CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 17-Feb-2010
Day Change Summary
Previous Current
16-Feb-2010 17-Feb-2010 Change Change % Previous Week
Open 0.8765 0.8899 0.0134 1.5% 0.8575
High 0.8911 0.8923 0.0012 0.1% 0.8804
Low 0.8765 0.8866 0.0101 1.2% 0.8525
Close 0.8897 0.8887 -0.0010 -0.1% 0.8773
Range 0.0146 0.0057 -0.0089 -61.0% 0.0279
ATR 0.0111 0.0107 -0.0004 -3.5% 0.0000
Volume 1,231 535 -696 -56.5% 3,112
Daily Pivots for day following 17-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9063 0.9032 0.8918
R3 0.9006 0.8975 0.8903
R2 0.8949 0.8949 0.8897
R1 0.8918 0.8918 0.8892 0.8905
PP 0.8892 0.8892 0.8892 0.8886
S1 0.8861 0.8861 0.8882 0.8848
S2 0.8835 0.8835 0.8877
S3 0.8778 0.8804 0.8871
S4 0.8721 0.8747 0.8856
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 0.9538 0.9434 0.8926
R3 0.9259 0.9155 0.8850
R2 0.8980 0.8980 0.8824
R1 0.8876 0.8876 0.8799 0.8928
PP 0.8701 0.8701 0.8701 0.8727
S1 0.8597 0.8597 0.8747 0.8649
S2 0.8422 0.8422 0.8722
S3 0.8143 0.8318 0.8696
S4 0.7864 0.8039 0.8620
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8923 0.8598 0.0325 3.7% 0.0107 1.2% 89% True False 784
10 0.8923 0.8474 0.0449 5.1% 0.0116 1.3% 92% True False 661
20 0.9078 0.8474 0.0604 6.8% 0.0107 1.2% 68% False False 440
40 0.9161 0.8474 0.0687 7.7% 0.0089 1.0% 60% False False 368
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 0.0012
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 0.9165
2.618 0.9072
1.618 0.9015
1.000 0.8980
0.618 0.8958
HIGH 0.8923
0.618 0.8901
0.500 0.8895
0.382 0.8888
LOW 0.8866
0.618 0.8831
1.000 0.8809
1.618 0.8774
2.618 0.8717
4.250 0.8624
Fisher Pivots for day following 17-Feb-2010
Pivot 1 day 3 day
R1 0.8895 0.8858
PP 0.8892 0.8828
S1 0.8890 0.8799

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

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