CME Australian Dollar Future December 2010


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Trading Metrics calculated at close of trading on 27-Aug-2010
Day Change Summary
Previous Current
26-Aug-2010 27-Aug-2010 Change Change % Previous Week
Open 0.8740 0.8743 0.0003 0.0% 0.8755
High 0.8802 0.8890 0.0088 1.0% 0.8890
Low 0.8727 0.8739 0.0012 0.1% 0.8655
Close 0.8744 0.8878 0.0134 1.5% 0.8878
Range 0.0075 0.0151 0.0076 101.3% 0.0235
ATR 0.0104 0.0108 0.0003 3.2% 0.0000
Volume 528 267 -261 -49.4% 3,333
Daily Pivots for day following 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9289 0.9234 0.8961
R3 0.9138 0.9083 0.8920
R2 0.8987 0.8987 0.8906
R1 0.8932 0.8932 0.8892 0.8960
PP 0.8836 0.8836 0.8836 0.8849
S1 0.8781 0.8781 0.8864 0.8809
S2 0.8685 0.8685 0.8850
S3 0.8534 0.8630 0.8836
S4 0.8383 0.8479 0.8795
Weekly Pivots for week ending 27-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9513 0.9430 0.9007
R3 0.9278 0.9195 0.8943
R2 0.9043 0.9043 0.8921
R1 0.8960 0.8960 0.8900 0.9002
PP 0.8808 0.8808 0.8808 0.8828
S1 0.8725 0.8725 0.8856 0.8767
S2 0.8573 0.8573 0.8835
S3 0.8338 0.8490 0.8813
S4 0.8103 0.8255 0.8749
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8890 0.8655 0.0235 2.6% 0.0112 1.3% 95% True False 666
10 0.8950 0.8655 0.0295 3.3% 0.0109 1.2% 76% False False 547
20 0.9082 0.8655 0.0427 4.8% 0.0097 1.1% 52% False False 412
40 0.9082 0.8180 0.0902 10.2% 0.0104 1.2% 77% False False 295
60 0.9082 0.7968 0.1114 12.5% 0.0093 1.0% 82% False False 211
80 0.9082 0.7950 0.1132 12.8% 0.0074 0.8% 82% False False 170
100 0.9086 0.7950 0.1136 12.8% 0.0059 0.7% 82% False False 137
120 0.9086 0.7950 0.1136 12.8% 0.0049 0.6% 82% False False 114
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 0.0021
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 0.9532
2.618 0.9285
1.618 0.9134
1.000 0.9041
0.618 0.8983
HIGH 0.8890
0.618 0.8832
0.500 0.8815
0.382 0.8797
LOW 0.8739
0.618 0.8646
1.000 0.8588
1.618 0.8495
2.618 0.8344
4.250 0.8097
Fisher Pivots for day following 27-Aug-2010
Pivot 1 day 3 day
R1 0.8857 0.8843
PP 0.8836 0.8808
S1 0.8815 0.8773

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

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