CME Australian Dollar Future June 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 0.9146 0.9116 -0.0030 -0.3% 0.9080
High 0.9156 0.9139 -0.0017 -0.2% 0.9164
Low 0.9093 0.9044 -0.0049 -0.5% 0.9004
Close 0.9131 0.9074 -0.0057 -0.6% 0.9074
Range 0.0063 0.0095 0.0032 50.8% 0.0160
ATR 0.0087 0.0088 0.0001 0.6% 0.0000
Volume 71,036 69,113 -1,923 -2.7% 362,535
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9371 0.9317 0.9126
R3 0.9276 0.9222 0.9100
R2 0.9181 0.9181 0.9091
R1 0.9127 0.9127 0.9083 0.9107
PP 0.9086 0.9086 0.9086 0.9075
S1 0.9032 0.9032 0.9065 0.9012
S2 0.8991 0.8991 0.9057
S3 0.8896 0.8937 0.9048
S4 0.8801 0.8842 0.9022
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 0.9561 0.9477 0.9162
R3 0.9401 0.9317 0.9118
R2 0.9241 0.9241 0.9103
R1 0.9157 0.9157 0.9089 0.9119
PP 0.9081 0.9081 0.9081 0.9062
S1 0.8997 0.8997 0.9059 0.8959
S2 0.8921 0.8921 0.9045
S3 0.8761 0.8837 0.9030
S4 0.8601 0.8677 0.8986
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 1.8% 0.0079 0.9% 44% False False 72,507
10 0.9164 0.8961 0.0203 2.2% 0.0072 0.8% 56% False False 55,112
20 0.9164 0.8703 0.0461 5.1% 0.0086 1.0% 80% False False 28,619
40 0.9164 0.8474 0.0690 7.6% 0.0095 1.0% 87% False False 14,551
60 0.9164 0.8474 0.0690 7.6% 0.0089 1.0% 87% False False 9,804
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 True
Bear Hook False
Bull Hook False
Stretch 0.0017
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 0.9543
2.618 0.9388
1.618 0.9293
1.000 0.9234
0.618 0.9198
HIGH 0.9139
0.618 0.9103
0.500 0.9092
0.382 0.9080
LOW 0.9044
0.618 0.8985
1.000 0.8949
1.618 0.8890
2.618 0.8795
4.250 0.8640
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 0.9092 0.9104
PP 0.9086 0.9094
S1 0.9080 0.9084

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

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