CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 03-May-2010
Day Change Summary
Previous Current
30-Apr-2010 03-May-2010 Change Change % Previous Week
Open 0.9008 0.9005 -0.0003 0.0% 0.9025
High 0.9008 0.9005 -0.0003 0.0% 0.9033
Low 0.9008 0.9005 -0.0003 0.0% 0.8920
Close 0.9008 0.9025 0.0017 0.2% 0.9008
Range
ATR 0.0040 0.0038 -0.0003 -6.6% 0.0000
Volume 4 4 0 0.0% 12
Daily Pivots for day following 03-May-2010
Classic Woodie Camarilla DeMark
R4 0.9012 0.9018 0.9025
R3 0.9012 0.9018 0.9025
R2 0.9012 0.9012 0.9025
R1 0.9018 0.9018 0.9025 0.9015
PP 0.9012 0.9012 0.9012 0.9010
S1 0.9018 0.9018 0.9025 0.9015
S2 0.9012 0.9012 0.9025
S3 0.9012 0.9018 0.9025
S4 0.9012 0.9018 0.9025
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 0.9326 0.9280 0.9070
R3 0.9213 0.9167 0.9039
R2 0.9100 0.9100 0.9029
R1 0.9054 0.9054 0.9018 0.9021
PP 0.8987 0.8987 0.8987 0.8970
S1 0.8941 0.8941 0.8998 0.8908
S2 0.8874 0.8874 0.8987
S3 0.8761 0.8828 0.8977
S4 0.8648 0.8715 0.8946
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9033 0.8920 0.0113 1.3% 0.0000 0.0% 93% False False 2
10 0.9051 0.8920 0.0131 1.5% 0.0000 0.0% 80% False False 2
20 0.9086 0.8920 0.0166 1.8% 0.0000 0.0% 63% False False 2
40 0.9086 0.8750 0.0336 3.7% 0.0000 0.0% 82% False False 1
60 0.9086 0.8381 0.0705 7.8% 0.0000 0.0% 91% False 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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.9005
2.618 0.9005
1.618 0.9005
1.000 0.9005
0.618 0.9005
HIGH 0.9005
0.618 0.9005
0.500 0.9005
0.382 0.9005
LOW 0.9005
0.618 0.9005
1.000 0.9005
1.618 0.9005
2.618 0.9005
4.250 0.9005
Fisher Pivots for day following 03-May-2010
Pivot 1 day 3 day
R1 0.9018 0.9023
PP 0.9012 0.9021
S1 0.9005 0.9019

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

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