CME Australian Dollar Future December 2010


Trading Metrics calculated at close of trading on 17-Aug-2010
Day Change Summary
Previous Current
16-Aug-2010 17-Aug-2010 Change Change % Previous Week
Open 0.8814 0.8827 0.0013 0.1% 0.9037
High 0.8868 0.8950 0.0082 0.9% 0.9063
Low 0.8740 0.8820 0.0080 0.9% 0.8788
Close 0.8838 0.8937 0.0099 1.1% 0.8805
Range 0.0128 0.0130 0.0002 1.6% 0.0275
ATR 0.0102 0.0104 0.0002 2.0% 0.0000
Volume 243 445 202 83.1% 1,180
Daily Pivots for day following 17-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9292 0.9245 0.9009
R3 0.9162 0.9115 0.8973
R2 0.9032 0.9032 0.8961
R1 0.8985 0.8985 0.8949 0.9009
PP 0.8902 0.8902 0.8902 0.8914
S1 0.8855 0.8855 0.8925 0.8879
S2 0.8772 0.8772 0.8913
S3 0.8642 0.8725 0.8901
S4 0.8512 0.8595 0.8866
Weekly Pivots for week ending 13-Aug-2010
Classic Woodie Camarilla DeMark
R4 0.9710 0.9533 0.8956
R3 0.9435 0.9258 0.8881
R2 0.9160 0.9160 0.8855
R1 0.8983 0.8983 0.8830 0.8934
PP 0.8885 0.8885 0.8885 0.8861
S1 0.8708 0.8708 0.8780 0.8659
S2 0.8610 0.8610 0.8755
S3 0.8335 0.8433 0.8729
S4 0.8060 0.8158 0.8654
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8998 0.8740 0.0258 2.9% 0.0123 1.4% 76% False False 329
10 0.9082 0.8740 0.0342 3.8% 0.0096 1.1% 58% False False 305
20 0.9082 0.8597 0.0485 5.4% 0.0096 1.1% 70% False False 271
40 0.9082 0.8162 0.0920 10.3% 0.0109 1.2% 84% False False 197
60 0.9082 0.7950 0.1132 12.7% 0.0081 0.9% 87% False False 133
80 0.9082 0.7950 0.1132 12.7% 0.0063 0.7% 87% False False 111
100 0.9086 0.7950 0.1136 12.7% 0.0051 0.6% 87% False False 89
120 0.9086 0.7950 0.1136 12.7% 0.0042 0.5% 87% False False 74
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 0.0020
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9503
2.618 0.9290
1.618 0.9160
1.000 0.9080
0.618 0.9030
HIGH 0.8950
0.618 0.8900
0.500 0.8885
0.382 0.8870
LOW 0.8820
0.618 0.8740
1.000 0.8690
1.618 0.8610
2.618 0.8480
4.250 0.8268
Fisher Pivots for day following 17-Aug-2010
Pivot 1 day 3 day
R1 0.8920 0.8906
PP 0.8902 0.8876
S1 0.8885 0.8845

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

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