0.9084 0.9059 -0.0025 -0.3% 0.8867
Close 0.9113 0.9123 0.0010 0.1% 0.9023
Range 0.0026 0.0056 0.0030 115.4% 0.0179
ATR 0.0058 0.0058 0.0000 -0.3% 0.0000
Volume 75 77 2 2.7% 675
Daily Pivots for day following 08-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9267 0.9251 0.9154
R3 0.9211 0.9195 0.9138
R2 0.9155 0.9155 0.9133
R1 0.9139 0.9139 0.9128 0.9147
PP 0.9099 0.9099 0.9099 0.9103
S1 0.9083 0.9083 0.9118 0.9091
S2 0.9043 0.9043 0.9113
S3 0.8987 0.9027 0.9108
S4 0.8931 0.8971 0.9092
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 0.9115 0.9015 0.0100 1.1% 0.0046 0.5% 108% True False 79
10 0.9115 0.8832 0.0283 3.1% 0.0062 0.7% 103% True False 108
20 0.9115 0.8832 0.0283 3.1% 0.0059 0.6% 103% True False 104
40 0.9115 0.8651 0.0464 5.1% 0.0029 0.3% 102% True False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0010
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9353
2.618 0.9262
1.618 0.9206
1.000 0.9171
0.618 0.9150
HIGH 0.9115
0.618 0.9094
0.500 0.9087
0.382 0.9080
LOW 0.9059
0.618 0.9024
1.000 0.9003
1.618 0.8968
2.618 0.8912
4.250 0.8821
Fisher Pivots for day following 08-Apr-2010
Pivot 1 day 3 day
R1 0.9111 0.9104
PP 0.9099 0.9085
S1 0.9087 0.9066

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

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