CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 09-Jun-2010
Day Change Summary
Previous Current
08-Jun-2010 09-Jun-2010 Change Change % Previous Week
Open 0.8039 0.8098 0.0059 0.7% 0.8199
High 0.8039 0.8098 0.0059 0.7% 0.8300
Low 0.8039 0.8098 0.0059 0.7% 0.8037
Close 0.8039 0.8098 0.0059 0.7% 0.8037
Range
ATR 0.0093 0.0091 -0.0002 -2.6% 0.0000
Volume 1 1 0 0.0% 52
Daily Pivots for day following 09-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8098 0.8098 0.8098
R3 0.8098 0.8098 0.8098
R2 0.8098 0.8098 0.8098
R1 0.8098 0.8098 0.8098 0.8098
PP 0.8098 0.8098 0.8098 0.8098
S1 0.8098 0.8098 0.8098 0.8098
S2 0.8098 0.8098 0.8098
S3 0.8098 0.8098 0.8098
S4 0.8098 0.8098 0.8098
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% 39% False False 4
10 0.8300 0.7968 0.0332 4.1% 0.0000 0.0% 39% False False 9
20 0.8763 0.7950 0.0813 10.0% 0.0017 0.2% 18% False False 46
40 0.9086 0.7950 0.1136 14.0% 0.0009 0.1% 13% False False 24
60 0.9086 0.7950 0.1136 14.0% 0.0006 0.1% 13% False False 16
80 0.9086 0.7950 0.1136 14.0% 0.0004 0.1% 13% 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 0.8098
2.618 0.8098
1.618 0.8098
1.000 0.8098
0.618 0.8098
HIGH 0.8098
0.618 0.8098
0.500 0.8098
0.382 0.8098
LOW 0.8098
0.618 0.8098
1.000 0.8098
1.618 0.8098
2.618 0.8098
4.250 0.8098
Fisher Pivots for day following 09-Jun-2010
Pivot 1 day 3 day
R1 0.8098 0.8076
PP 0.8098 0.8055
S1 0.8098 0.8033

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

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