CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 17-Mar-2010
Day Change Summary
Previous Current
16-Mar-2010 17-Mar-2010 Change Change % Previous Week
Open 0.9049 0.9112 0.0063 0.7% 0.9000
High 0.9104 0.9164 0.0060 0.7% 0.9103
Low 0.9030 0.9086 0.0056 0.6% 0.8961
Close 0.9083 0.9145 0.0062 0.7% 0.9067
Range 0.0074 0.0078 0.0004 5.4% 0.0142
ATR 0.0090 0.0089 -0.0001 -0.7% 0.0000
Volume 66,156 75,041 8,885 13.4% 188,591
Daily Pivots for day following 17-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9366 0.9333 0.9188
R3 0.9288 0.9255 0.9166
R2 0.9210 0.9210 0.9159
R1 0.9177 0.9177 0.9152 0.9194
PP 0.9132 0.9132 0.9132 0.9140
S1 0.9099 0.9099 0.9138 0.9116
S2 0.9054 0.9054 0.9131
S3 0.8976 0.9021 0.9124
S4 0.8898 0.8943 0.9102
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9470 0.9410 0.9145
R3 0.9328 0.9268 0.9106
R2 0.9186 0.9186 0.9093
R1 0.9126 0.9126 0.9080 0.9156
PP 0.9044 0.9044 0.9044 0.9059
S1 0.8984 0.8984 0.9054 0.9014
S2 0.8902 0.8902 0.9041
S3 0.8760 0.8842 0.9028
S4 0.8618 0.8700 0.8989
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.9164 0.9004 0.0160 1.7% 0.0070 0.8% 88% True False 67,892
10 0.9164 0.8881 0.0283 3.1% 0.0074 0.8% 93% True False 42,055
20 0.9164 0.8703 0.0461 5.0% 0.0089 1.0% 96% True False 21,670
40 0.9164 0.8474 0.0690 7.5% 0.0098 1.1% 97% True False 11,055
60 0.9164 0.8474 0.0690 7.5% 0.0089 1.0% 97% True False 7,469
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 True
Bear Hook False
Bull Hook False
Stretch 0.0014
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 0.9496
2.618 0.9368
1.618 0.9290
1.000 0.9242
0.618 0.9212
HIGH 0.9164
0.618 0.9134
0.500 0.9125
0.382 0.9116
LOW 0.9086
0.618 0.9038
1.000 0.9008
1.618 0.8960
2.618 0.8882
4.250 0.8755
Fisher Pivots for day following 17-Mar-2010
Pivot 1 day 3 day
R1 0.9138 0.9125
PP 0.9132 0.9104
S1 0.9125 0.9084

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

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