CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 0.8971 0.9044 0.0073 0.8% 0.8674
High 0.9055 0.9099 0.0044 0.5% 0.8850
Low 0.8971 0.9009 0.0038 0.4% 0.8674
Close 0.9050 0.9028 -0.0022 -0.2% 0.8826
Range 0.0084 0.0090 0.0006 7.1% 0.0176
ATR 0.0081 0.0082 0.0001 0.8% 0.0000
Volume 2 1,758 1,756 87,800.0% 257
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9315 0.9262 0.9078
R3 0.9225 0.9172 0.9053
R2 0.9135 0.9135 0.9045
R1 0.9082 0.9082 0.9036 0.9064
PP 0.9045 0.9045 0.9045 0.9036
S1 0.8992 0.8992 0.9020 0.8974
S2 0.8955 0.8955 0.9012
S3 0.8865 0.8902 0.9003
S4 0.8775 0.8812 0.8979
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 0.9099 0.8787 0.0312 3.5% 0.0086 1.0% 77% True False 387
10 0.9099 0.8581 0.0518 5.7% 0.0068 0.7% 86% True False 224
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.0009
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 0.9482
2.618 0.9335
1.618 0.9245
1.000 0.9189
0.618 0.9155
HIGH 0.9099
0.618 0.9065
0.500 0.9054
0.382 0.9043
LOW 0.9009
0.618 0.8953
1.000 0.8919
1.618 0.8863
2.618 0.8773
4.250 0.8627
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 0.9054 0.9033
PP 0.9045 0.9031
S1 0.9037 0.9030

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

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