CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 04-Aug-2010
Day Change Summary
Previous Current
03-Aug-2010 04-Aug-2010 Change Change % Previous Week
Open 0.8992 0.8995 0.0003 0.0% 0.8782
High 0.9002 0.9040 0.0038 0.4% 0.8924
Low 0.8932 0.8977 0.0045 0.5% 0.8765
Close 0.9002 0.9034 0.0032 0.4% 0.8892
Range 0.0070 0.0063 -0.0007 -10.0% 0.0159
ATR 0.0106 0.0103 -0.0003 -2.9% 0.0000
Volume 173 131 -42 -24.3% 1,117
Daily Pivots for day following 04-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9206 0.9183 0.9069
R3 0.9143 0.9120 0.9051
R2 0.9080 0.9080 0.9046
R1 0.9057 0.9057 0.9040 0.9069
PP 0.9017 0.9017 0.9017 0.9023
S1 0.8994 0.8994 0.9028 0.9006
S2 0.8954 0.8954 0.9022
S3 0.8891 0.8931 0.9017
S4 0.8828 0.8868 0.8999
Weekly Pivots for week ending 30-Jul-2010
Classic Woodie Camarilla DeMark
R4 0.9337 0.9274 0.8979
R3 0.9178 0.9115 0.8936
R2 0.9019 0.9019 0.8921
R1 0.8956 0.8956 0.8907 0.8988
PP 0.8860 0.8860 0.8860 0.8876
S1 0.8797 0.8797 0.8877 0.8829
S2 0.8701 0.8701 0.8863
S3 0.8542 0.8638 0.8848
S4 0.8383 0.8479 0.8805
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9040 0.8771 0.0269 3.0% 0.0086 0.9% 98% True False 233
10 0.9040 0.8597 0.0443 4.9% 0.0095 1.1% 99% True False 233
20 0.9040 0.8489 0.0551 6.1% 0.0097 1.1% 99% True False 192
40 0.9040 0.8098 0.0942 10.4% 0.0096 1.1% 99% True False 125
60 0.9040 0.7950 0.1090 12.1% 0.0070 0.8% 99% True False 99
80 0.9086 0.7950 0.1136 12.6% 0.0052 0.6% 95% False False 74
100 0.9086 0.7950 0.1136 12.6% 0.0042 0.5% 95% False False 60
120 0.9086 0.7950 0.1136 12.6% 0.0035 0.4% 95% False False 50
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 0.0014
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 0.9308
2.618 0.9205
1.618 0.9142
1.000 0.9103
0.618 0.9079
HIGH 0.9040
0.618 0.9016
0.500 0.9009
0.382 0.9001
LOW 0.8977
0.618 0.8938
1.000 0.8914
1.618 0.8875
2.618 0.8812
4.250 0.8709
Fisher Pivots for day following 04-Aug-2010
Pivot 1 day 3 day
R1 0.9026 0.9014
PP 0.9017 0.8994
S1 0.9009 0.8975

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

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