CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 11-Jan-2010
Day Change Summary
Previous Current
08-Jan-2010 11-Jan-2010 Change Change % Previous Week
Open 0.8987 0.9126 0.0139 1.5% 0.8815
High 0.9094 0.9157 0.0063 0.7% 0.9099
Low 0.8974 0.9126 0.0152 1.7% 0.8787
Close 0.9083 0.9149 0.0066 0.7% 0.9083
Range 0.0120 0.0031 -0.0089 -74.2% 0.0312
ATR 0.0085 0.0084 -0.0001 -0.9% 0.0000
Volume 1,261 1,170 -91 -7.2% 3,183
Daily Pivots for day following 11-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9237 0.9224 0.9166
R3 0.9206 0.9193 0.9158
R2 0.9175 0.9175 0.9155
R1 0.9162 0.9162 0.9152 0.9169
PP 0.9144 0.9144 0.9144 0.9147
S1 0.9131 0.9131 0.9146 0.9138
S2 0.9113 0.9113 0.9143
S3 0.9082 0.9100 0.9140
S4 0.9051 0.9069 0.9132
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9926 0.9816 0.9255
R3 0.9614 0.9504 0.9169
R2 0.9302 0.9302 0.9140
R1 0.9192 0.9192 0.9112 0.9247
PP 0.8990 0.8990 0.8990 0.9017
S1 0.8880 0.8880 0.9054 0.8935
S2 0.8678 0.8678 0.9026
S3 0.8366 0.8568 0.8997
S4 0.8054 0.8256 0.8911
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9157 0.8967 0.0190 2.1% 0.0067 0.7% 96% True False 863
10 0.9157 0.8674 0.0483 5.3% 0.0071 0.8% 98% True False 461
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 4 trading days
Fibonacci Retracements and Extensions
4.250 0.9289
2.618 0.9238
1.618 0.9207
1.000 0.9188
0.618 0.9176
HIGH 0.9157
0.618 0.9145
0.500 0.9142
0.382 0.9138
LOW 0.9126
0.618 0.9107
1.000 0.9095
1.618 0.9076
2.618 0.9045
4.250 0.8994
Fisher Pivots for day following 11-Jan-2010
Pivot 1 day 3 day
R1 0.9147 0.9121
PP 0.9144 0.9093
S1 0.9142 0.9066

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

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