CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 10-Jun-2010
Day Change Summary
Previous Current
09-Jun-2010 10-Jun-2010 Change Change % Previous Week
Open 0.8098 0.8307 0.0209 2.6% 0.8199
High 0.8098 0.8307 0.0209 2.6% 0.8300
Low 0.8098 0.8307 0.0209 2.6% 0.8037
Close 0.8098 0.8307 0.0209 2.6% 0.8037
Range
ATR 0.0091 0.0099 0.0008 9.3% 0.0000
Volume 1 1 0 0.0% 52
Daily Pivots for day following 10-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8307 0.8307 0.8307
R3 0.8307 0.8307 0.8307
R2 0.8307 0.8307 0.8307
R1 0.8307 0.8307 0.8307 0.8307
PP 0.8307 0.8307 0.8307 0.8307
S1 0.8307 0.8307 0.8307 0.8307
S2 0.8307 0.8307 0.8307
S3 0.8307 0.8307 0.8307
S4 0.8307 0.8307 0.8307
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 0.8307 0.7968 0.0339 4.1% 0.0000 0.0% 100% True False 1
10 0.8307 0.7968 0.0339 4.1% 0.0000 0.0% 100% True False 9
20 0.8763 0.7950 0.0813 9.8% 0.0017 0.2% 44% False False 46
40 0.9080 0.7950 0.1130 13.6% 0.0009 0.1% 32% False False 24
60 0.9086 0.7950 0.1136 13.7% 0.0006 0.1% 31% False False 16
80 0.9086 0.7950 0.1136 13.7% 0.0004 0.1% 31% 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 0.8307
2.618 0.8307
1.618 0.8307
1.000 0.8307
0.618 0.8307
HIGH 0.8307
0.618 0.8307
0.500 0.8307
0.382 0.8307
LOW 0.8307
0.618 0.8307
1.000 0.8307
1.618 0.8307
2.618 0.8307
4.250 0.8307
Fisher Pivots for day following 10-Jun-2010
Pivot 1 day 3 day
R1 0.8307 0.8262
PP 0.8307 0.8218
S1 0.8307 0.8173

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

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