CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 09-Jul-2010
Day Change Summary
Previous Current
08-Jul-2010 09-Jul-2010 Change Change % Previous Week
Open 0.8502 0.8617 0.0115 1.4% 0.8240
High 0.8623 0.8617 -0.0006 -0.1% 0.8623
Low 0.8500 0.8570 0.0070 0.8% 0.8180
Close 0.8585 0.8599 0.0014 0.2% 0.8599
Range 0.0123 0.0047 -0.0076 -61.8% 0.0443
ATR 0.0124 0.0118 -0.0005 -4.4% 0.0000
Volume 149 256 107 71.8% 555
Daily Pivots for day following 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.8736 0.8715 0.8625
R3 0.8689 0.8668 0.8612
R2 0.8642 0.8642 0.8608
R1 0.8621 0.8621 0.8603 0.8608
PP 0.8595 0.8595 0.8595 0.8589
S1 0.8574 0.8574 0.8595 0.8561
S2 0.8548 0.8548 0.8590
S3 0.8501 0.8527 0.8586
S4 0.8454 0.8480 0.8573
Weekly Pivots for week ending 09-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9796 0.9641 0.8843
R3 0.9353 0.9198 0.8721
R2 0.8910 0.8910 0.8680
R1 0.8755 0.8755 0.8640 0.8833
PP 0.8467 0.8467 0.8467 0.8506
S1 0.8312 0.8312 0.8558 0.8390
S2 0.8024 0.8024 0.8518
S3 0.7581 0.7869 0.8477
S4 0.7138 0.7426 0.8355
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8623 0.8180 0.0443 5.2% 0.0135 1.6% 95% False False 130
10 0.8623 0.8162 0.0461 5.4% 0.0138 1.6% 95% False False 127
20 0.8672 0.8162 0.0510 5.9% 0.0103 1.2% 86% False False 78
40 0.8763 0.7950 0.0813 9.5% 0.0060 0.7% 80% False False 62
60 0.9080 0.7950 0.1130 13.1% 0.0040 0.5% 57% False False 42
80 0.9086 0.7950 0.1136 13.2% 0.0030 0.3% 57% False False 32
100 0.9086 0.7950 0.1136 13.2% 0.0024 0.3% 57% False False 26
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0033
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 0.8817
2.618 0.8740
1.618 0.8693
1.000 0.8664
0.618 0.8646
HIGH 0.8617
0.618 0.8599
0.500 0.8594
0.382 0.8588
LOW 0.8570
0.618 0.8541
1.000 0.8523
1.618 0.8494
2.618 0.8447
4.250 0.8370
Fisher Pivots for day following 09-Jul-2010
Pivot 1 day 3 day
R1 0.8597 0.8554
PP 0.8595 0.8509
S1 0.8594 0.8465

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

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