CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 14-Apr-2010
Day Change Summary
Previous Current
13-Apr-2010 14-Apr-2010 Change Change % Previous Week
Open 0.9015 0.9086 0.0071 0.8% 0.8942
High 0.9015 0.9086 0.0071 0.8% 0.9054
Low 0.9015 0.9086 0.0071 0.8% 0.8942
Close 0.9015 0.9086 0.0071 0.8% 0.9054
Range
ATR 0.0032 0.0035 0.0003 8.7% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 14-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9086 0.9086 0.9086
R3 0.9086 0.9086 0.9086
R2 0.9086 0.9086 0.9086
R1 0.9086 0.9086 0.9086 0.9086
PP 0.9086 0.9086 0.9086 0.9086
S1 0.9086 0.9086 0.9086 0.9086
S2 0.9086 0.9086 0.9086
S3 0.9086 0.9086 0.9086
S4 0.9086 0.9086 0.9086
Weekly Pivots for week ending 09-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9353 0.9315 0.9116
R3 0.9241 0.9203 0.9085
R2 0.9129 0.9129 0.9075
R1 0.9091 0.9091 0.9064 0.9110
PP 0.9017 0.9017 0.9017 0.9026
S1 0.8979 0.8979 0.9044 0.8998
S2 0.8905 0.8905 0.9033
S3 0.8793 0.8867 0.9023
S4 0.8681 0.8755 0.8992
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9086 0.9015 0.0071 0.8% 0.0000 0.0% 100% True False 2
10 0.9086 0.8922 0.0164 1.8% 0.0000 0.0% 100% True False 1
20 0.9086 0.8750 0.0336 3.7% 0.0000 0.0% 100% True False 1
40 0.9086 0.8584 0.0502 5.5% 0.0000 0.0% 100% True False 2
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 0.0000
Fibonacci Retracements and Extensions
4.250 0.9086
2.618 0.9086
1.618 0.9086
1.000 0.9086
0.618 0.9086
HIGH 0.9086
0.618 0.9086
0.500 0.9086
0.382 0.9086
LOW 0.9086
0.618 0.9086
1.000 0.9086
1.618 0.9086
2.618 0.9086
4.250 0.9086
Fisher Pivots for day following 14-Apr-2010
Pivot 1 day 3 day
R1 0.9086 0.9074
PP 0.9086 0.9062
S1 0.9086 0.9051

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

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