CME Australian Dollar Future September 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 0.8564 0.8698 0.0134 1.6% 0.8343
High 0.8725 0.8720 -0.0005 -0.1% 0.8725
Low 0.8558 0.8662 0.0104 1.2% 0.8250
Close 0.8678 0.8693 0.0015 0.2% 0.8693
Range 0.0167 0.0058 -0.0109 -65.3% 0.0475
ATR 0.0160 0.0152 -0.0007 -4.5% 0.0000
Volume 117,313 110,056 -7,257 -6.2% 461,949
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.8866 0.8837 0.8725
R3 0.8808 0.8779 0.8709
R2 0.8750 0.8750 0.8704
R1 0.8721 0.8721 0.8698 0.8707
PP 0.8692 0.8692 0.8692 0.8684
S1 0.8663 0.8663 0.8688 0.8649
S2 0.8634 0.8634 0.8682
S3 0.8576 0.8605 0.8677
S4 0.8518 0.8547 0.8661
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9981 0.9812 0.8954
R3 0.9506 0.9337 0.8824
R2 0.9031 0.9031 0.8780
R1 0.8862 0.8862 0.8737 0.8947
PP 0.8556 0.8556 0.8556 0.8598
S1 0.8387 0.8387 0.8649 0.8472
S2 0.8081 0.8081 0.8606
S3 0.7606 0.7912 0.8562
S4 0.7131 0.7437 0.8432
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8725 0.8250 0.0475 5.5% 0.0158 1.8% 93% False False 125,835
10 0.8725 0.8247 0.0478 5.5% 0.0157 1.8% 93% False False 115,268
20 0.8772 0.8247 0.0525 6.0% 0.0136 1.6% 85% False False 102,209
40 0.8896 0.7970 0.0926 10.7% 0.0164 1.9% 78% False False 54,183
60 0.9195 0.7970 0.1225 14.1% 0.0143 1.6% 59% False False 36,238
80 0.9230 0.7970 0.1260 14.5% 0.0124 1.4% 57% False False 27,206
100 0.9230 0.7970 0.1260 14.5% 0.0101 1.2% 57% False False 21,771
120 0.9230 0.7970 0.1260 14.5% 0.0084 1.0% 57% False False 18,143
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 0.0044
Narrowest range in 47 trading days
Fibonacci Retracements and Extensions
4.250 0.8967
2.618 0.8872
1.618 0.8814
1.000 0.8778
0.618 0.8756
HIGH 0.8720
0.618 0.8698
0.500 0.8691
0.382 0.8684
LOW 0.8662
0.618 0.8626
1.000 0.8604
1.618 0.8568
2.618 0.8510
4.250 0.8416
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 0.8692 0.8647
PP 0.8692 0.8600
S1 0.8691 0.8554

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

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