CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 20-Jan-2010
Day Change Summary
Previous Current
19-Jan-2010 20-Jan-2010 Change Change % Previous Week
Open 0.9025 0.9074 0.0049 0.5% 0.9126
High 0.9101 0.9078 -0.0023 -0.3% 0.9161
Low 0.9025 0.8925 -0.0100 -1.1% 0.9018
Close 0.9092 0.8933 -0.0159 -1.7% 0.9069
Range 0.0076 0.0153 0.0077 101.3% 0.0143
ATR 0.0085 0.0091 0.0006 6.8% 0.0000
Volume 101 175 74 73.3% 2,194
Daily Pivots for day following 20-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9438 0.9338 0.9017
R3 0.9285 0.9185 0.8975
R2 0.9132 0.9132 0.8961
R1 0.9032 0.9032 0.8947 0.9006
PP 0.8979 0.8979 0.8979 0.8965
S1 0.8879 0.8879 0.8919 0.8853
S2 0.8826 0.8826 0.8905
S3 0.8673 0.8726 0.8891
S4 0.8520 0.8573 0.8849
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 0.9512 0.9433 0.9148
R3 0.9369 0.9290 0.9108
R2 0.9226 0.9226 0.9095
R1 0.9147 0.9147 0.9082 0.9115
PP 0.9083 0.9083 0.9083 0.9067
S1 0.9004 0.9004 0.9056 0.8972
S2 0.8940 0.8940 0.9043
S3 0.8797 0.8861 0.9030
S4 0.8654 0.8718 0.8990
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9161 0.8925 0.0236 2.6% 0.0082 0.9% 3% False True 92
10 0.9161 0.8925 0.0236 2.6% 0.0085 1.0% 3% False True 549
20 0.9161 0.8581 0.0580 6.5% 0.0074 0.8% 61% False False 305
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
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 11 trading days
Fibonacci Retracements and Extensions
4.250 0.9728
2.618 0.9479
1.618 0.9326
1.000 0.9231
0.618 0.9173
HIGH 0.9078
0.618 0.9020
0.500 0.9002
0.382 0.8983
LOW 0.8925
0.618 0.8830
1.000 0.8772
1.618 0.8677
2.618 0.8524
4.250 0.8275
Fisher Pivots for day following 20-Jan-2010
Pivot 1 day 3 day
R1 0.9002 0.9013
PP 0.8979 0.8986
S1 0.8956 0.8960

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

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