CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 11-May-2010
Day Change Summary
Previous Current
10-May-2010 11-May-2010 Change Change % Previous Week
Open 0.8790 0.8758 -0.0032 -0.4% 0.9005
High 0.8790 0.8758 -0.0032 -0.4% 0.9005
Low 0.8790 0.8758 -0.0032 -0.4% 0.8604
Close 0.8790 0.8758 -0.0032 -0.4% 0.8666
Range
ATR 0.0063 0.0061 -0.0002 -3.5% 0.0000
Volume 1 1 0 0.0% 13
Daily Pivots for day following 11-May-2010
Classic Woodie Camarilla DeMark
R4 0.8758 0.8758 0.8758
R3 0.8758 0.8758 0.8758
R2 0.8758 0.8758 0.8758
R1 0.8758 0.8758 0.8758 0.8758
PP 0.8758 0.8758 0.8758 0.8758
S1 0.8758 0.8758 0.8758 0.8758
S2 0.8758 0.8758 0.8758
S3 0.8758 0.8758 0.8758
S4 0.8758 0.8758 0.8758
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 0.9961 0.9715 0.8887
R3 0.9560 0.9314 0.8776
R2 0.9159 0.9159 0.8740
R1 0.8913 0.8913 0.8703 0.8836
PP 0.8758 0.8758 0.8758 0.8720
S1 0.8512 0.8512 0.8629 0.8435
S2 0.8357 0.8357 0.8592
S3 0.7956 0.8111 0.8556
S4 0.7555 0.7710 0.8445
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8818 0.8604 0.0214 2.4% 0.0000 0.0% 72% False False 1
10 0.9033 0.8604 0.0429 4.9% 0.0000 0.0% 36% False False 2
20 0.9086 0.8604 0.0482 5.5% 0.0000 0.0% 32% False False 2
40 0.9086 0.8604 0.0482 5.5% 0.0000 0.0% 32% False False 1
60 0.9086 0.8584 0.0502 5.7% 0.0000 0.0% 35% 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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Fibonacci Retracements and Extensions
4.250 0.8758
2.618 0.8758
1.618 0.8758
1.000 0.8758
0.618 0.8758
HIGH 0.8758
0.618 0.8758
0.500 0.8758
0.382 0.8758
LOW 0.8758
0.618 0.8758
1.000 0.8758
1.618 0.8758
2.618 0.8758
4.250 0.8758
Fisher Pivots for day following 11-May-2010
Pivot 1 day 3 day
R1 0.8758 0.8748
PP 0.8758 0.8738
S1 0.8758 0.8728

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

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