CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 30-Apr-2010
Day Change Summary
Previous Current
29-Apr-2010 30-Apr-2010 Change Change % Previous Week
Open 0.9090 0.9128 0.0038 0.4% 0.9116
High 0.9144 0.9176 0.0032 0.3% 0.9176
Low 0.9087 0.9093 0.0006 0.1% 0.8989
Close 0.9131 0.9107 -0.0024 -0.3% 0.9107
Range 0.0057 0.0083 0.0026 45.6% 0.0187
ATR 0.0076 0.0076 0.0001 0.7% 0.0000
Volume 647 258 -389 -60.1% 1,935
Daily Pivots for day following 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9374 0.9324 0.9153
R3 0.9291 0.9241 0.9130
R2 0.9208 0.9208 0.9122
R1 0.9158 0.9158 0.9115 0.9142
PP 0.9125 0.9125 0.9125 0.9117
S1 0.9075 0.9075 0.9099 0.9059
S2 0.9042 0.9042 0.9092
S3 0.8959 0.8992 0.9084
S4 0.8876 0.8909 0.9061
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9652 0.9566 0.9210
R3 0.9465 0.9379 0.9158
R2 0.9278 0.9278 0.9141
R1 0.9192 0.9192 0.9124 0.9142
PP 0.9091 0.9091 0.9091 0.9065
S1 0.9005 0.9005 0.9090 0.8955
S2 0.8904 0.8904 0.9073
S3 0.8717 0.8818 0.9056
S4 0.8530 0.8631 0.9004
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9176 0.8989 0.0187 2.1% 0.0088 1.0% 63% True False 387
10 0.9179 0.8989 0.0190 2.1% 0.0082 0.9% 62% False False 315
20 0.9230 0.8989 0.0241 2.6% 0.0074 0.8% 49% False False 217
40 0.9230 0.8832 0.0398 4.4% 0.0061 0.7% 69% False False 154
60 0.9230 0.8441 0.0789 8.7% 0.0041 0.4% 84% False False 105
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0015
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9529
2.618 0.9393
1.618 0.9310
1.000 0.9259
0.618 0.9227
HIGH 0.9176
0.618 0.9144
0.500 0.9135
0.382 0.9125
LOW 0.9093
0.618 0.9042
1.000 0.9010
1.618 0.8959
2.618 0.8876
4.250 0.8740
Fisher Pivots for day following 30-Apr-2010
Pivot 1 day 3 day
R1 0.9135 0.9103
PP 0.9125 0.9098
S1 0.9116 0.9094

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

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