CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 29-Dec-2009
Day Change Summary
Previous Current
28-Dec-2009 29-Dec-2009 Change Change % Previous Week
Open 0.8674 0.8770 0.0096 1.1% 0.8721
High 0.8721 0.8829 0.0108 1.2% 0.8721
Low 0.8674 0.8770 0.0096 1.1% 0.8581
Close 0.8709 0.8785 0.0076 0.9% 0.8680
Range 0.0047 0.0059 0.0012 25.5% 0.0140
ATR
Volume 17 33 16 94.1% 195
Daily Pivots for day following 29-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.8972 0.8937 0.8817
R3 0.8913 0.8878 0.8801
R2 0.8854 0.8854 0.8796
R1 0.8819 0.8819 0.8790 0.8837
PP 0.8795 0.8795 0.8795 0.8803
S1 0.8760 0.8760 0.8780 0.8778
S2 0.8736 0.8736 0.8774
S3 0.8677 0.8701 0.8769
S4 0.8618 0.8642 0.8753
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9081 0.9020 0.8757
R3 0.8941 0.8880 0.8719
R2 0.8801 0.8801 0.8706
R1 0.8740 0.8740 0.8693 0.8701
PP 0.8661 0.8661 0.8661 0.8641
S1 0.8600 0.8600 0.8667 0.8561
S2 0.8521 0.8521 0.8654
S3 0.8381 0.8460 0.8642
S4 0.8241 0.8320 0.8603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8829 0.8581 0.0248 2.8% 0.0055 0.6% 82% True False 45
10 0.8960 0.8581 0.0379 4.3% 0.0061 0.7% 54% False False 46
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0006
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9080
2.618 0.8983
1.618 0.8924
1.000 0.8888
0.618 0.8865
HIGH 0.8829
0.618 0.8806
0.500 0.8800
0.382 0.8793
LOW 0.8770
0.618 0.8734
1.000 0.8711
1.618 0.8675
2.618 0.8616
4.250 0.8519
Fisher Pivots for day following 29-Dec-2009
Pivot 1 day 3 day
R1 0.8800 0.8770
PP 0.8795 0.8755
S1 0.8790 0.8741

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

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