CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 05-Jan-2010
Day Change Summary
Previous Current
04-Jan-2010 05-Jan-2010 Change Change % Previous Week
Open 0.8815 0.8978 0.0163 1.8% 0.8674
High 0.8972 0.8978 0.0006 0.1% 0.8850
Low 0.8787 0.8967 0.0180 2.0% 0.8674
Close 0.8956 0.8957 0.0001 0.0% 0.8826
Range 0.0185 0.0011 -0.0174 -94.1% 0.0176
ATR 0.0084 0.0080 -0.0004 -5.3% 0.0000
Volume 36 126 90 250.0% 257
Daily Pivots for day following 05-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9000 0.8990 0.8963
R3 0.8989 0.8979 0.8960
R2 0.8978 0.8978 0.8959
R1 0.8968 0.8968 0.8958 0.8968
PP 0.8967 0.8967 0.8967 0.8967
S1 0.8957 0.8957 0.8956 0.8957
S2 0.8956 0.8956 0.8955
S3 0.8945 0.8946 0.8954
S4 0.8934 0.8935 0.8951
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 0.8978 0.8762 0.0216 2.4% 0.0068 0.8% 90% True False 80
10 0.8978 0.8581 0.0397 4.4% 0.0063 0.7% 95% True False 61
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 0.0008
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 0.9025
2.618 0.9007
1.618 0.8996
1.000 0.8989
0.618 0.8985
HIGH 0.8978
0.618 0.8974
0.500 0.8973
0.382 0.8971
LOW 0.8967
0.618 0.8960
1.000 0.8956
1.618 0.8949
2.618 0.8938
4.250 0.8920
Fisher Pivots for day following 05-Jan-2010
Pivot 1 day 3 day
R1 0.8973 0.8932
PP 0.8967 0.8907
S1 0.8962 0.8883

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

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