CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 08-Jun-2010
Day Change Summary
Previous Current
07-Jun-2010 08-Jun-2010 Change Change % Previous Week
Open 0.7968 0.8039 0.0071 0.9% 0.8199
High 0.7968 0.8039 0.0071 0.9% 0.8300
Low 0.7968 0.8039 0.0071 0.9% 0.8037
Close 0.7968 0.8039 0.0071 0.9% 0.8037
Range
ATR 0.0095 0.0093 -0.0002 -1.8% 0.0000
Volume 1 1 0 0.0% 52
Daily Pivots for day following 08-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8039 0.8039 0.8039
R3 0.8039 0.8039 0.8039
R2 0.8039 0.8039 0.8039
R1 0.8039 0.8039 0.8039 0.8039
PP 0.8039 0.8039 0.8039 0.8039
S1 0.8039 0.8039 0.8039 0.8039
S2 0.8039 0.8039 0.8039
S3 0.8039 0.8039 0.8039
S4 0.8039 0.8039 0.8039
Weekly Pivots for week ending 04-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8914 0.8738 0.8182
R3 0.8651 0.8475 0.8109
R2 0.8388 0.8388 0.8085
R1 0.8212 0.8212 0.8061 0.8169
PP 0.8125 0.8125 0.8125 0.8103
S1 0.7949 0.7949 0.8013 0.7906
S2 0.7862 0.7862 0.7989
S3 0.7599 0.7686 0.7965
S4 0.7336 0.7423 0.7892
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8300 0.7968 0.0332 4.1% 0.0000 0.0% 21% False False 7
10 0.8300 0.7950 0.0350 4.4% 0.0010 0.1% 25% False False 9
20 0.8763 0.7950 0.0813 10.1% 0.0017 0.2% 11% False False 46
40 0.9086 0.7950 0.1136 14.1% 0.0009 0.1% 8% False False 24
60 0.9086 0.7950 0.1136 14.1% 0.0006 0.1% 8% False False 16
80 0.9086 0.7950 0.1136 14.1% 0.0004 0.1% 8% False False 13
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 0.8039
2.618 0.8039
1.618 0.8039
1.000 0.8039
0.618 0.8039
HIGH 0.8039
0.618 0.8039
0.500 0.8039
0.382 0.8039
LOW 0.8039
0.618 0.8039
1.000 0.8039
1.618 0.8039
2.618 0.8039
4.250 0.8039
Fisher Pivots for day following 08-Jun-2010
Pivot 1 day 3 day
R1 0.8039 0.8027
PP 0.8039 0.8015
S1 0.8039 0.8004

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

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