CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 30-Jun-2010
Day Change Summary
Previous Current
29-Jun-2010 30-Jun-2010 Change Change % Previous Week
Open 0.8546 0.8329 -0.0217 -2.5% 0.8607
High 0.8546 0.8396 -0.0150 -1.8% 0.8672
Low 0.8304 0.8248 -0.0056 -0.7% 0.8444
Close 0.8346 0.8286 -0.0060 -0.7% 0.8577
Range 0.0242 0.0148 -0.0094 -38.8% 0.0228
ATR 0.0107 0.0110 0.0003 2.7% 0.0000
Volume 26 396 370 1,423.1% 315
Daily Pivots for day following 30-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.8754 0.8668 0.8367
R3 0.8606 0.8520 0.8327
R2 0.8458 0.8458 0.8313
R1 0.8372 0.8372 0.8300 0.8341
PP 0.8310 0.8310 0.8310 0.8295
S1 0.8224 0.8224 0.8272 0.8193
S2 0.8162 0.8162 0.8259
S3 0.8014 0.8076 0.8245
S4 0.7866 0.7928 0.8205
Weekly Pivots for week ending 25-Jun-2010
Classic Woodie Camarilla DeMark
R4 0.9248 0.9141 0.8702
R3 0.9020 0.8913 0.8640
R2 0.8792 0.8792 0.8619
R1 0.8685 0.8685 0.8598 0.8625
PP 0.8564 0.8564 0.8564 0.8534
S1 0.8457 0.8457 0.8556 0.8397
S2 0.8336 0.8336 0.8535
S3 0.8108 0.8229 0.8514
S4 0.7880 0.8001 0.8452
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8594 0.8248 0.0346 4.2% 0.0139 1.7% 11% False True 121
10 0.8672 0.8248 0.0424 5.1% 0.0108 1.3% 9% False True 80
20 0.8672 0.7968 0.0704 8.5% 0.0063 0.8% 45% False False 42
40 0.8818 0.7950 0.0868 10.5% 0.0040 0.5% 39% False False 44
60 0.9086 0.7950 0.1136 13.7% 0.0027 0.3% 30% False False 30
80 0.9086 0.7950 0.1136 13.7% 0.0020 0.2% 30% False False 23
100 0.9086 0.7950 0.1136 13.7% 0.0016 0.2% 30% False False 19
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 0.0030
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9025
2.618 0.8783
1.618 0.8635
1.000 0.8544
0.618 0.8487
HIGH 0.8396
0.618 0.8339
0.500 0.8322
0.382 0.8305
LOW 0.8248
0.618 0.8157
1.000 0.8100
1.618 0.8009
2.618 0.7861
4.250 0.7619
Fisher Pivots for day following 30-Jun-2010
Pivot 1 day 3 day
R1 0.8322 0.8421
PP 0.8310 0.8376
S1 0.8298 0.8331

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

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