CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 0.8600 0.8512 -0.0088 -1.0% 0.8790
High 0.8600 0.8512 -0.0088 -1.0% 0.8790
Low 0.8570 0.8454 -0.0116 -1.4% 0.8641
Close 0.8522 0.8438 -0.0084 -1.0% 0.8641
Range 0.0030 0.0058 0.0028 93.3% 0.0149
ATR 0.0065 0.0066 0.0000 0.3% 0.0000
Volume 1 2 1 100.0% 5
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 0.8642 0.8598 0.8470
R3 0.8584 0.8540 0.8454
R2 0.8526 0.8526 0.8449
R1 0.8482 0.8482 0.8443 0.8475
PP 0.8468 0.8468 0.8468 0.8465
S1 0.8424 0.8424 0.8433 0.8417
S2 0.8410 0.8410 0.8427
S3 0.8352 0.8366 0.8422
S4 0.8294 0.8308 0.8406
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 0.9138 0.9038 0.8723
R3 0.8989 0.8889 0.8682
R2 0.8840 0.8840 0.8668
R1 0.8740 0.8740 0.8655 0.8716
PP 0.8691 0.8691 0.8691 0.8678
S1 0.8591 0.8591 0.8627 0.8567
S2 0.8542 0.8542 0.8614
S3 0.8393 0.8442 0.8600
S4 0.8244 0.8293 0.8559
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8763 0.8454 0.0309 3.7% 0.0018 0.2% -5% False True 1
10 0.8818 0.8454 0.0364 4.3% 0.0009 0.1% -4% False True 1
20 0.9033 0.8454 0.0579 6.9% 0.0004 0.1% -3% False True 1
40 0.9086 0.8454 0.0632 7.5% 0.0002 0.0% -3% False True 1
60 0.9086 0.8454 0.0632 7.5% 0.0001 0.0% -3% False True 1
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 74 trading days
Fibonacci Retracements and Extensions
4.250 0.8759
2.618 0.8664
1.618 0.8606
1.000 0.8570
0.618 0.8548
HIGH 0.8512
0.618 0.8490
0.500 0.8483
0.382 0.8476
LOW 0.8454
0.618 0.8418
1.000 0.8396
1.618 0.8360
2.618 0.8302
4.250 0.8208
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 0.8483 0.8548
PP 0.8468 0.8511
S1 0.8453 0.8475

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

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