CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 0.9126 0.9133 0.0007 0.1% 0.8815
High 0.9157 0.9133 -0.0024 -0.3% 0.9099
Low 0.9126 0.9018 -0.0108 -1.2% 0.8787
Close 0.9149 0.9056 -0.0093 -1.0% 0.9083
Range 0.0031 0.0115 0.0084 271.0% 0.0312
ATR 0.0084 0.0087 0.0003 4.0% 0.0000
Volume 1,170 837 -333 -28.5% 3,183
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9414 0.9350 0.9119
R3 0.9299 0.9235 0.9088
R2 0.9184 0.9184 0.9077
R1 0.9120 0.9120 0.9067 0.9095
PP 0.9069 0.9069 0.9069 0.9056
S1 0.9005 0.9005 0.9045 0.8980
S2 0.8954 0.8954 0.9035
S3 0.8839 0.8890 0.9024
S4 0.8724 0.8775 0.8993
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9926 0.9816 0.9255
R3 0.9614 0.9504 0.9169
R2 0.9302 0.9302 0.9140
R1 0.9192 0.9192 0.9112 0.9247
PP 0.8990 0.8990 0.8990 0.9017
S1 0.8880 0.8880 0.9054 0.8935
S2 0.8678 0.8678 0.9026
S3 0.8366 0.8568 0.8997
S4 0.8054 0.8256 0.8911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9157 0.8971 0.0186 2.1% 0.0088 1.0% 46% False False 1,005
10 0.9157 0.8762 0.0395 4.4% 0.0078 0.9% 74% False False 543
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 0.0008
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9622
2.618 0.9434
1.618 0.9319
1.000 0.9248
0.618 0.9204
HIGH 0.9133
0.618 0.9089
0.500 0.9076
0.382 0.9062
LOW 0.9018
0.618 0.8947
1.000 0.8903
1.618 0.8832
2.618 0.8717
4.250 0.8529
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 0.9076 0.9066
PP 0.9069 0.9062
S1 0.9063 0.9059

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

View Archives - Comment on this page... - Back to Index of Symbols