CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 21-May-2010
Day Change Summary
Previous Current
20-May-2010 21-May-2010 Change Change % Previous Week
Open 0.8092 0.8200 0.0108 1.3% 0.8600
High 0.8092 0.8200 0.0108 1.3% 0.8600
Low 0.8092 0.8050 -0.0042 -0.5% 0.8050
Close 0.8092 0.8079 -0.0013 -0.2% 0.8079
Range 0.0000 0.0150 0.0150 0.0550
ATR 0.0079 0.0084 0.0005 6.5% 0.0000
Volume 6 35 29 483.3% 836
Daily Pivots for day following 21-May-2010
Classic Woodie Camarilla DeMark
R4 0.8560 0.8469 0.8162
R3 0.8410 0.8319 0.8120
R2 0.8260 0.8260 0.8107
R1 0.8169 0.8169 0.8093 0.8140
PP 0.8110 0.8110 0.8110 0.8095
S1 0.8019 0.8019 0.8065 0.7990
S2 0.7960 0.7960 0.8052
S3 0.7810 0.7869 0.8038
S4 0.7660 0.7719 0.7997
Weekly Pivots for week ending 21-May-2010
Classic Woodie Camarilla DeMark
R4 0.9893 0.9536 0.8382
R3 0.9343 0.8986 0.8230
R2 0.8793 0.8793 0.8180
R1 0.8436 0.8436 0.8129 0.8340
PP 0.8243 0.8243 0.8243 0.8195
S1 0.7886 0.7886 0.8029 0.7790
S2 0.7693 0.7693 0.7978
S3 0.7143 0.7336 0.7928
S4 0.6593 0.6786 0.7777
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8600 0.8050 0.0550 6.8% 0.0050 0.6% 5% False True 167
10 0.8790 0.8050 0.0740 9.2% 0.0025 0.3% 4% False True 84
20 0.9033 0.8050 0.0983 12.2% 0.0012 0.2% 3% False True 43
40 0.9086 0.8050 0.1036 12.8% 0.0006 0.1% 3% False True 22
60 0.9086 0.8050 0.1036 12.8% 0.0004 0.1% 3% False True 15
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0000
Widest range in 77 trading days
Fibonacci Retracements and Extensions
4.250 0.8838
2.618 0.8593
1.618 0.8443
1.000 0.8350
0.618 0.8293
HIGH 0.8200
0.618 0.8143
0.500 0.8125
0.382 0.8107
LOW 0.8050
0.618 0.7957
1.000 0.7900
1.618 0.7807
2.618 0.7657
4.250 0.7413
Fisher Pivots for day following 21-May-2010
Pivot 1 day 3 day
R1 0.8125 0.8155
PP 0.8110 0.8130
S1 0.8094 0.8104

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

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