CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 0.8789 0.8815 0.0026 0.3% 0.8674
High 0.8850 0.8972 0.0122 1.4% 0.8850
Low 0.8789 0.8787 -0.0002 0.0% 0.8674
Close 0.8826 0.8956 0.0130 1.5% 0.8826
Range 0.0061 0.0185 0.0124 203.3% 0.0176
ATR 0.0000 0.0084 0.0084 0.0000
Volume 17 36 19 111.8% 257
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9460 0.9393 0.9058
R3 0.9275 0.9208 0.9007
R2 0.9090 0.9090 0.8990
R1 0.9023 0.9023 0.8973 0.9057
PP 0.8905 0.8905 0.8905 0.8922
S1 0.8838 0.8838 0.8939 0.8872
S2 0.8720 0.8720 0.8922
S3 0.8535 0.8653 0.8905
S4 0.8350 0.8468 0.8854
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9311 0.9245 0.8923
R3 0.9135 0.9069 0.8874
R2 0.8959 0.8959 0.8858
R1 0.8893 0.8893 0.8842 0.8926
PP 0.8783 0.8783 0.8783 0.8800
S1 0.8717 0.8717 0.8810 0.8750
S2 0.8607 0.8607 0.8794
S3 0.8431 0.8541 0.8778
S4 0.8255 0.8365 0.8729
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8972 0.8674 0.0298 3.3% 0.0076 0.8% 95% True False 58
10 0.8972 0.8581 0.0391 4.4% 0.0072 0.8% 96% True False 51
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0008
Widest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 0.9758
2.618 0.9456
1.618 0.9271
1.000 0.9157
0.618 0.9086
HIGH 0.8972
0.618 0.8901
0.500 0.8880
0.382 0.8858
LOW 0.8787
0.618 0.8673
1.000 0.8602
1.618 0.8488
2.618 0.8303
4.250 0.8001
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 0.8931 0.8926
PP 0.8905 0.8897
S1 0.8880 0.8867

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

View Archives - Comment on this page... - Back to Index of Symbols