CME Australian Dollar Future December 2010


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Trading Metrics calculated at close of trading on 01-Sep-2010
Day Change Summary
Previous Current
31-Aug-2010 01-Sep-2010 Change Change % Previous Week
Open 0.8808 0.8820 0.0012 0.1% 0.8755
High 0.8845 0.9001 0.0156 1.8% 0.8890
Low 0.8752 0.8808 0.0056 0.6% 0.8655
Close 0.8773 0.8974 0.0201 2.3% 0.8878
Range 0.0093 0.0193 0.0100 107.5% 0.0235
ATR 0.0107 0.0116 0.0009 8.1% 0.0000
Volume 728 451 -277 -38.0% 3,333
Daily Pivots for day following 01-Sep-2010
Classic Woodie Camarilla DeMark
R4 0.9507 0.9433 0.9080
R3 0.9314 0.9240 0.9027
R2 0.9121 0.9121 0.9009
R1 0.9047 0.9047 0.8992 0.9084
PP 0.8928 0.8928 0.8928 0.8946
S1 0.8854 0.8854 0.8956 0.8891
S2 0.8735 0.8735 0.8939
S3 0.8542 0.8661 0.8921
S4 0.8349 0.8468 0.8868
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 0.9001 0.8727 0.0274 3.1% 0.0125 1.4% 90% True False 450
10 0.9001 0.8655 0.0346 3.9% 0.0116 1.3% 92% True False 597
20 0.9082 0.8655 0.0427 4.8% 0.0106 1.2% 75% False False 458
40 0.9082 0.8489 0.0593 6.6% 0.0102 1.1% 82% False False 325
60 0.9082 0.8098 0.0984 11.0% 0.0099 1.1% 89% False False 236
80 0.9082 0.7950 0.1132 12.6% 0.0079 0.9% 90% False False 188
100 0.9086 0.7950 0.1136 12.7% 0.0063 0.7% 90% False False 151
120 0.9086 0.7950 0.1136 12.7% 0.0053 0.6% 90% False False 126
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 29 trading days
Fibonacci Retracements and Extensions
4.250 0.9821
2.618 0.9506
1.618 0.9313
1.000 0.9194
0.618 0.9120
HIGH 0.9001
0.618 0.8927
0.500 0.8905
0.382 0.8882
LOW 0.8808
0.618 0.8689
1.000 0.8615
1.618 0.8496
2.618 0.8303
4.250 0.7988
Fisher Pivots for day following 01-Sep-2010
Pivot 1 day 3 day
R1 0.8951 0.8942
PP 0.8928 0.8909
S1 0.8905 0.8877

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

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