CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 11-Feb-2010
Day Change Summary
Previous Current
10-Feb-2010 11-Feb-2010 Change Change % Previous Week
Open 0.8670 0.8661 -0.0009 -0.1% 0.8711
High 0.8674 0.8804 0.0130 1.5% 0.8790
Low 0.8598 0.8661 0.0063 0.7% 0.8474
Close 0.8655 0.8801 0.0146 1.7% 0.8525
Range 0.0076 0.0143 0.0067 88.2% 0.0316
ATR 0.0103 0.0107 0.0003 3.2% 0.0000
Volume 856 385 -471 -55.0% 2,710
Daily Pivots for day following 11-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9184 0.9136 0.8880
R3 0.9041 0.8993 0.8840
R2 0.8898 0.8898 0.8827
R1 0.8850 0.8850 0.8814 0.8874
PP 0.8755 0.8755 0.8755 0.8768
S1 0.8707 0.8707 0.8788 0.8731
S2 0.8612 0.8612 0.8775
S3 0.8469 0.8564 0.8762
S4 0.8326 0.8421 0.8722
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9544 0.9351 0.8699
R3 0.9228 0.9035 0.8612
R2 0.8912 0.8912 0.8583
R1 0.8719 0.8719 0.8554 0.8658
PP 0.8596 0.8596 0.8596 0.8566
S1 0.8403 0.8403 0.8496 0.8342
S2 0.8280 0.8280 0.8467
S3 0.7964 0.8087 0.8438
S4 0.7648 0.7771 0.8351
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8804 0.8474 0.0330 3.7% 0.0111 1.3% 99% True False 567
10 0.8824 0.8474 0.0350 4.0% 0.0122 1.4% 93% False False 505
20 0.9161 0.8474 0.0687 7.8% 0.0102 1.2% 48% False False 315
40 0.9161 0.8474 0.0687 7.8% 0.0085 1.0% 48% False False 306
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 0.0018
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9412
2.618 0.9178
1.618 0.9035
1.000 0.8947
0.618 0.8892
HIGH 0.8804
0.618 0.8749
0.500 0.8733
0.382 0.8716
LOW 0.8661
0.618 0.8573
1.000 0.8518
1.618 0.8430
2.618 0.8287
4.250 0.8053
Fisher Pivots for day following 11-Feb-2010
Pivot 1 day 3 day
R1 0.8778 0.8756
PP 0.8755 0.8710
S1 0.8733 0.8665

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

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