CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
30-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 0.8788 0.8789 0.0001 0.0% 0.8721
High 0.8788 0.8850 0.0062 0.7% 0.8721
Low 0.8762 0.8789 0.0027 0.3% 0.8581
Close 0.8781 0.8826 0.0045 0.5% 0.8680
Range 0.0026 0.0061 0.0035 134.6% 0.0140
ATR
Volume 190 17 -173 -91.1% 195
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9005 0.8976 0.8860
R3 0.8944 0.8915 0.8843
R2 0.8883 0.8883 0.8837
R1 0.8854 0.8854 0.8832 0.8869
PP 0.8822 0.8822 0.8822 0.8829
S1 0.8793 0.8793 0.8820 0.8808
S2 0.8761 0.8761 0.8815
S3 0.8700 0.8732 0.8809
S4 0.8639 0.8671 0.8792
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 0.9081 0.9020 0.8757
R3 0.8941 0.8880 0.8719
R2 0.8801 0.8801 0.8706
R1 0.8740 0.8740 0.8693 0.8701
PP 0.8661 0.8661 0.8661 0.8641
S1 0.8600 0.8600 0.8667 0.8561
S2 0.8521 0.8521 0.8654
S3 0.8381 0.8460 0.8642
S4 0.8241 0.8320 0.8603
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8850 0.8652 0.0198 2.2% 0.0048 0.5% 88% True False 56
10 0.8850 0.8581 0.0269 3.0% 0.0056 0.6% 91% True False 56
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0005
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 0.9109
2.618 0.9010
1.618 0.8949
1.000 0.8911
0.618 0.8888
HIGH 0.8850
0.618 0.8827
0.500 0.8820
0.382 0.8812
LOW 0.8789
0.618 0.8751
1.000 0.8728
1.618 0.8690
2.618 0.8629
4.250 0.8530
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 0.8824 0.8819
PP 0.8822 0.8813
S1 0.8820 0.8806

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

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